IV Skew
10.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 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)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 4 187.5% 0.98 0.0027 -0.12 0.01 29.60/32.80 31.19 60.00 — — — — — — — — — 1 2 160.7% 0.97 0.0041 -0.13 0.01 24.80/27.70 25.50 65.00 — — — — — — — — — 1 2 134.5% 0.96 0.0062 -0.14 0.01 20.10/22.50 20.51 70.00 — — — — — — — — — — — 105.9% 0.95 0.0098 -0.13 0.01 14.90/17.70 15.28 75.00 — — — — — — — — — — — — — — — — — — 83.00 0.55 0.00/0.95 0.02 -0.10 0.0259 -0.09 58.3% 2 2 — — — — — — — — — 84.00 0.20 0.00/0.15 0.01 -0.03 0.0208 -0.04 38.3% 1 4 — — — — — — — — — 85.00 0.05 0.00/0.05 0.00 -0.01 0.0147 -0.02 26.8% 1 3 — 1 65.1% 0.77 0.0435 -0.22 0.03 4.30/6.10 5.28 86.00 0.13 0.00/0.25 0.02 -0.05 0.0417 -0.08 33.5% 1 6 — — — — — — — — — 87.00 0.15 0.05/0.30 0.02 -0.06 0.0583 -0.11 30.1% 14 62 3 3 41.3% 0.75 0.0725 -0.15 0.03 2.45/3.70 4.35 88.00 0.30 0.10/0.30 0.02 -0.05 0.0829 -0.13 24.5% 6 43 1 — 48.9% 0.65 0.0715 -0.20 0.04 1.90/3.40 2.45 89.00 0.55 0.20/0.65 0.03 -0.09 0.1121 -0.26 27.1% 7 13 4 5 26.9% 0.62 0.1337 -0.12 0.04 1.25/1.75 1.76 90.00 0.60 0.30/0.80 0.04 -0.09 0.1554 -0.36 22.8% 13 13 5 79 27.3% 0.48 0.1374 -0.12 0.04 0.70/1.25 0.85 91.00 1.08 0.40/1.40 0.04 -0.10 0.1481 -0.52 25.3% 5 13 49 22 22.1% 0.31 0.1506 -0.09 0.04 0.35/0.60 0.47 92.00 1.75 1.35/1.90 0.04 -0.08 0.1452 -0.68 23.2% 7 13 23 13 22.4% 0.18 0.1121 -0.07 0.03 0.15/0.35 0.25 93.00 2.20 1.60/3.80 0.04 -0.19 0.0704 -0.65 49.6% 1 4 15 12 23.0% 0.10 0.0728 -0.04 0.02 0.05/0.20 0.16 94.00 2.48 2.40/3.80 0.03 -0.09 0.0774 -0.81 33.4% 2 3 205 4 23.0% 0.05 0.0411 -0.03 0.01 0.00/0.10 0.05 95.00 3.15 3.10/4.90 0.03 -0.11 0.0601 -0.82 41.6% 2 33 71 12 37.7% 0.11 0.0463 -0.08 0.02 0.00/0.35 0.20 96.00 — — — — — — — — — 14 8 55.0% 0.16 0.0417 -0.14 0.03 0.00/0.75 0.46 97.00 — — — — — — — — — 80 87 50.4% 0.10 0.0336 -0.10 0.02 0.00/0.45 0.12 98.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 26.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $77 $91 $104 $118 spot $90.75 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).