IV Skew
1.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-03-17 (565d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 8 20 57.5% 0.86 0.0299 -0.18 0.03 6.40/8.40 7.07 105.00 0.14 0.00/0.95 0.03 -0.17 0.0299 -0.15 58.0% 3 20 31 99 42.5% 0.89 0.0335 -0.12 0.02 6.10/7.00 6.83 106.00 0.10 0.00/0.15 0.01 -0.03 0.0225 -0.04 29.7% 5 11 17 22 40.5% 0.86 0.0414 -0.13 0.03 5.20/6.10 5.70 107.00 0.11 0.05/0.15 0.01 -0.03 0.0287 -0.05 26.0% 2 24 23 1 37.9% 0.83 0.0509 -0.14 0.03 4.20/5.20 4.67 108.00 0.15 0.15/0.20 0.02 -0.04 0.0425 -0.07 24.1% 7 27 5 2 36.8% 0.78 0.0615 -0.15 0.04 2.70/4.40 6.39 109.00 0.25 0.20/0.45 0.03 -0.08 0.0662 -0.15 26.7% 256 27 38 2 33.1% 0.73 0.0762 -0.15 0.04 2.85/3.50 3.23 110.00 0.47 0.35/0.60 0.04 -0.09 0.0886 -0.21 24.9% 67 50 17 12 32.1% 0.65 0.0878 -0.16 0.05 2.10/2.80 2.28 111.00 0.83 0.55/0.85 0.05 -0.11 0.1119 -0.31 23.8% 29 32 42 45 25.9% 0.57 0.1154 -0.14 0.05 1.60/1.85 1.60 112.00 1.10 0.90/3.00 0.05 -0.27 0.0578 -0.46 52.1% 30 57 51 251 27.3% 0.46 0.1102 -0.15 0.05 1.10/1.45 1.28 113.00 1.40 1.40/1.70 0.05 -0.11 0.1316 -0.56 22.8% 30 38 119 95 25.6% 0.34 0.1086 -0.13 0.05 0.70/0.95 0.84 114.00 2.36 1.90/2.35 0.05 -0.10 0.1169 -0.68 23.3% 12 6 705 87 35.7% 0.31 0.0750 -0.17 0.05 0.40/1.20 0.42 115.00 3.62 2.60/3.30 0.04 -0.11 0.0882 -0.74 27.9% 4 32 77 37 33.5% 0.23 0.0682 -0.14 0.04 0.20/0.80 0.29 116.00 4.50 3.20/4.50 0.04 -0.14 0.0653 -0.75 36.8% 2 152 166 53 25.0% 0.09 0.0511 -0.06 0.02 0.05/0.25 0.15 117.00 5.70 4.20/5.70 0.04 -0.18 0.0520 -0.76 45.6% 4 9 93 11 25.0% 0.05 0.0335 -0.04 0.01 0.00/0.15 0.09 118.00 — — — — — — — — — 60 12 28.2% 0.05 0.0265 -0.04 0.01 0.00/0.15 0.10 119.00 6.91 6.00/7.70 0.04 -0.19 0.0389 -0.80 54.9% 3 3 69 9 31.3% 0.04 0.0216 -0.04 0.01 0.00/0.15 0.11 120.00 8.00 6.50/8.70 0.04 -0.20 0.0344 -0.81 59.3% 2 10
Greeks Profile 2026-09-04 · 5d · σ = 39.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $79 $96 $112 $129 $146 spot $112.47 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).