IV Skew
0.0%
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) 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-12-17 (473d) 2028-01-21 (508d) 2028-06-16 (655d) 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 — 97 0.0% 1.00 — -0.01 — 0.00/0.00 8.15 80.00 0.77 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 11k — — 18 0.0% 1.00 — -0.01 — 0.00/0.00 7.25 81.00 0.97 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 284 — — 21 0.0% 1.00 — -0.01 — 0.00/0.00 6.93 82.00 1.23 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 140 — — 15 0.0% 1.00 — -0.01 — 0.00/0.00 6.25 83.00 1.56 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 153 — — 28 0.0% 1.00 — -0.01 — 0.00/0.00 5.30 84.00 1.86 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 325 — — 128 0.0% 1.00 — -0.01 — 0.00/0.00 4.55 85.00 2.29 0.00/0.00 0.00 -0.00 0.0004 -0.00 6.3% 968 — — 62 0.0% 1.00 — -0.01 — 0.00/0.00 4.05 86.00 2.66 0.00/0.00 0.00 -0.00 0.0002 -0.00 3.1% 296 — — 160 0.0% 1.00 — -0.01 — 0.00/0.00 3.53 87.00 3.13 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.4% 335 — — 784 3.1% 0.00 0.0242 -0.00 0.00 0.00/0.00 3.10 88.00 3.77 0.00/0.00 — 0.01 — -1.00 0.0% 895 — — 1.6k 6.3% 0.00 0.0049 -0.00 0.00 0.00/0.00 2.62 89.00 4.35 0.00/0.00 — 0.01 — -1.00 0.0% 469 — — 743 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.28 90.00 4.80 0.00/0.00 — 0.01 — -1.00 0.0% 2.1k — — 1.2k 12.5% 0.00 0.0017 -0.00 0.00 0.00/0.00 2.05 91.00 5.66 0.00/0.00 — 0.01 — -1.00 0.0% 588 — — 1.2k 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.72 92.00 6.31 0.00/0.00 — 0.01 — -1.00 0.0% 141 — — 1.7k 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.48 93.00 6.70 0.00/0.00 — 0.01 — -1.00 0.0% 127 — — 1.6k 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.18 94.00 7.91 0.00/0.00 — 0.01 — -1.00 0.0% 118 — — 1.0k 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.05 95.00 8.41 0.00/0.00 — 0.01 — -1.00 0.0% 135 —
Greeks Profile 2026-09-04 · 4d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $61 $74 $87 $100 $113 spot $87.14 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).