IV Skew
4.5%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 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)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 372 5 50.7% 0.86 0.0314 -0.14 0.03 6.45/7.75 6.80 101.00 0.05 0.00/0.10 0.01 -0.03 0.0195 -0.04 30.5% 10 32 55 9 37.2% 0.90 0.0351 -0.09 0.03 5.65/6.45 5.80 102.00 0.05 0.01/0.11 0.01 -0.03 0.0252 -0.05 27.4% 55 58 100 10 34.2% 0.87 0.0439 -0.09 0.03 4.90/5.50 4.85 103.00 0.11 0.02/0.16 0.02 -0.04 0.0367 -0.07 26.1% 102 67 241 33 32.1% 0.84 0.0556 -0.10 0.03 3.85/4.60 4.30 104.00 0.15 0.11/0.19 0.02 -0.04 0.0506 -0.09 23.2% 52 232 245 69 29.3% 0.79 0.0706 -0.11 0.04 3.00/3.70 3.43 105.00 0.26 0.23/0.31 0.03 -0.06 0.0738 -0.15 22.4% 70 144 106 19 25.6% 0.74 0.0918 -0.11 0.05 2.34/2.79 2.49 106.00 0.44 0.39/0.50 0.04 -0.07 0.1003 -0.23 21.8% 251 216 301 63 24.1% 0.64 0.1114 -0.11 0.05 1.55/2.05 2.00 107.00 0.67 0.63/0.76 0.05 -0.08 0.1267 -0.34 20.8% 133 195 205 445 22.4% 0.53 0.1280 -0.11 0.06 1.25/1.39 1.35 108.00 1.10 0.98/1.23 0.06 -0.09 0.1339 -0.47 21.4% 164 386 205 387 21.5% 0.40 0.1294 -0.10 0.05 0.77/0.89 0.86 109.00 1.62 1.47/1.92 0.05 -0.10 0.1178 -0.59 23.8% 29 685 373 1.1k 21.5% 0.28 0.1124 -0.09 0.05 0.50/0.56 0.53 110.00 2.25 2.18/2.60 0.05 -0.09 0.1038 -0.70 24.2% 10 35 405 353 20.7% 0.17 0.0880 -0.06 0.03 0.27/0.30 0.28 111.00 3.52 2.95/3.80 0.05 -0.12 0.0727 -0.72 33.5% 1 108 401 401 20.9% 0.10 0.0606 -0.04 0.02 0.13/0.17 0.14 112.00 4.60 3.70/5.40 0.05 -0.19 0.0503 -0.69 50.4% 54 81 274 105 21.1% 0.05 0.0380 -0.03 0.02 0.05/0.09 0.10 113.00 — — — — — — — — — 69 148 21.6% 0.03 0.0228 -0.02 0.01 0.01/0.05 0.05 114.00 — — — — — — — — — 452 166 26.0% 0.03 0.0212 -0.02 0.01 0.00/0.07 0.03 115.00 — — — — — — — — — 82 8 30.3% 0.04 0.0195 -0.03 0.01 0.00/0.09 0.01 116.00 8.60 7.05/9.95 0.05 -0.30 0.0292 -0.73 81.6% 6 — — — — — — — — — — 117.00 9.55 8.65/10.20 0.03 -0.11 0.0286 -0.88 51.1% 6 — — — — — — — — — — 119.00 11.80 10.70/12.40 0.03 -0.13 0.0237 -0.88 62.2% 2 — — — — — — — — — — 125.00 17.72 16.65/18.50 0.02 -0.15 0.0149 -0.90 83.7% 4 —
Greeks Profile 2026-09-04 · 6d · σ = 21.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $76 $92 $108 $124 $141 spot $108.10 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).