IV Skew
-48.8%
25Δ put − call
Expiry 8/311d 9/45d 9/1112d 9/1819d 9/2526d 9/3031d 10/233d 10/1647d +10 more 2026-10-30 (61d) 2026-11-20 (82d) 2026-12-18 (110d) 2026-12-31 (123d) 2027-01-15 (138d) 2027-03-19 (201d) 2027-03-31 (213d) 2027-06-17 (291d) 2027-06-30 (304d) 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 9 — 74.5% 0.97 0.0148 -0.14 0.00 5.90/10.50 5.07 100.00 0.01 0.00/0.02 0.00 -0.00 0.0002 -0.00 38.3% 718 723 — 2 0.0% 1.00 — -0.01 — 0.00/0.00 3.55 101.00 0.04 0.00/0.01 0.00 -0.00 0.0001 -0.00 30.5% 18 4.9k 367 4 64.6% 0.95 0.0288 -0.20 0.01 4.10/8.50 4.47 102.00 0.05 0.00/0.01 0.00 -0.00 0.0001 -0.00 26.6% 7 421 121 6 112.5% 0.79 0.0460 -0.93 0.02 2.11/7.05 5.40 103.00 0.06 0.00/0.01 0.00 -0.00 0.0002 -0.00 22.3% 67 212 5 1 103.6% 0.75 0.0543 -0.94 0.02 1.16/6.10 4.36 104.00 0.16 0.00/4.80 0.02 -0.93 0.0541 -0.25 104.2% 260 1.2k 63 1 88.9% 0.72 0.0674 -0.86 0.02 0.12/4.95 2.81 105.00 0.28 0.00/0.05 0.00 -0.01 0.0114 -0.00 18.6% 2 30 65 47 105.7% 0.63 0.0636 -1.14 0.02 0.06/5.00 2.72 106.00 0.46 0.00/4.80 0.02 -0.85 0.0793 -0.35 82.5% 4 46 15 4 52.0% 0.60 0.1314 -0.57 0.02 0.00/4.80 1.05 107.00 0.07 0.00/4.80 0.02 -0.77 0.0980 -0.42 70.7% 8 92 324 4 65.0% 0.48 0.1086 -0.74 0.02 0.00/4.80 0.35 108.00 0.48 0.00/4.80 0.02 -0.64 0.1220 -0.53 57.9% 62 659 11k 3 76.5% 0.39 0.0892 -0.83 0.02 0.00/4.80 0.03 109.00 0.72 0.00/4.80 0.02 -1.16 0.0660 -0.57 105.4% 41 53 1.1k 16 86.9% 0.33 0.0741 -0.89 0.02 0.00/4.80 0.08 110.00 1.56 0.00/4.80 0.02 -0.92 0.0720 -0.66 90.0% 7 — 11k 7.5k 17.6% 0.00 0.0021 -0.00 0.00 0.00/0.02 0.08 111.00 7.70 0.00/0.00 — 0.01 — -1.00 0.0% 9 — — — — — — — — — — 112.00 8.55 0.00/0.00 — 0.01 — -1.00 0.0% 3 — 1.8k — 75.3% 0.12 0.0462 -0.42 0.01 0.00/2.15 0.52 113.00 9.40 0.00/0.00 — 0.01 — -1.00 0.0% 3 — 1 — 130.7% 0.18 0.0355 -0.96 0.01 0.00/4.80 0.05 115.00 — — — — — — — — —
Greeks Profile 2026-08-31 · 1d · σ = 61.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $75 $92 $108 $124 $140 spot $107.72 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).