IV Skew
27.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +2 more 2027-03-19 (201d) 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 4 — 109.1% 0.98 0.0045 -0.08 0.01 19.20/23.10 23.88 75.00 — — — — — — — — — 4 — 88.4% 0.96 0.0079 -0.09 0.01 14.30/18.10 18.93 80.00 — — — — — — — — — 1 — 62.9% 0.87 0.0298 -0.16 0.02 7.00/9.30 3.95 88.50 — — — — — — — — — — — — — — — — — — 92.00 0.23 0.00/0.40 0.02 -0.07 0.0584 -0.13 32.1% 6 12 — — — — — — — — — 92.50 1.14 0.00/0.60 0.03 -0.10 0.0673 -0.18 34.7% — 12 — — — — — — — — — 93.00 0.41 0.10/0.50 0.03 -0.08 0.0794 -0.18 29.2% 1 16 1 — 60.7% 0.65 0.0541 -0.26 0.04 2.15/4.50 2.70 93.50 0.95 0.05/1.30 0.04 -0.17 0.0706 -0.30 43.8% 1 9 — — — — — — — — — 94.00 0.46 0.25/0.90 0.04 -0.12 0.0952 -0.29 31.9% 1 35 19 9 46.7% 0.62 0.0728 -0.21 0.04 1.55/3.20 1.57 94.50 0.49 0.20/0.85 0.04 -0.10 0.1159 -0.31 27.2% 1 222 10 5 25.0% 0.64 0.1338 -0.11 0.04 1.40/1.80 1.80 95.00 0.58 0.50/0.90 0.04 -0.10 0.1366 -0.36 24.4% 4 34 — — — — — — — — — 95.50 0.90 0.60/1.35 0.04 -0.12 0.1216 -0.44 28.9% 4 1 — — — — — — — — — 96.00 1.09 0.70/1.55 0.04 -0.12 0.1270 -0.50 28.0% 1 1 53 1 38.6% 0.46 0.0916 -0.18 0.04 0.15/1.75 0.85 96.50 1.95 0.10/2.55 0.04 -0.18 0.0847 -0.54 41.8% — 50 4 1 36.9% 0.41 0.0938 -0.17 0.04 0.00/1.45 0.90 97.00 2.50 0.45/2.85 0.04 -0.18 0.0829 -0.58 42.0% 1 56 4 3 32.7% 0.34 0.1002 -0.14 0.04 0.30/1.05 0.41 97.50 — — — — — — — — — 4 16 26.5% 0.25 0.1070 -0.10 0.04 0.15/0.60 0.02 98.00 2.55 2.30/3.80 0.04 -0.20 0.0690 -0.64 48.5% 16 9 5 3 37.2% 0.28 0.0806 -0.14 0.04 0.00/0.95 0.40 98.50 — — — — — — — — — 30 3 60.0% 0.34 0.0544 -0.25 0.04 0.00/1.90 0.55 99.00 — — — — — — — — — 4 4 57.1% 0.30 0.0546 -0.23 0.04 0.00/1.60 0.39 99.50 — — — — — — — — — 4 5 30.7% 0.13 0.0605 -0.07 0.02 0.05/0.35 0.05 100.00 4.70 2.60/4.90 0.03 -0.12 0.0605 -0.80 41.8% 1 1
Greeks Profile 2026-09-04 · 5d · σ = 33.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $67 $81 $96 $110 $125 spot $95.87 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).