IV Skew
5.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 84.7% 0.88 0.0164 -0.26 0.03 11.55/14.15 12.90 110.00 — — — — — — — — — 1 — 50.3% 0.96 0.0115 -0.07 0.01 11.10/13.20 15.84 111.00 — — — — — — — — — 2 2 68.3% 0.84 0.0250 -0.25 0.04 7.70/10.25 12.57 114.00 — — — — — — — — — — — — — — — — — — 115.00 0.26 0.14/0.40 0.02 -0.08 0.0246 -0.08 40.9% 5 9 3 1 42.6% 0.88 0.0319 -0.13 0.03 5.90/7.50 15.85 116.00 0.15 0.00/2.18 0.04 -0.19 0.0326 -0.17 53.2% 10 45 — — — — — — — — — 117.00 0.45 0.25/0.77 0.03 -0.14 0.0386 -0.15 41.9% 50 34 6 1 56.5% 0.74 0.0396 -0.27 0.05 4.15/6.70 6.06 118.00 0.70 0.52/0.73 0.04 -0.13 0.0467 -0.16 36.6% 26 11 — — — — — — — — — 119.00 0.70 0.73/0.97 0.04 -0.15 0.0557 -0.21 36.5% 26 33 106 2 48.5% 0.68 0.0515 -0.26 0.05 3.05/4.90 3.50 120.00 1.27 0.83/1.27 0.05 -0.17 0.0637 -0.28 36.5% 37 57 16 40 50.8% 0.62 0.0522 -0.29 0.05 2.60/4.45 3.28 121.00 0.65 0.94/2.55 0.05 -0.27 0.0523 -0.38 50.7% 1 14 102 37 36.7% 0.58 0.0741 -0.21 0.06 2.29/2.95 2.68 122.00 1.77 1.64/2.52 0.06 -0.24 0.0627 -0.43 43.5% 69 18 33 27 35.7% 0.51 0.0777 -0.21 0.06 1.95/2.37 2.17 123.00 2.70 1.84/3.05 0.06 -0.25 0.0629 -0.49 44.1% 26 29 208 51 36.3% 0.43 0.0752 -0.21 0.06 1.48/1.96 2.14 124.00 — — — — — — — — — 21 126 36.0% 0.36 0.0721 -0.20 0.05 1.11/1.55 1.35 125.00 3.69 2.95/4.75 0.06 -0.28 0.0513 -0.59 52.5% 12 21 21 58 40.0% 0.31 0.0613 -0.21 0.05 0.81/1.47 0.94 126.00 4.86 2.96/5.40 0.05 -0.27 0.0491 -0.64 52.9% 1 34 37 33 46.4% 0.29 0.0509 -0.23 0.05 0.56/1.56 1.10 127.00 — — — — — — — — — 45 30 39.4% 0.20 0.0492 -0.16 0.04 0.35/0.90 0.63 128.00 5.75 4.40/6.90 0.05 -0.25 0.0423 -0.72 55.0% 1 21 479 59 36.9% 0.14 0.0416 -0.12 0.03 0.21/0.59 0.50 129.00 — — — — — — — — — 120 497 36.3% 0.10 0.0333 -0.09 0.03 0.12/0.42 0.31 130.00 — — — — — — — — — — — — — — — — — — 131.00 8.76 7.15/9.75 0.04 -0.26 0.0310 -0.78 65.7% 10 93 — — — — — — — — — 133.00 3.55 9.10/11.70 0.04 -0.27 0.0259 -0.81 72.8% 10 11 — — — — — — — — — 134.00 13.55 10.25/12.65 0.04 -0.27 0.0239 -0.82 75.6% 2 2 — — — — — — — — — 135.00 5.20 11.00/13.65 0.04 -0.27 0.0221 -0.83 79.3% 22 23
Greeks Profile 2026-09-04 · 5d · σ = 39.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $86 $104 $123 $141 $160 spot $122.89 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).