IV Skew
-5.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +3 more 2027-03-19 (201d) 2027-06-17 (291d) 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 19 31 61.3% 0.85 0.0318 -0.17 0.03 6.85/7.90 7.51 93.00 0.27 0.15/0.33 0.02 -0.07 0.0270 -0.07 43.8% 35 48 30 21 58.2% 0.83 0.0372 -0.18 0.03 6.00/7.00 6.80 94.00 0.42 0.37/0.47 0.02 -0.09 0.0358 -0.11 43.8% 31 82 92 1 55.8% 0.80 0.0433 -0.19 0.03 5.30/7.00 7.23 95.00 0.52 0.47/0.60 0.03 -0.11 0.0452 -0.14 42.4% 122 95 56 2 52.3% 0.76 0.0507 -0.20 0.04 4.65/5.90 14.39 96.00 0.72 0.68/0.85 0.03 -0.14 0.0552 -0.20 43.0% 30 26 37 525 59.3% 0.69 0.0511 -0.25 0.04 3.80/4.95 4.31 97.00 1.02 0.91/1.13 0.04 -0.16 0.0645 -0.26 42.9% 53 28 13 5 52.7% 0.64 0.0604 -0.24 0.04 3.15/4.00 3.67 98.00 1.30 1.19/1.50 0.04 -0.18 0.0714 -0.33 43.4% 519 48 18 6 52.1% 0.58 0.0640 -0.25 0.05 2.67/3.40 3.00 99.00 1.73 1.64/1.86 0.05 -0.19 0.0781 -0.40 42.4% 200 13 160 257 45.7% 0.52 0.0745 -0.22 0.05 2.22/2.53 2.37 100.00 2.19 2.00/2.36 0.05 -0.19 0.0795 -0.48 42.8% 225 79 49 40 47.3% 0.44 0.0714 -0.22 0.05 1.74/2.16 1.95 101.00 2.81 2.55/3.40 0.05 -0.23 0.0652 -0.55 51.9% 122 76 79 895 53.6% 0.39 0.0612 -0.25 0.04 1.39/2.10 1.54 102.00 3.05 3.15/3.75 0.04 -0.20 0.0686 -0.62 47.3% 33 72 66 908 46.7% 0.31 0.0644 -0.20 0.04 1.06/1.39 1.30 103.00 3.72 3.90/4.35 0.04 -0.18 0.0650 -0.69 46.1% 86 97 58 571 46.4% 0.25 0.0582 -0.17 0.04 0.84/1.09 1.17 104.00 4.88 4.50/5.25 0.04 -0.18 0.0559 -0.74 50.0% 125 70 231 210 47.5% 0.20 0.0505 -0.16 0.03 0.60/0.90 0.79 105.00 5.61 5.25/6.00 0.03 -0.16 0.0498 -0.79 50.0% 120 9.5k 138 106 47.5% 0.16 0.0432 -0.14 0.03 0.50/0.70 0.54 106.00 6.55 6.10/6.95 0.03 -0.16 0.0429 -0.81 54.0% 70 92 73 61 50.4% 0.13 0.0367 -0.13 0.03 0.35/0.64 0.50 107.00 7.17 6.95/7.80 0.03 -0.14 0.0373 -0.84 55.0% 20 29 159 94 54.2% 0.12 0.0317 -0.13 0.02 0.29/0.62 0.45 108.00 7.87 7.85/8.70 0.03 -0.13 0.0323 -0.87 56.8% 6 31
Greeks Profile 2026-09-04 · 5d · σ = 44.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $70 $85 $100 $115 $130 spot $100.01 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).