IV Skew
18.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 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 21 1 52.6% 0.93 0.0231 -0.08 0.01 6.50/9.80 8.05 83.00 0.15 0.00/0.95 0.02 -0.10 0.0255 -0.09 58.6% 9 6 3 1 95.6% 0.78 0.0294 -0.31 0.03 4.80/8.80 7.15 84.00 0.25 0.00/2.30 0.03 -0.20 0.0322 -0.17 74.0% 114 116 19 2 88.1% 0.76 0.0334 -0.30 0.03 3.80/7.80 5.70 85.00 0.15 0.00/1.00 0.03 -0.17 0.0381 -0.17 63.3% 9 54 8 5 85.1% 0.73 0.0368 -0.31 0.04 2.90/7.00 2.40 86.00 0.45 0.00/1.00 0.03 -0.16 0.0456 -0.19 56.7% 14 20 5 5 79.3% 0.70 0.0414 -0.30 0.04 2.05/6.10 3.65 87.00 0.83 0.00/0.55 0.03 -0.10 0.0598 -0.16 38.1% 2 6 104 2 77.5% 0.66 0.0447 -0.31 0.04 1.20/5.40 2.10 88.00 0.70 0.00/1.85 0.04 -0.23 0.0541 -0.32 61.9% 5 47 3 2 72.9% 0.61 0.0494 -0.30 0.04 0.70/4.60 1.86 89.00 0.94 0.00/2.95 0.04 -0.31 0.0473 -0.39 76.4% 2 37 29 10 55.5% 0.57 0.0666 -0.24 0.04 1.60/3.20 1.38 90.00 1.33 0.00/3.20 0.04 -0.30 0.0515 -0.44 72.0% 27 8 41 8 31.6% 0.49 0.1186 -0.14 0.04 0.70/1.50 1.30 91.00 1.99 0.35/2.05 0.04 -0.16 0.0962 -0.50 39.0% 1 1 10 1 30.1% 0.37 0.1182 -0.12 0.04 0.70/1.00 1.10 92.00 — — — — — — — — — 53 5 31.7% 0.27 0.0986 -0.12 0.04 0.40/0.75 0.50 93.00 4.30 1.80/4.90 0.04 -0.29 0.0501 -0.59 73.1% 4 1 1 6 45.0% 0.27 0.0690 -0.16 0.04 0.05/1.05 0.50 94.00 — — — — — — — — — 30 1 38.5% 0.17 0.0614 -0.10 0.03 0.00/0.55 0.30 95.00 — — — — — — — — — 4 1 37.4% 0.11 0.0470 -0.08 0.02 0.00/0.35 0.48 96.00 — — — — — — — — — 11 6 64.6% 0.20 0.0414 -0.20 0.03 0.00/2.25 0.69 97.00 — — — — — — — — — 41 40 69.2% 0.19 0.0365 -0.20 0.03 0.00/2.20 0.07 98.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 35.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $77 $91 $104 $118 spot $90.82 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).