IV Skew
-17.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +10 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-08-20 (355d) 2027-11-19 (446d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 3 141.3% 0.91 0.0085 -0.30 0.02 19.80/22.60 20.90 90.00 0.48 0.00/0.95 0.01 -0.11 0.0059 -0.04 105.2% 8 20 — — — — — — — — — 91.00 0.48 0.00/1.55 0.02 -0.17 0.0078 -0.06 114.3% 4 2 — — — — — — — — — 95.00 0.27 0.05/0.50 0.01 -0.06 0.0071 -0.03 73.5% 14 91 8 1 67.9% 0.92 0.0173 -0.15 0.02 10.30/13.40 13.50 100.00 0.65 0.25/1.05 0.02 -0.14 0.0174 -0.08 68.2% 24 565 — — — — — — — — — 104.00 1.05 1.15/1.90 0.04 -0.25 0.0300 -0.19 70.3% 1 — 3 1 67.0% 0.78 0.0337 -0.27 0.04 6.60/9.10 13.15 105.00 1.80 1.40/2.20 0.04 -0.27 0.0330 -0.23 70.3% 8 32 — — — — — — — — — 108.00 2.93 2.45/3.10 0.05 -0.33 0.0408 -0.34 69.1% 79 2 18 4 67.4% 0.57 0.0447 -0.35 0.05 4.00/5.50 4.40 110.00 4.02 2.50/4.00 0.05 -0.31 0.0480 -0.42 62.6% 90 51 — — — — — — — — — 113.00 5.61 4.60/6.00 0.05 -0.35 0.0432 -0.56 70.2% 4 33 21 3 75.3% 0.37 0.0385 -0.38 0.05 1.80/4.30 2.54 115.00 4.20 5.80/7.60 0.05 -0.35 0.0396 -0.63 72.9% 2 39 5 1 84.2% 0.35 0.0340 -0.41 0.05 1.95/4.50 7.69 116.00 3.80 6.20/8.30 0.05 -0.32 0.0389 -0.68 70.9% 1 2 42 4 87.6% 0.33 0.0318 -0.42 0.05 1.50/4.70 2.12 117.00 7.84 6.10/9.00 0.04 -0.26 0.0394 -0.74 63.6% 1 — 2 4 74.5% 0.26 0.0338 -0.32 0.04 1.05/3.10 1.61 118.00 10.19 7.70/9.80 0.04 -0.29 0.0343 -0.74 72.3% 5 6 — — — — — — — — — 119.00 5.00 7.80/10.60 0.04 -0.23 0.0329 -0.80 66.2% 16 2 1.0k 82 66.6% 0.18 0.0299 -0.23 0.03 0.70/1.75 1.20 120.00 10.16 8.60/11.30 0.03 -0.20 0.0299 -0.83 65.2% 1 19 4 25 87.4% 0.20 0.0245 -0.32 0.04 0.50/3.10 5.00 122.00 5.60 10.30/13.30 0.03 -0.19 0.0244 -0.86 69.7% 2 3 106 8 88.2% 0.14 0.0195 -0.26 0.03 0.20/2.40 3.90 125.00 — — — — — — — — — 12 1 98.5% 0.15 0.0185 -0.31 0.03 0.05/3.10 1.50 126.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 65.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $78 $95 $111 $128 $145 spot $111.21 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).