IV Skew
-2.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +5 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 — 2 69.8% 0.89 0.0280 -0.14 0.02 7.00/9.50 5.59 76.00 0.04 0.01/0.38 0.01 -0.08 0.0249 -0.08 58.5% 1 3 1 — 69.2% 0.86 0.0335 -0.16 0.02 6.55/8.30 4.99 77.00 0.32 0.13/0.45 0.02 -0.09 0.0313 -0.10 55.5% 2 24 3 1 64.6% 0.83 0.0398 -0.17 0.02 5.40/7.60 4.08 78.00 0.36 0.20/0.52 0.02 -0.10 0.0392 -0.12 52.0% 6 32 57 5 58.9% 0.81 0.0477 -0.17 0.03 4.40/6.70 4.90 79.00 0.40 0.25/0.72 0.02 -0.12 0.0491 -0.17 51.9% 23 23 6 4 51.5% 0.78 0.0589 -0.16 0.03 4.15/4.95 4.70 80.00 0.55 0.41/0.75 0.03 -0.12 0.0617 -0.20 45.8% 27 23 42 1 58.4% 0.69 0.0615 -0.21 0.03 3.25/4.15 5.48 81.00 0.67 0.65/1.11 0.03 -0.15 0.0714 -0.27 47.6% 11 4 166 13 56.3% 0.63 0.0685 -0.21 0.04 2.58/3.45 1.90 82.00 0.90 1.02/1.43 0.04 -0.16 0.0811 -0.35 46.6% 113 25 3 24 54.0% 0.56 0.0746 -0.21 0.04 2.17/2.79 3.00 83.00 1.89 1.41/1.90 0.04 -0.18 0.0848 -0.43 47.4% 7 5 652 46 53.1% 0.48 0.0767 -0.21 0.04 1.69/2.26 2.00 84.00 1.92 1.86/2.38 0.04 -0.18 0.0869 -0.52 46.9% 30 15 1.1k 65 51.8% 0.41 0.0766 -0.20 0.04 1.25/1.77 1.54 85.00 2.65 2.34/2.96 0.04 -0.17 0.0840 -0.60 46.9% 2 27 29 135 52.7% 0.34 0.0708 -0.19 0.04 1.02/1.45 1.07 86.00 4.15 2.84/3.70 0.04 -0.17 0.0750 -0.68 49.0% 13 16 835 39 53.4% 0.27 0.0638 -0.18 0.03 0.79/1.17 0.92 87.00 4.90 3.50/4.50 0.03 -0.16 0.0653 -0.73 51.4% 15 103 397 171 54.4% 0.22 0.0559 -0.16 0.03 0.59/0.95 0.73 88.00 — — — — — — — — — 1 230 56.0% 0.18 0.0479 -0.15 0.03 0.35/0.79 0.68 89.00 — — — — — — — — — 756 1.1k 54.2% 0.13 0.0400 -0.11 0.02 0.30/0.56 0.40 90.00 — — — — — — — — — 103 44 52.7% 0.09 0.0317 -0.09 0.02 0.16/0.61 0.42 91.00 — — — — — — — — — — — — — — — — — — 94.00 14.70 9.30/11.25 0.02 -0.16 0.0254 -0.87 83.9% — 2 — — — — — — — — — 95.00 14.72 9.85/12.30 0.02 -0.17 0.0233 -0.87 90.4% — 2 — — — — — — — — — 100.00 18.78 15.20/17.40 0.02 -0.20 0.0162 -0.89 116.6% 1 —
Greeks Profile 2026-09-04 · 5d · σ = 50.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $59 $71 $84 $96 $109 spot $83.59 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).