IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 12/18109d +5 more 2027-01-15 (137d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 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 — — 0.0% 1.00 — -0.01 — 0.00/0.00 55.00 80.00 — — — — — — — — — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 12.20 100.00 — — — — — — — — — — — 0.0% 1.00 — -0.01 — 0.00/0.00 12.46 103.00 — — — — — — — — — — — — — — — — — — 104.00 0.35 —/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — — — — — — — — — 105.00 0.54 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 — — — — — — — — — — 106.00 0.78 0.00/0.00 0.00 -0.00 0.0004 -0.00 12.5% — — — — — — — — — — — 107.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — — — — — — — — — 108.00 1.19 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 16 — — — — — — — — — — 109.00 1.58 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 20 — — 6 0.0% 1.00 — -0.01 — 0.00/0.00 3.74 110.00 2.00 0.00/0.00 0.00 -0.00 0.0056 -0.00 3.1% 43 — — 6 0.0% 1.00 — -0.01 — 0.00/0.00 2.75 111.00 2.45 0.00/0.00 0.00 -0.00 0.0055 -0.00 0.4% 23 — — — 1.6% 0.00 0.0001 -0.00 0.00 0.00/0.00 4.50 112.00 2.90 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 14 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.20 113.00 3.60 0.00/0.00 — 0.01 — -1.00 0.0% 53 — — — 6.3% 0.00 0.0004 -0.00 0.00 0.00/0.00 1.60 114.00 4.19 0.00/0.00 — 0.01 — -1.00 0.0% 53 — — 9 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 115.00 4.84 0.00/0.00 — 0.01 — -1.00 0.0% 38 — — 9 12.5% 0.00 0.0014 -0.00 0.00 0.00/0.00 0.88 116.00 5.57 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 3 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.67 117.00 6.00 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 4 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 118.00 7.10 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.38 119.00 7.65 0.00/0.00 — 0.01 — -1.00 0.0% 6 —
Greeks Profile 2026-09-04 · 4d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $78 $94 $111 $128 $144 spot $111.12 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).