IV Skew
18.2%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 12/18111d 1/15139d +4 more 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 21 1 52.6% 0.92 0.0252 -0.09 0.02 6.50/9.80 8.05 83.00 0.15 0.00/0.95 0.02 -0.10 0.0269 -0.11 58.6% 9 6 3 1 95.6% 0.76 0.0280 -0.30 0.04 4.80/8.80 7.15 84.00 0.25 0.00/2.30 0.03 -0.19 0.0315 -0.19 74.0% 114 116 19 2 88.1% 0.74 0.0315 -0.28 0.04 3.80/7.80 5.70 85.00 0.15 0.00/1.00 0.03 -0.17 0.0372 -0.19 63.3% 9 54 8 5 85.1% 0.71 0.0344 -0.29 0.04 2.90/7.00 2.40 86.00 0.45 0.00/1.00 0.03 -0.16 0.0440 -0.21 56.7% 14 20 5 5 79.3% 0.68 0.0385 -0.28 0.04 2.05/6.10 3.65 87.00 0.83 0.00/0.55 0.03 -0.09 0.0589 -0.18 38.1% 2 6 104 2 77.5% 0.65 0.0412 -0.29 0.04 1.20/5.40 2.10 88.00 0.70 0.00/1.85 0.04 -0.21 0.0501 -0.33 61.9% 5 47 3 2 72.9% 0.61 0.0453 -0.28 0.04 0.70/4.60 1.86 89.00 0.94 0.00/2.95 0.04 -0.28 0.0433 -0.40 76.4% 2 37 29 10 55.5% 0.57 0.0608 -0.22 0.05 1.60/3.20 1.38 90.00 1.33 0.00/3.20 0.05 -0.27 0.0470 -0.44 72.0% 27 8 41 8 31.6% 0.50 0.1083 -0.13 0.05 0.70/1.50 1.30 91.00 1.99 0.35/2.05 0.05 -0.15 0.0878 -0.50 39.0% 1 1 10 1 30.1% 0.38 0.1091 -0.12 0.04 0.70/1.00 1.10 92.00 — — — — — — — — — 53 5 31.7% 0.29 0.0931 -0.11 0.04 0.40/0.75 0.50 93.00 4.30 1.80/4.90 0.05 -0.27 0.0460 -0.58 73.1% 4 1 1 6 45.0% 0.29 0.0653 -0.15 0.04 0.05/1.05 0.50 94.00 — — — — — — — — — 30 1 38.5% 0.19 0.0609 -0.10 0.03 0.00/0.55 0.30 95.00 — — — — — — — — — 4 1 37.4% 0.13 0.0491 -0.08 0.02 0.00/0.35 0.48 96.00 — — — — — — — — — 11 6 64.6% 0.23 0.0402 -0.19 0.04 0.00/2.25 0.69 97.00 — — — — — — — — — 41 40 69.2% 0.21 0.0358 -0.20 0.03 0.00/2.20 0.07 98.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 35.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $77 $91 $104 $118 spot $90.82 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).