IV Skew
0.9%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 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 7 2 60.5% 0.90 0.0274 -0.10 0.02 7.55/8.00 6.52 76.00 0.12 0.01/0.12 0.01 -0.03 0.0188 -0.04 43.7% 10 75 20 6 56.5% 0.88 0.0330 -0.11 0.02 6.60/7.05 9.35 77.00 0.15 0.08/0.17 0.01 -0.04 0.0263 -0.06 42.1% 2 86 21 2 52.2% 0.86 0.0400 -0.11 0.02 5.65/6.10 5.75 78.00 0.19 0.11/0.27 0.02 -0.06 0.0370 -0.09 42.0% 11 52 34 8 49.0% 0.83 0.0489 -0.12 0.03 4.75/5.20 6.65 79.00 0.39 0.22/0.38 0.02 -0.08 0.0489 -0.13 40.6% 44 49 159 1 46.5% 0.78 0.0593 -0.13 0.03 3.95/4.35 5.00 80.00 0.50 0.34/0.51 0.03 -0.09 0.0631 -0.18 38.6% 21 425 53 24 42.9% 0.73 0.0721 -0.13 0.04 3.15/3.50 3.28 81.00 0.64 0.54/0.73 0.03 -0.10 0.0780 -0.25 37.8% 30 47 139 66 41.8% 0.65 0.0823 -0.14 0.04 2.50/2.80 2.58 82.00 0.95 0.90/1.04 0.04 -0.12 0.0905 -0.33 37.5% 39 626 142 64 40.7% 0.57 0.0902 -0.15 0.04 1.91/2.17 2.04 83.00 1.44 1.28/1.45 0.04 -0.13 0.0979 -0.43 37.4% 106 48 143 85 40.1% 0.48 0.0926 -0.15 0.04 1.42/1.65 1.47 84.00 1.93 1.76/1.98 0.04 -0.13 0.0979 -0.53 37.9% 65 111 413 786 39.9% 0.39 0.0894 -0.14 0.04 1.01/1.23 1.15 85.00 2.50 2.30/2.56 0.04 -0.12 0.0942 -0.62 37.6% 79 89 267 53 39.9% 0.30 0.0815 -0.13 0.04 0.70/0.90 0.76 86.00 3.43 2.91/3.30 0.04 -0.11 0.0826 -0.70 39.2% 7 30 1.0k 692 39.3% 0.22 0.0711 -0.11 0.03 0.45/0.62 0.52 87.00 — — — — — — — — — 3.0k 726 39.7% 0.16 0.0583 -0.09 0.03 0.30/0.44 0.36 88.00 — — — — — — — — — 590 232 41.0% 0.12 0.0465 -0.08 0.02 0.16/0.33 0.23 89.00 — — — — — — — — — 2.4k 763 39.5% 0.08 0.0342 -0.05 0.02 0.12/0.19 0.16 90.00 6.99 6.25/6.75 0.02 -0.07 0.0384 -0.89 45.4% 1 31 2.8k 43 39.3% 0.05 0.0242 -0.04 0.01 0.10/0.12 0.11 91.00 — — — — — — — — — — — — — — — — — — 95.00 16.10 11.15/11.65 0.01 -0.05 0.0175 -0.94 61.5% — —
Greeks Profile 2026-09-04 · 6d · σ = 39.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $58 $71 $84 $96 $109 spot $83.57 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).