IV Skew
24.8%
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) 2027-04-16 (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 1 — 58.4% 0.92 0.0206 -0.13 0.02 8.40/11.80 8.90 100.00 — — — — — — — — — 1 — 88.6% 0.77 0.0266 -0.35 0.04 5.90/9.80 9.00 102.00 0.05 0.00/0.20 0.01 -0.04 0.0203 -0.05 36.9% 9 163 3 2 70.3% 0.79 0.0322 -0.27 0.04 6.10/8.20 8.01 103.00 0.30 0.00/0.75 0.03 -0.14 0.0342 -0.14 50.0% 5 22 3 2 66.4% 0.76 0.0363 -0.27 0.04 4.00/7.30 9.00 104.00 0.20 0.00/1.95 0.03 -0.16 0.0404 -0.18 50.1% 32 9 7 1 71.6% 0.71 0.0372 -0.32 0.04 3.50/6.90 5.32 105.00 0.26 0.00/0.40 0.02 -0.08 0.0487 -0.12 31.2% 144 76 — — — — — — — — — 106.00 0.27 0.20/0.80 0.04 -0.13 0.0621 -0.20 35.6% 6 26 11 1 51.1% 0.67 0.0554 -0.25 0.05 2.65/4.50 3.35 107.00 0.65 0.30/0.75 0.04 -0.11 0.0822 -0.23 29.0% 56 66 24 4 47.6% 0.62 0.0626 -0.24 0.05 1.00/3.70 2.70 108.00 0.90 0.80/1.30 0.05 -0.15 0.0870 -0.34 32.9% 3 57 155 56 30.0% 0.57 0.1021 -0.16 0.05 1.25/2.10 2.00 109.00 1.35 0.35/2.00 0.05 -0.18 0.0820 -0.44 37.5% 5 13 59 151 22.5% 0.45 0.1375 -0.12 0.05 0.95/1.15 1.04 110.00 1.85 1.85/2.80 0.05 -0.21 0.0734 -0.52 42.4% 8 19 49 28 26.6% 0.35 0.1084 -0.13 0.05 0.50/1.00 0.85 111.00 2.28 1.60/4.30 0.05 -0.28 0.0531 -0.56 57.9% 1 25 170 114 28.8% 0.27 0.0892 -0.12 0.04 0.35/0.80 0.45 112.00 2.60 2.40/4.10 0.05 -0.20 0.0653 -0.65 44.1% 2 4 140 14 28.7% 0.19 0.0731 -0.10 0.03 0.05/0.55 0.32 113.00 — — — — — — — — — 315 13 28.2% 0.12 0.0556 -0.07 0.03 0.00/0.35 0.22 114.00 — — — — — — — — — 88 36 25.4% 0.06 0.0342 -0.04 0.01 0.05/0.15 0.10 115.00 — — — — — — — — — 54 13 28.7% 0.05 0.0270 -0.04 0.01 0.00/0.15 0.17 116.00 — — — — — — — — — 109 33 62.3% 0.20 0.0346 -0.22 0.04 0.00/1.25 0.25 117.00 12.20 6.50/9.40 0.04 -0.30 0.0322 -0.75 76.4% — 2
Greeks Profile 2026-09-04 · 5d · σ = 32.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $77 $93 $110 $126 $142 spot $109.55 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).