IV Skew
2.5%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +5 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 150.0% 0.90 0.0105 -0.26 0.02 16.60/18.90 19.90 70.00 — — — — — — — — — — — — — — — — — — 80.00 0.15 0.00/0.15 0.01 -0.04 0.0200 -0.05 44.5% 3 16 — — — — — — — — — 81.00 0.22 0.00/0.65 0.03 -0.13 0.0327 -0.14 60.9% 3 3 — — — — — — — — — 82.00 0.10 0.00/0.20 0.02 -0.05 0.0331 -0.07 37.6% 3 16 — — — — — — — — — 83.00 0.22 0.00/0.60 0.03 -0.11 0.0472 -0.17 46.9% 104 68 31 2 87.6% 0.67 0.0365 -0.30 0.04 3.10/6.30 4.66 84.00 0.32 0.20/0.35 0.03 -0.07 0.0604 -0.14 32.9% 21 52 3 10 58.8% 0.68 0.0539 -0.20 0.04 2.20/4.40 7.06 85.00 0.40 0.30/0.65 0.03 -0.10 0.0761 -0.23 35.3% 72 143 3 2 54.7% 0.63 0.0613 -0.20 0.04 2.20/3.60 2.30 86.00 0.71 0.45/0.85 0.04 -0.10 0.0943 -0.30 32.9% 26 104 — — — — — — — — — 87.00 1.15 0.70/1.50 0.04 -0.14 0.0901 -0.41 38.4% 10 73 — — — — — — — — — 88.00 1.60 1.45/1.70 0.04 -0.12 0.1092 -0.51 32.5% 60 641 75 95 38.0% 0.40 0.0905 -0.14 0.04 0.95/1.30 1.25 89.00 1.90 1.80/2.40 0.04 -0.12 0.0975 -0.61 35.0% 11 31 23 74 36.7% 0.31 0.0854 -0.12 0.04 0.45/0.90 0.97 90.00 2.65 2.50/3.00 0.04 -0.10 0.0912 -0.71 33.4% 40 106 73 120 38.4% 0.24 0.0725 -0.12 0.04 0.35/0.70 0.55 91.00 4.25 2.85/4.30 0.04 -0.14 0.0643 -0.71 47.2% 1 30 71 39 44.3% 0.22 0.0586 -0.12 0.03 0.10/0.70 0.40 92.00 5.17 2.40/4.70 0.03 -0.08 0.0607 -0.83 37.5% 2 13 45 19 40.6% 0.14 0.0491 -0.09 0.03 0.05/0.40 0.25 93.00 4.90 4.60/5.70 0.03 -0.09 0.0494 -0.85 42.7% 9 22 28 361 39.6% 0.09 0.0378 -0.06 0.02 0.10/0.25 0.20 94.00 6.99 5.10/7.40 0.03 -0.18 0.0398 -0.77 68.0% 4 58 20 12 41.4% 0.07 0.0298 -0.05 0.02 0.05/0.20 0.15 95.00 6.91 6.00/8.40 0.03 -0.19 0.0354 -0.78 73.5% 4 55 27 4 48.0% 0.08 0.0272 -0.07 0.02 0.00/0.25 0.15 96.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 35.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $61 $75 $88 $101 $114 spot $87.76 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).