IV Skew
-3.1%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +9 more 2026-12-18 (109d) 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 2027-12-17 (473d) 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 — — — — — — — — 12.38 95.00 — — — — — — — — — — — — — — — — — 12.55 98.00 — — — — — — — — — — — — — — — — — 11.65 99.00 — — — — — — — — — — — — — — — — — — 100.00 0.55 0.40/0.55 0.02 -0.14 0.0285 -0.10 56.3% 42 39 — — — — — — — — — 101.00 0.58 0.15/1.10 0.02 -0.17 0.0347 -0.14 55.9% 2 14 — — — — — — — — — 102.00 0.70 0.20/1.70 0.03 -0.22 0.0406 -0.19 59.3% 13 4 — — — — — — — — — 103.00 1.17 0.35/2.05 0.03 -0.25 0.0461 -0.23 59.1% 2 23 1 1 57.4% 0.72 0.0521 -0.28 0.04 3.50/6.30 18.70 104.00 1.49 0.55/2.50 0.04 -0.28 0.0507 -0.29 59.6% 30 15 — — — — — — — — 3.50 105.00 1.56 0.95/1.90 0.04 -0.30 0.0544 -0.34 60.0% 12 66 — — — — — — — — 4.00 106.00 2.00 1.10/3.30 0.04 -0.31 0.0593 -0.39 57.7% 7 15 — — — — — — — — 2.92 107.00 2.50 1.40/3.00 0.04 -0.35 0.0547 -0.46 64.5% 33 10 9 2 59.3% 0.48 0.0597 -0.34 0.04 1.45/4.00 2.38 108.00 2.93 2.00/3.40 0.04 -0.34 0.0570 -0.51 62.2% 25 191 — — — — — — — — 2.09 109.00 2.78 2.30/4.90 0.04 -0.29 0.0633 -0.58 54.8% 1 2 37 203 63.2% 0.38 0.0535 -0.34 0.04 1.10/3.10 1.72 110.00 4.10 2.95/5.20 0.04 -0.26 0.0636 -0.65 51.6% 1 23 171 83 56.4% 0.31 0.0552 -0.28 0.04 1.10/1.80 1.38 111.00 7.64 3.40/5.80 0.04 -0.38 0.0447 -0.64 74.0% 1 15 1 25 54.7% 0.25 0.0513 -0.25 0.04 0.20/2.00 2.85 112.00 4.95 4.40/6.80 0.04 -0.23 0.0517 -0.76 54.0% 4 8 36 11 62.4% 0.23 0.0436 -0.27 0.03 0.45/1.90 1.04 113.00 1.71 5.10/7.70 0.03 -0.20 0.0456 -0.80 54.6% 1 1 4 3 62.2% 0.19 0.0392 -0.24 0.03 0.40/1.50 0.50 114.00 1.59 5.80/8.50 0.03 -0.16 0.0395 -0.85 52.8% — 1 194 4 60.2% 0.15 0.0345 -0.20 0.03 0.05/1.35 0.35 115.00 7.30 6.60/10.00 0.03 -0.20 0.0346 -0.84 62.3% 10 148
Greeks Profile 2026-09-04 · 4d · σ = 32.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $75 $91 $107 $124 $140 spot $107.47 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).