IV Skew
4.0%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +5 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 113 3 47.7% 0.90 0.0293 -0.10 0.02 5.60/7.50 7.01 90.00 0.14 0.11/0.18 0.01 -0.05 0.0242 -0.06 39.0% 73 380 56 5 55.7% 0.83 0.0364 -0.15 0.03 5.65/8.20 6.30 91.00 0.24 0.00/0.30 0.02 -0.07 0.0339 -0.09 39.7% 35 138 171 14 52.4% 0.80 0.0426 -0.16 0.03 4.65/7.40 5.31 92.00 0.36 0.09/0.59 0.03 -0.11 0.0441 -0.16 44.0% 17 266 103 28 79.4% 0.69 0.0359 -0.30 0.04 2.95/6.55 4.46 93.00 0.54 0.36/0.67 0.03 -0.11 0.0540 -0.19 40.4% 145 89 222 22 60.6% 0.68 0.0473 -0.23 0.04 2.25/5.00 3.83 94.00 0.56 0.69/0.85 0.04 -0.12 0.0649 -0.24 38.7% 78 112 236 70 41.0% 0.68 0.0702 -0.16 0.04 2.42/3.40 3.20 95.00 1.04 0.98/1.12 0.04 -0.13 0.0750 -0.31 37.8% 218 156 182 73 59.2% 0.58 0.0530 -0.25 0.05 1.87/3.75 2.60 96.00 1.42 0.80/2.12 0.05 -0.19 0.0630 -0.41 49.6% 25 201 144 66 41.4% 0.53 0.0772 -0.18 0.05 1.96/2.28 2.12 97.00 1.90 1.79/2.01 0.05 -0.15 0.0828 -0.47 38.6% 725 87 257 381 45.4% 0.45 0.0702 -0.19 0.05 1.52/2.03 1.63 98.00 2.49 0.67/3.25 0.05 -0.21 0.0617 -0.54 51.7% 37 39 467 118 40.1% 0.37 0.0756 -0.16 0.05 1.02/1.36 1.25 99.00 3.33 1.80/4.95 0.05 -0.29 0.0435 -0.56 72.8% 1 13 430 453 39.3% 0.29 0.0705 -0.14 0.04 0.91/1.00 0.98 100.00 3.52 3.50/4.20 0.04 -0.16 0.0629 -0.68 45.9% 93 152 86 173 40.4% 0.24 0.0614 -0.13 0.04 0.56/0.79 0.71 101.00 3.85 3.00/4.95 0.04 -0.15 0.0569 -0.73 46.7% 2 16 98 360 40.0% 0.18 0.0527 -0.11 0.03 0.47/0.57 0.52 102.00 4.65 4.05/6.60 0.04 -0.23 0.0420 -0.70 66.5% 2 20 65 126 45.9% 0.17 0.0442 -0.12 0.03 0.14/0.61 0.40 103.00 6.70 4.95/6.60 0.03 -0.13 0.0439 -0.81 48.9% 6 16 2.1k 61 42.2% 0.11 0.0359 -0.08 0.02 0.25/0.35 0.25 104.00 7.29 5.60/8.10 0.04 -0.20 0.0364 -0.77 66.3% 2 35 165 294 41.3% 0.08 0.0278 -0.06 0.02 0.14/0.23 0.21 105.00 8.28 6.25/9.95 0.04 -0.30 0.0294 -0.73 90.8% 2 254
Greeks Profile 2026-09-04 · 6d · σ = 40.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $68 $83 $97 $112 $126 spot $97.12 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).