IV Skew
-4.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 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 1 1 100.6% 0.87 0.0224 -0.20 0.02 9.35/11.55 14.42 70.00 — — — — — — — — — 2 2 90.1% 0.73 0.0397 -0.29 0.03 5.80/7.10 12.27 75.00 1.78 1.40/2.20 0.03 -0.25 0.0416 -0.26 84.1% 73 118 1 — 89.7% 0.68 0.0427 -0.30 0.03 5.20/6.40 6.98 76.00 2.48 1.73/2.69 0.03 -0.28 0.0444 -0.31 85.5% 28 49 — — — — — — — — — 76.50 1.19 1.91/2.89 0.03 -0.29 0.0458 -0.33 85.4% 2 61 1 2 89.0% 0.64 0.0453 -0.32 0.03 4.60/5.75 8.63 77.00 2.81 2.10/2.90 0.03 -0.28 0.0483 -0.35 82.9% 36 55 1 2 89.2% 0.62 0.0461 -0.32 0.04 4.35/5.45 7.75 77.50 1.96 2.30/3.35 0.04 -0.30 0.0480 -0.38 85.5% 2 14 32 4 88.6% 0.59 0.0472 -0.33 0.04 4.05/5.15 4.85 78.00 3.02 2.60/3.60 0.04 -0.31 0.0482 -0.41 86.7% 17 17 84 21 88.8% 0.57 0.0476 -0.33 0.04 3.80/4.90 3.85 78.50 3.20 2.73/3.70 0.04 -0.30 0.0504 -0.43 83.9% 13 11 11 9 88.9% 0.54 0.0480 -0.33 0.04 3.55/4.65 4.23 79.00 3.50 3.05/3.75 0.04 -0.30 0.0517 -0.46 82.5% 70 99 73 117 92.2% 0.50 0.0465 -0.35 0.04 3.45/4.10 3.65 80.00 3.92 3.45/4.60 0.04 -0.31 0.0507 -0.51 84.7% 176 274 16 585 88.7% 0.45 0.0480 -0.33 0.04 2.68/3.70 3.15 81.00 5.12 4.00/5.20 0.04 -0.31 0.0501 -0.56 84.9% 19 14 6 2 90.1% 0.43 0.0468 -0.33 0.04 2.60/3.50 3.03 81.50 5.25 4.30/5.50 0.04 -0.30 0.0495 -0.58 84.9% 29 90 28 17 91.1% 0.40 0.0458 -0.33 0.04 2.50/3.30 2.65 82.00 5.22 4.60/5.80 0.04 -0.30 0.0489 -0.61 84.6% 34 101 11 56 88.3% 0.36 0.0454 -0.31 0.03 1.95/2.90 2.48 83.00 6.52 5.20/6.50 0.03 -0.28 0.0470 -0.65 84.6% 35 39 73 34 88.4% 0.31 0.0432 -0.29 0.03 1.65/2.57 1.78 84.00 6.79 5.90/7.20 0.03 -0.27 0.0444 -0.69 85.0% 12 171 38 984 88.3% 0.27 0.0406 -0.28 0.03 1.64/2.00 1.90 85.00 7.10 6.55/7.95 0.03 -0.25 0.0416 -0.74 84.4% 24 1.9k 9 31 88.8% 0.24 0.0376 -0.26 0.03 1.15/2.02 1.43 86.00 8.38 7.30/8.75 0.03 -0.23 0.0383 -0.77 85.0% 9 42
Greeks Profile 2026-09-04 · 5d · σ = 85.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $56 $68 $79 $91 $103 spot $79.42 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).