IV Skew
2.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 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 — 150.0% 0.92 0.0100 -0.25 0.02 16.60/18.90 19.90 70.00 — — — — — — — — — — — — — — — — — — 80.00 0.15 0.00/0.15 0.01 -0.03 0.0168 -0.03 44.5% 3 16 — — — — — — — — — 81.00 0.22 0.00/0.65 0.02 -0.12 0.0322 -0.12 60.9% 3 3 — — — — — — — — — 82.00 0.10 0.00/0.20 0.01 -0.04 0.0297 -0.06 37.6% 3 16 — — — — — — — — — 83.00 0.22 0.00/0.60 0.02 -0.11 0.0475 -0.15 46.9% 104 68 31 2 87.6% 0.69 0.0394 -0.33 0.04 3.10/6.30 4.66 84.00 0.32 0.20/0.35 0.02 -0.07 0.0593 -0.12 32.9% 21 52 3 10 58.8% 0.69 0.0580 -0.22 0.04 2.20/4.40 7.06 85.00 0.40 0.30/0.65 0.03 -0.10 0.0794 -0.21 35.3% 72 143 3 2 54.7% 0.64 0.0666 -0.22 0.04 2.20/3.60 2.30 86.00 0.71 0.45/0.85 0.03 -0.11 0.1009 -0.29 32.9% 26 104 — — — — — — — — — 87.00 1.15 0.70/1.50 0.04 -0.15 0.0984 -0.41 38.4% 10 73 — — — — — — — — — 88.00 1.60 1.45/1.70 0.04 -0.13 0.1195 -0.51 32.5% 60 641 75 95 38.0% 0.39 0.0983 -0.15 0.04 0.95/1.30 1.25 89.00 1.90 1.80/2.40 0.04 -0.13 0.1058 -0.62 35.0% 11 31 23 74 36.7% 0.29 0.0909 -0.13 0.04 0.45/0.90 0.97 90.00 2.65 2.50/3.00 0.03 -0.11 0.0965 -0.73 33.4% 40 106 73 120 38.4% 0.22 0.0752 -0.12 0.03 0.35/0.70 0.55 91.00 4.25 2.85/4.30 0.03 -0.15 0.0680 -0.73 47.2% 1 30 71 39 44.3% 0.19 0.0599 -0.13 0.03 0.10/0.70 0.40 92.00 5.17 2.40/4.70 0.02 -0.08 0.0604 -0.85 37.5% 2 13 45 19 40.6% 0.12 0.0475 -0.08 0.02 0.05/0.40 0.25 93.00 4.90 4.60/5.70 0.02 -0.08 0.0484 -0.87 42.7% 9 22 28 361 39.6% 0.07 0.0345 -0.06 0.01 0.10/0.25 0.20 94.00 6.99 5.10/7.40 0.03 -0.19 0.0410 -0.79 68.0% 4 58 20 12 41.4% 0.05 0.0261 -0.05 0.01 0.05/0.20 0.15 95.00 6.91 6.00/8.40 0.03 -0.20 0.0361 -0.81 73.5% 4 55 27 4 48.0% 0.06 0.0241 -0.06 0.01 0.00/0.25 0.15 96.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 35.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $61 $75 $88 $101 $114 spot $87.76 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).