IV Skew
-7.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +6 more 2027-01-15 (137d) 2027-02-19 (172d) 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 14 — 220.2% 0.92 0.0057 -0.50 0.02 27.10/30.80 29.67 85.00 — — — — — — — — — — — — — — — — — — 102.00 0.35 0.00/0.35 0.01 -0.07 0.0103 -0.03 60.3% 1 1 — — — — — — — — — 104.00 1.20 0.00/0.35 0.01 -0.06 0.0136 -0.04 51.9% — 1 — — — — — — — — — 105.00 0.57 0.00/0.35 0.02 -0.12 0.0203 -0.07 56.5% 2 27 1 — 66.8% 0.87 0.0270 -0.23 0.03 7.00/9.00 9.62 106.00 — — — — — — — — — 1 — 72.3% 0.82 0.0306 -0.30 0.03 6.00/8.40 8.63 107.00 — — — — — — — — — — — — — — — — — — 109.00 0.29 0.00/0.35 0.02 -0.10 0.0419 -0.11 37.2% 1 2 8 — 48.8% 0.78 0.0507 -0.23 0.04 3.20/5.20 4.00 110.00 0.30 0.10/1.30 0.04 -0.26 0.0472 -0.25 56.2% 1 12 6 3 46.8% 0.73 0.0589 -0.24 0.04 2.60/4.40 4.30 111.00 — — — — — — — — — 1 — 48.0% 0.66 0.0634 -0.27 0.04 1.75/3.80 4.90 112.00 0.70 0.05/0.80 0.04 -0.15 0.0865 -0.27 31.8% 6 18 7 6 49.9% 0.60 0.0650 -0.30 0.05 1.50/3.30 3.70 113.00 1.25 0.75/1.05 0.04 -0.16 0.1041 -0.35 29.9% 2 9 7 20 34.5% 0.53 0.0964 -0.21 0.05 0.55/1.95 1.50 114.00 1.95 0.25/2.20 0.05 -0.25 0.0768 -0.47 43.3% 2 1 1 58 35.8% 0.44 0.0922 -0.22 0.05 0.95/1.55 1.01 115.00 2.48 1.65/3.10 0.05 -0.29 0.0660 -0.54 50.3% 1 1 4 14 47.3% 0.39 0.0679 -0.28 0.05 0.00/1.75 1.50 116.00 2.93 2.30/3.80 0.05 -0.29 0.0617 -0.60 52.5% 2 4 5 14 37.9% 0.28 0.0746 -0.20 0.04 0.15/0.95 1.07 117.00 — — — — — — — — — 11 1 36.8% 0.21 0.0651 -0.16 0.03 0.00/0.65 0.71 118.00 — — — — — — — — — 10 1 42.0% 0.18 0.0530 -0.17 0.03 0.00/0.65 0.65 119.00 5.30 3.90/6.40 0.04 -0.32 0.0441 -0.71 64.4% — 1 12 1 44.2% 0.15 0.0443 -0.16 0.03 0.10/0.55 0.21 120.00 — — — — — — — — — 4 — 51.8% 0.15 0.0380 -0.18 0.03 0.00/0.65 1.43 121.00 4.73 6.10/8.30 0.04 -0.33 0.0354 -0.76 73.5% — 1 3 1 46.4% 0.09 0.0300 -0.12 0.02 0.00/0.35 1.23 122.00 — — — — — — — — — — — — — — — — — — 124.00 7.70 8.90/11.20 0.02 -0.08 0.0210 -0.93 50.8% 1 —
Greeks Profile 2026-09-04 · 4d · σ = 38.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $80 $97 $114 $131 $148 spot $114.22 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).