IV Skew
0.7%
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) 2027-03-19 (201d) 2027-04-16 (229d) 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 21 1 105.0% 0.82 0.0200 -0.35 0.03 8.95/12.60 7.93 95.00 — — — — — — — — — 88 — 50.6% 0.95 0.0163 -0.07 0.01 8.00/11.80 11.36 96.00 — — — — — — — — — — — — — — — — — — 98.00 0.16 0.00/0.83 0.03 -0.16 0.0290 -0.13 59.6% 1 17 — — — — — — — — — 99.00 0.21 0.00/0.75 0.03 -0.14 0.0338 -0.14 52.2% 6 11 4 213 69.0% 0.77 0.0360 -0.27 0.04 4.00/7.35 5.70 100.00 0.40 0.00/0.90 0.03 -0.16 0.0401 -0.17 50.7% 18 21 3 3 65.6% 0.74 0.0403 -0.27 0.04 3.35/6.50 5.97 101.00 0.35 0.00/1.41 0.04 -0.21 0.0443 -0.23 56.2% 3 68 24 26 61.9% 0.70 0.0454 -0.27 0.04 2.32/5.65 3.92 102.00 0.49 0.05/0.92 0.04 -0.14 0.0595 -0.22 39.9% 11 51 37 23 65.0% 0.65 0.0462 -0.31 0.05 1.44/5.20 3.17 103.00 0.74 0.09/1.09 0.04 -0.15 0.0717 -0.27 37.3% 239 40 35 24 62.7% 0.60 0.0498 -0.31 0.05 2.00/4.50 2.66 104.00 1.06 0.34/1.45 0.05 -0.17 0.0800 -0.35 37.4% 3 201 65 46 40.5% 0.56 0.0786 -0.20 0.05 1.21/2.68 1.98 105.00 1.47 0.86/1.86 0.05 -0.17 0.0858 -0.43 37.1% 28 42 17 31 42.0% 0.49 0.0768 -0.21 0.05 1.01/2.27 1.66 106.00 1.95 1.43/2.20 0.05 -0.16 0.0940 -0.52 34.3% 16 38 18 21 39.6% 0.40 0.0791 -0.19 0.05 0.61/1.70 1.22 107.00 5.23 0.93/4.35 0.05 -0.29 0.0519 -0.55 61.6% 9 43 18 31 38.4% 0.32 0.0756 -0.17 0.04 0.30/1.27 0.74 108.00 4.64 1.93/4.95 0.05 -0.29 0.0505 -0.60 61.7% 2 20 14 3 39.3% 0.26 0.0665 -0.16 0.04 0.06/1.02 0.51 109.00 4.05 2.00/5.65 0.05 -0.28 0.0478 -0.65 62.7% 200 200 50 34 35.5% 0.17 0.0583 -0.11 0.03 0.24/0.61 0.61 110.00 5.50 4.10/5.15 0.03 -0.12 0.0574 -0.80 39.2% 1 40 4 24 50.0% 0.21 0.0465 -0.18 0.04 0.00/1.04 0.20 111.00 5.25 4.00/6.60 0.04 -0.19 0.0453 -0.77 53.9% 2 7 15 41 31.3% 0.06 0.0302 -0.05 0.01 0.10/0.19 0.14 112.00 5.35 4.95/8.05 0.04 -0.25 0.0374 -0.75 68.1% 1 1 11 3 31.3% 0.04 0.0200 -0.03 0.01 0.06/0.12 0.09 113.00 — — — — — — — — — — — — — — — — — — 115.00 13.35 7.80/11.15 0.04 -0.29 0.0276 -0.79 84.8% 1 14
Greeks Profile 2026-09-04 · 5d · σ = 38.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $74 $90 $106 $121 $137 spot $105.62 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).