IV Skew
-3.8%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 1/15137d +3 more 2027-02-19 (172d) 2027-12-17 (473d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 81.00 1.17 0.00/0.40 0.00 -0.05 0.0050 -0.02 87.9% 3 1 — — — — — — — — — 84.00 0.29 0.00/2.20 0.02 -0.25 0.0143 -0.10 116.5% 1 4 — — — — — — — — — 85.00 0.40 0.00/2.15 0.02 -0.24 0.0158 -0.10 109.3% 1 1 — — — — — — — — — 87.00 0.47 0.05/2.00 0.02 -0.23 0.0195 -0.11 95.1% 3 3 1 — 84.7% 0.89 0.0216 -0.21 0.02 8.50/10.60 6.51 88.00 0.27 0.00/0.40 0.01 -0.05 0.0128 -0.03 55.1% 1 3 2 — 75.3% 0.89 0.0243 -0.19 0.02 7.50/9.50 5.75 89.00 — — — — — — — — — 2 2 69.3% 0.88 0.0282 -0.19 0.02 6.60/8.50 9.94 90.00 0.30 0.05/0.60 0.01 -0.08 0.0227 -0.06 51.9% 30 14 1 2 63.2% 0.87 0.0332 -0.18 0.02 5.60/7.50 9.02 91.00 0.50 0.00/0.75 0.02 -0.16 0.0330 -0.13 61.7% 5 35 3 2 59.9% 0.84 0.0396 -0.19 0.02 4.70/6.60 5.23 92.00 — — — — — — — — — 3 2 66.0% 0.77 0.0444 -0.26 0.03 3.90/6.10 5.75 93.00 — — — — — — — — — 2 1 65.6% 0.73 0.0495 -0.29 0.03 3.10/5.40 2.87 94.00 1.25 0.65/1.45 0.03 -0.19 0.0576 -0.22 50.4% 6 7 4 10 51.7% 0.64 0.0707 -0.25 0.04 2.50/3.50 2.75 96.00 — — — — — — — — — — — — — — — — — — 98.00 2.30 1.95/3.50 0.04 -0.26 0.0758 -0.51 51.4% 201 200 — — — — — — — — — 99.00 4.10 2.20/4.20 0.04 -0.35 0.0553 -0.55 69.8% — 3 17 10 61.6% 0.37 0.0601 -0.30 0.04 0.75/2.10 1.20 100.00 6.00 3.00/4.80 0.04 -0.23 0.0704 -0.65 51.2% 8 15 9 1 49.5% 0.27 0.0656 -0.21 0.03 0.50/1.20 1.02 101.00 — — — — — — — — — 7 7 54.2% 0.19 0.0483 -0.19 0.03 0.15/0.90 0.48 103.00 — — — — — — — — — 2 2 68.1% 0.20 0.0405 -0.25 0.03 0.00/2.45 1.08 104.00 — — — — — — — — — 26 1 61.3% 0.14 0.0354 -0.18 0.02 0.25/1.30 0.35 105.00 9.32 6.90/9.10 0.02 -0.15 0.0350 -0.87 59.1% — 2 5 5 56.2% 0.05 0.0173 -0.07 0.01 0.00/0.55 0.27 108.00 — — — — — — — — — 10 11 60.7% 0.03 0.0121 -0.06 0.01 0.00/0.45 0.35 110.00 — — — — — — — — — — 1 113.9% 0.10 0.0146 -0.25 0.02 0.00/2.05 0.21 115.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 51.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $68 $83 $98 $112 $127 spot $97.70 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).