IV Skew
0.0%
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 1 — 73.9% 0.93 0.0158 -0.11 0.01 10.60/12.45 12.06 82.00 — — — — — — — — — 53 53 59.0% 0.91 0.0248 -0.11 0.02 7.70/9.40 8.25 85.00 — — — — — — — — — — — — — — — — — — 86.00 0.11 0.00/0.95 0.02 -0.10 0.0292 -0.09 53.1% 10 39 — — — — — — — — — 87.00 0.20 0.00/0.27 0.01 -0.06 0.0308 -0.07 39.9% 30 38 1 — 60.4% 0.80 0.0428 -0.19 0.03 5.00/6.20 10.45 88.00 0.06 0.06/0.12 0.01 -0.03 0.0290 -0.04 28.1% 6 138 — — — — — — — — — 89.00 0.17 0.05/0.24 0.02 -0.05 0.0506 -0.09 28.8% 116 100 4 15 43.3% 0.76 0.0664 -0.16 0.03 3.15/4.05 3.70 90.00 0.25 0.17/0.42 0.03 -0.07 0.0751 -0.15 29.1% 22 511 71 2 37.3% 0.71 0.0845 -0.15 0.04 2.38/3.10 2.86 91.00 0.43 0.41/0.51 0.03 -0.08 0.1058 -0.21 25.3% 140 276 6 17 31.0% 0.64 0.1112 -0.13 0.04 1.75/2.17 2.05 92.00 0.75 0.65/0.82 0.04 -0.10 0.1335 -0.33 25.0% 59 480 152 153 26.7% 0.52 0.1372 -0.12 0.04 1.18/1.40 1.40 93.00 1.13 0.88/1.54 0.04 -0.13 0.1198 -0.48 30.5% 51 169 401 879 27.3% 0.39 0.1291 -0.12 0.04 0.81/0.99 0.83 94.00 1.67 1.43/1.93 0.04 -0.11 0.1291 -0.61 27.3% 952 71 520 154 25.4% 0.26 0.1161 -0.09 0.03 0.30/0.57 0.50 95.00 2.21 2.12/2.68 0.04 -0.10 0.1067 -0.72 29.2% 21 53 115 145 27.2% 0.17 0.0864 -0.08 0.03 0.24/0.41 0.32 96.00 2.87 2.85/3.40 0.03 -0.07 0.0859 -0.81 28.6% 15 51 144 65 24.8% 0.08 0.0560 -0.04 0.02 0.10/0.18 0.18 97.00 3.83 3.55/5.10 0.04 -0.17 0.0579 -0.74 51.1% 5 12 76 37 28.1% 0.06 0.0400 -0.04 0.01 0.04/0.16 0.09 98.00 4.60 4.25/5.20 0.02 -0.05 0.0466 -0.91 32.2% 1 25 54 67 36.5% 0.08 0.0370 -0.06 0.02 0.00/0.26 0.07 99.00 5.15 5.55/6.15 0.01 -0.04 0.0346 -0.93 34.5% 7 18 83 1 38.0% 0.06 0.0276 -0.05 0.01 0.00/0.20 0.08 100.00 6.15 6.35/7.90 0.03 -0.17 0.0377 -0.82 62.8% 5 — 458 8 43.3% 0.06 0.0243 -0.05 0.01 0.00/0.23 0.01 101.00 3.25 7.15/9.60 0.02 -0.08 0.0299 -0.91 51.7% — —
Greeks Profile 2026-09-04 · 5d · σ = 28.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $65 $79 $93 $107 $121 spot $93.06 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).