IV Skew
-1.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +10 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 230 13 64.5% 0.84 0.0307 -0.20 0.03 7.40/9.25 8.95 97.00 0.72 0.68/0.72 0.02 -0.13 0.0302 -0.12 54.9% 268 592 328 102 65.3% 0.80 0.0347 -0.23 0.03 6.40/8.80 7.35 98.00 0.89 0.85/0.93 0.03 -0.16 0.0359 -0.16 54.6% 393 394 154 122 56.6% 0.80 0.0411 -0.21 0.03 6.10/6.85 7.07 99.00 1.12 1.08/1.16 0.03 -0.18 0.0417 -0.20 54.5% 3.2k 905 1.5k 534 55.8% 0.75 0.0465 -0.22 0.04 5.60/5.85 5.70 100.00 1.38 1.38/1.43 0.04 -0.21 0.0471 -0.24 54.5% 5.6k 2.3k 429 218 56.6% 0.70 0.0504 -0.25 0.04 4.90/5.30 5.15 101.00 1.69 1.68/1.76 0.04 -0.22 0.0520 -0.29 54.3% 540 211 215 169 55.6% 0.65 0.0547 -0.26 0.05 4.30/4.55 4.42 102.00 2.06 2.03/2.15 0.05 -0.24 0.0559 -0.35 54.2% 1.7k 461 305 193 56.4% 0.59 0.0565 -0.27 0.05 3.70/4.10 3.96 103.00 2.52 2.43/2.59 0.05 -0.25 0.0588 -0.41 54.2% 1.8k 1.2k 644 962 55.5% 0.53 0.0587 -0.28 0.05 3.25/3.40 3.45 104.00 3.00 2.76/3.05 0.05 -0.25 0.0618 -0.47 52.7% 2.6k 2.3k 1.9k 2.0k 55.7% 0.47 0.0586 -0.28 0.05 2.82/2.90 2.90 105.00 3.54 3.45/3.60 0.05 -0.26 0.0600 -0.53 54.3% 2.7k 610 940 1.6k 56.6% 0.42 0.0565 -0.27 0.05 2.41/2.57 2.43 106.00 4.07 3.90/4.25 0.05 -0.25 0.0592 -0.59 53.9% 1.2k 731 435 708 55.7% 0.36 0.0551 -0.26 0.05 2.01/2.11 2.06 107.00 4.85 4.50/4.90 0.05 -0.24 0.0567 -0.64 53.9% 1.8k 406 532 2.5k 56.4% 0.31 0.0513 -0.25 0.04 1.69/1.85 1.75 108.00 5.35 5.20/5.55 0.04 -0.22 0.0531 -0.70 53.9% 2.6k 458 341 9.1k 56.3% 0.26 0.0475 -0.23 0.04 1.42/1.52 1.47 109.00 6.13 5.75/6.35 0.04 -0.20 0.0491 -0.75 53.1% 126 222 2.9k 7.1k 56.4% 0.22 0.0431 -0.21 0.04 1.20/1.25 1.22 110.00 6.90 6.70/7.25 0.04 -0.19 0.0430 -0.78 56.7% 450 2.2k 1.3k 2.6k 56.8% 0.18 0.0384 -0.19 0.03 1.00/1.05 1.03 111.00 7.25 7.20/8.10 0.03 -0.16 0.0386 -0.83 54.2% 161 234 1.0k 1.1k 56.9% 0.15 0.0337 -0.16 0.03 0.81/0.87 0.85 112.00 8.49 7.90/9.15 0.03 -0.14 0.0336 -0.86 55.5% 99 89
Greeks Profile 2026-09-04 · 5d · σ = 54.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $73 $89 $104 $120 $136 spot $104.26 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).