IV Skew
-4.0%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +9 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-06-16 (657d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2.9k 360 67.8% 0.77 0.0276 -0.29 0.05 9.00/9.35 9.20 120.00 1.83 1.76/1.88 0.05 -0.27 0.0277 -0.23 67.0% 5.4k 2.6k 237 110 68.8% 0.74 0.0292 -0.32 0.05 8.30/8.75 9.07 121.00 2.12 2.00/2.18 0.05 -0.29 0.0298 -0.26 66.7% 714 401 582 98 67.9% 0.71 0.0311 -0.33 0.06 7.55/8.05 8.01 122.00 2.42 2.37/2.49 0.06 -0.31 0.0314 -0.29 66.9% 834 253 268 159 67.7% 0.67 0.0326 -0.34 0.06 6.90/7.40 7.76 123.00 2.68 2.73/2.85 0.06 -0.32 0.0329 -0.33 67.0% 1.6k 158 438 167 67.9% 0.64 0.0338 -0.36 0.06 6.40/6.70 6.76 124.00 3.14 3.10/3.20 0.06 -0.33 0.0344 -0.36 66.6% 592 522 2.1k 820 67.2% 0.60 0.0351 -0.36 0.06 5.75/6.10 6.00 125.00 3.58 3.50/3.65 0.06 -0.34 0.0354 -0.40 66.6% 8.7k 4.6k 1.3k 404 68.5% 0.57 0.0352 -0.37 0.06 5.30/5.65 5.50 126.00 4.01 3.90/4.30 0.06 -0.35 0.0356 -0.43 67.6% 451 263 758 1.3k 67.9% 0.53 0.0359 -0.38 0.06 4.80/5.05 4.99 127.00 4.57 4.45/4.70 0.06 -0.36 0.0362 -0.47 67.3% 808 329 704 2.2k 68.6% 0.50 0.0356 -0.38 0.07 4.40/4.60 4.47 128.00 4.90 4.90/5.20 0.07 -0.35 0.0367 -0.50 66.6% 893 218 412 667 68.5% 0.46 0.0355 -0.38 0.06 3.95/4.15 4.10 129.00 5.61 5.45/5.80 0.06 -0.35 0.0364 -0.54 66.9% 622 2.3k 2.3k 16k 68.7% 0.43 0.0350 -0.37 0.06 3.60/3.70 3.69 130.00 6.18 6.10/6.45 0.06 -0.35 0.0355 -0.57 67.7% 4.0k 2.7k 407 10k 69.1% 0.39 0.0341 -0.37 0.06 3.20/3.40 3.30 131.00 6.80 6.80/7.05 0.06 -0.35 0.0345 -0.61 68.1% 407 158 586 1.1k 69.8% 0.36 0.0329 -0.36 0.06 2.89/3.10 2.99 132.00 7.40 7.35/7.75 0.06 -0.33 0.0338 -0.64 67.7% 753 3.1k 472 846 69.4% 0.33 0.0320 -0.35 0.06 2.50/2.80 2.68 133.00 7.85 8.05/8.50 0.06 -0.32 0.0324 -0.67 68.4% 495 2.7k 324 4.8k 70.7% 0.30 0.0303 -0.34 0.06 2.34/2.53 2.40 134.00 8.55 8.75/9.30 0.06 -0.31 0.0308 -0.70 69.0% 452 254 7.1k 15k 70.8% 0.28 0.0290 -0.33 0.05 2.10/2.25 2.16 135.00 9.75 9.50/10.00 0.05 -0.30 0.0294 -0.73 68.9% 818 941
Greeks Profile 2026-09-04 · 6d · σ = 67.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $89 $108 $127 $146 $166 spot $127.31 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).