IV Skew
-7.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +3 more 2027-01-15 (138d) 2027-03-19 (201d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 43 10 41.2% 0.83 0.0631 -0.11 0.03 2.81/4.20 3.71 81.00 0.41 0.01/0.54 0.02 -0.09 0.0635 -0.16 39.2% 34 321 120 10 73.8% 0.68 0.0486 -0.27 0.04 2.90/5.15 3.42 81.50 0.60 0.27/0.89 0.03 -0.13 0.0676 -0.23 45.4% 1.1k 39 160 10 44.5% 0.74 0.0740 -0.15 0.03 2.76/3.60 3.45 82.00 0.59 0.45/1.07 0.03 -0.15 0.0724 -0.27 46.0% 927 718 40 9 63.7% 0.65 0.0588 -0.24 0.04 2.46/4.10 2.92 82.50 0.75 0.41/0.96 0.03 -0.13 0.0866 -0.28 39.4% 17 352 185 32 44.5% 0.66 0.0835 -0.17 0.04 1.94/2.95 2.40 83.00 0.95 0.88/1.04 0.04 -0.13 0.0970 -0.32 37.2% 1.1k 2.1k 308 6 43.7% 0.61 0.0884 -0.17 0.04 1.80/2.62 2.16 83.50 1.27 0.70/1.77 0.04 -0.18 0.0794 -0.40 49.0% 1.1k 43 306 8 38.9% 0.58 0.1018 -0.16 0.04 1.64/2.12 1.89 84.00 1.36 1.07/1.40 0.04 -0.13 0.1096 -0.42 36.0% 1.1k 259 13 17 36.7% 0.52 0.1095 -0.15 0.04 1.28/1.76 1.56 84.50 1.61 1.28/1.65 0.04 -0.14 0.1109 -0.48 36.3% 37 20 235 1.1k 36.2% 0.47 0.1109 -0.15 0.04 1.15/1.50 1.30 85.00 1.79 1.48/2.01 0.04 -0.15 0.1047 -0.53 38.4% 332 734 120 2.2k 35.4% 0.41 0.1109 -0.14 0.04 0.92/1.25 1.06 85.50 2.10 1.39/2.20 0.04 -0.13 0.1084 -0.59 36.3% 14 1.4k 1.1k 608 40.4% 0.38 0.0950 -0.16 0.04 0.73/1.28 0.95 86.00 2.42 1.95/3.15 0.04 -0.19 0.0775 -0.59 50.5% 5 53 260 30 40.8% 0.33 0.0901 -0.15 0.04 0.55/1.12 0.88 86.50 2.75 2.34/3.70 0.04 -0.20 0.0691 -0.62 55.8% 26 4 303 133 41.0% 0.29 0.0846 -0.14 0.03 0.54/0.97 0.68 87.00 3.05 2.78/3.65 0.04 -0.16 0.0763 -0.68 47.3% 15 31 851 3.8k 36.5% 0.19 0.0743 -0.10 0.03 0.21/0.54 0.37 88.00 3.80 2.37/5.10 0.04 -0.22 0.0554 -0.68 65.1% 26 264 2.0k 994 49.2% 0.20 0.0574 -0.14 0.03 0.01/0.78 0.26 89.00 — — — — — — — — — 1.4k 218 45.8% 0.13 0.0471 -0.10 0.02 0.03/0.48 0.20 90.00 5.63 4.40/6.80 0.03 -0.21 0.0444 -0.76 71.4% 32 7 — — — — — — — — — 91.00 6.64 5.05/7.50 0.03 -0.18 0.0404 -0.80 69.5% 43 7
Greeks Profile 2026-09-04 · 5d · σ = 36.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $59 $72 $85 $97 $110 spot $84.59 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).