IV Skew
-7.3%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +7 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) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 1 54.0% 0.92 0.0260 -0.11 0.01 6.65/9.05 8.13 91.00 0.15 0.09/0.44 0.02 -0.10 0.0263 -0.08 54.8% 7 39 115 4 62.4% 0.86 0.0348 -0.19 0.02 5.70/8.85 7.46 92.00 0.21 0.05/0.51 0.02 -0.12 0.0329 -0.10 51.9% 25 171 23 15 56.2% 0.84 0.0417 -0.18 0.02 5.45/7.10 6.17 93.00 0.35 0.10/0.56 0.02 -0.12 0.0409 -0.12 47.8% 40 103 284 21 78.0% 0.73 0.0412 -0.34 0.03 3.45/6.45 5.53 94.00 0.43 0.22/0.58 0.02 -0.12 0.0515 -0.14 42.5% 34 67 176 16 57.9% 0.73 0.0550 -0.25 0.03 3.70/4.90 4.85 95.00 0.66 0.41/0.81 0.03 -0.15 0.0646 -0.20 42.3% 82 254 58 13 55.7% 0.68 0.0624 -0.26 0.04 3.05/4.15 4.12 96.00 0.68 0.91/1.11 0.03 -0.18 0.0765 -0.28 42.3% 95 165 40 13 48.4% 0.63 0.0759 -0.24 0.04 2.64/3.20 2.92 97.00 1.29 1.03/1.65 0.04 -0.22 0.0796 -0.37 45.9% 29 92 40 26 52.1% 0.55 0.0737 -0.27 0.04 2.11/2.84 2.60 98.00 1.75 1.57/2.09 0.04 -0.23 0.0840 -0.45 45.8% 51 74 69 93 46.6% 0.47 0.0827 -0.24 0.04 1.82/2.08 2.08 99.00 2.35 1.93/2.66 0.04 -0.23 0.0824 -0.53 46.8% 22 56 956 106 47.4% 0.39 0.0785 -0.24 0.04 1.12/1.70 1.45 100.00 2.88 2.77/3.20 0.04 -0.22 0.0807 -0.62 45.9% 37 154 58 46 50.2% 0.32 0.0695 -0.24 0.04 0.96/1.48 1.61 101.00 3.50 3.05/4.15 0.04 -0.24 0.0673 -0.67 52.4% 15 41 98 49 51.8% 0.27 0.0617 -0.22 0.03 0.84/1.24 0.90 102.00 3.95 3.70/5.00 0.03 -0.24 0.0588 -0.72 56.0% 57 162 97 99 49.8% 0.20 0.0549 -0.18 0.03 0.47/0.90 0.78 103.00 4.62 4.45/5.85 0.03 -0.23 0.0516 -0.76 58.9% 13 18 216 356 50.5% 0.16 0.0462 -0.16 0.02 0.45/0.72 0.64 104.00 5.35 5.00/6.60 0.03 -0.20 0.0457 -0.80 58.7% 3 10 636 345 50.2% 0.12 0.0378 -0.13 0.02 0.24/0.54 0.42 105.00 6.20 5.75/7.45 0.03 -0.18 0.0396 -0.84 60.2% 2 84 32 32 50.7% 0.09 0.0303 -0.10 0.02 0.13/0.42 0.28 106.00 7.37 6.40/9.00 0.03 -0.28 0.0341 -0.80 79.7% 3 35
Greeks Profile 2026-09-04 · 4d · σ = 49.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $69 $84 $98 $113 $128 spot $98.43 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).