IV Skew
2.4%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +9 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-06-16 (657d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 2 87.9% 0.77 0.0247 -0.33 0.04 6.45/10.05 9.68 102.00 0.08 0.05/0.11 0.01 -0.03 0.0173 -0.04 33.5% 22 49 28 4 68.4% 0.79 0.0302 -0.24 0.04 6.30/8.40 9.40 103.00 0.08 0.06/0.11 0.01 -0.03 0.0211 -0.04 30.0% 198 143 12 7 64.8% 0.76 0.0338 -0.24 0.04 4.95/7.50 7.71 104.00 0.14 0.10/0.18 0.02 -0.04 0.0312 -0.07 29.7% 518 335 63 25 57.9% 0.75 0.0392 -0.23 0.05 4.35/6.45 6.25 105.00 0.19 0.17/0.20 0.02 -0.05 0.0407 -0.08 26.5% 910 1.1k 32 14 34.7% 0.80 0.0565 -0.12 0.04 4.05/4.60 4.20 106.00 0.30 0.26/0.35 0.03 -0.07 0.0578 -0.14 26.9% 71 424 26 5 32.4% 0.75 0.0689 -0.13 0.04 3.25/3.75 3.74 107.00 0.46 0.36/0.51 0.04 -0.08 0.0759 -0.20 26.0% 394 289 41 52 30.1% 0.69 0.0830 -0.13 0.05 2.56/2.94 2.66 108.00 0.72 0.66/0.77 0.05 -0.10 0.0933 -0.28 25.7% 451 363 69 28 28.4% 0.61 0.0961 -0.14 0.05 1.93/2.22 2.05 109.00 1.05 1.02/1.12 0.05 -0.11 0.1062 -0.38 25.5% 1.3k 396 388 1.1k 26.8% 0.51 0.1058 -0.13 0.06 1.45/1.59 1.51 110.00 1.55 1.44/1.67 0.06 -0.12 0.1052 -0.49 26.9% 697 461 321 742 26.7% 0.40 0.1029 -0.13 0.05 0.99/1.15 1.10 111.00 2.18 1.85/2.29 0.05 -0.12 0.0988 -0.59 27.9% 256 332 805 551 26.0% 0.30 0.0950 -0.11 0.05 0.71/0.77 0.76 112.00 2.76 2.53/2.95 0.05 -0.11 0.0899 -0.68 28.1% 154 357 600 822 26.4% 0.22 0.0794 -0.09 0.04 0.43/0.53 0.49 113.00 3.46 3.20/3.75 0.04 -0.10 0.0756 -0.75 29.5% 75 120 894 261 28.3% 0.17 0.0629 -0.09 0.04 0.30/0.42 0.33 114.00 4.38 4.05/4.65 0.04 -0.09 0.0617 -0.80 32.1% 18 154 757 745 27.2% 0.11 0.0474 -0.06 0.03 0.20/0.24 0.20 115.00 5.25 4.75/5.60 0.04 -0.09 0.0507 -0.83 35.3% 46 197 435 88 27.7% 0.07 0.0345 -0.04 0.02 0.12/0.16 0.14 116.00 5.88 5.50/7.40 0.04 -0.20 0.0391 -0.75 57.3% 6 68 2.2k 448 28.5% 0.05 0.0248 -0.03 0.01 0.09/0.11 0.10 117.00 5.35 5.90/9.10 0.05 -0.29 0.0314 -0.72 75.9% 1 29
Greeks Profile 2026-09-04 · 6d · σ = 26.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $77 $93 $110 $126 $143 spot $109.93 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).