IV Skew
6.0%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 12/18111d 1/15139d +4 more 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 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 1 — 64.6% 0.94 0.0160 -0.08 0.01 9.25/11.80 8.60 76.00 — — — — — — — — — 1 — 74.3% 0.87 0.0261 -0.16 0.02 7.55/9.00 9.12 78.00 — — — — — — — — — — — — — — — — — — 79.00 0.04 0.00/0.26 0.02 -0.06 0.0260 -0.08 49.2% 21 9 27 221 54.8% 0.87 0.0352 -0.12 0.02 6.00/6.80 6.29 80.00 0.08 0.00/0.10 0.01 -0.03 0.0232 -0.04 34.8% 60 121 — — — — — — — — — 81.00 0.10 0.04/0.16 0.01 -0.04 0.0350 -0.07 33.8% 42 47 62 5 37.5% 0.86 0.0528 -0.08 0.02 4.10/4.65 4.41 82.00 0.25 0.08/0.32 0.02 -0.07 0.0521 -0.12 35.4% 8 264 56 17 34.6% 0.82 0.0689 -0.09 0.03 3.15/3.75 3.31 83.00 0.29 0.26/0.32 0.03 -0.06 0.0697 -0.14 29.5% 80 260 20 8 33.6% 0.74 0.0864 -0.11 0.04 2.47/2.97 2.62 84.00 0.51 0.35/0.54 0.03 -0.08 0.0927 -0.23 29.5% 337 583 108 156 32.6% 0.65 0.1024 -0.12 0.04 1.86/2.26 2.04 85.00 0.84 0.72/0.87 0.04 -0.10 0.1101 -0.34 29.9% 689 959 393 645 30.7% 0.55 0.1166 -0.12 0.04 1.30/1.60 1.39 86.00 1.30 1.11/1.36 0.04 -0.11 0.1143 -0.45 31.3% 96 166 532 275 31.1% 0.43 0.1144 -0.12 0.04 0.85/1.15 0.93 87.00 1.78 1.62/1.88 0.04 -0.11 0.1144 -0.57 31.1% 131 114 385 128 30.0% 0.32 0.1073 -0.10 0.04 0.50/0.74 0.74 88.00 2.21 2.17/2.67 0.04 -0.11 0.0960 -0.66 34.6% 143 93 7.8k 155 30.9% 0.23 0.0883 -0.09 0.03 0.30/0.51 0.40 89.00 3.62 2.83/3.50 0.04 -0.11 0.0799 -0.73 37.5% 14 15 442 417 27.7% 0.12 0.0670 -0.05 0.02 0.11/0.23 0.22 90.00 4.54 3.60/4.50 0.03 -0.12 0.0638 -0.76 43.9% 14 34 217 36 29.4% 0.08 0.0475 -0.04 0.02 0.04/0.16 0.13 91.00 5.37 4.70/5.85 0.04 -0.17 0.0492 -0.74 59.0% 18 25 197 374 34.8% 0.08 0.0387 -0.05 0.02 0.03/0.18 0.07 92.00 6.30 5.65/6.75 0.03 -0.16 0.0435 -0.77 62.4% 10 1 51 1 37.3% 0.06 0.0299 -0.04 0.01 0.03/0.15 0.10 93.00 — — — — — — — — — 24 2 36.1% 0.03 0.0193 -0.03 0.01 0.00/0.08 0.03 94.00 — — — — — — — — — — — — — — — — — — 95.00 9.10 8.50/10.60 0.03 -0.16 0.0307 -0.84 72.7% 10 18 — — — — — — — — — 97.00 11.20 10.30/12.25 0.02 -0.12 0.0240 -0.89 72.3% 3 15
Greeks Profile 2026-09-04 · 6d · σ = 31.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $60 $73 $86 $99 $112 spot $86.27 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).