IV Skew
-1.4%
25Δ put − call
Expiry 8/311d 9/23d 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d +11 more 2026-11-20 (82d) 2026-12-18 (110d) 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (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 45 29 129.3% 0.91 0.0274 -0.51 0.01 6.05/8.80 7.34 82.00 0.01 0.01/0.05 0.00 -0.00 0.0009 -0.00 52.0% 72 401 56 31 67.5% 0.98 0.0126 -0.07 0.00 5.10/8.40 6.34 83.00 0.03 0.02/0.04 0.00 -0.00 0.0009 -0.00 44.1% 519 1.8k 209 20 70.9% 0.96 0.0273 -0.16 0.00 4.35/5.95 5.95 84.00 0.05 0.04/0.05 0.00 -0.00 0.0020 -0.00 39.6% 374 988 138 75 48.4% 0.98 0.0220 -0.07 0.00 4.35/4.70 4.60 85.00 0.08 0.07/0.08 0.00 -0.01 0.0066 -0.00 36.9% 568 654 332 71 52.7% 0.93 0.0564 -0.18 0.01 3.45/3.95 3.84 86.00 0.16 0.13/0.16 0.00 -0.04 0.0258 -0.02 36.2% 1.1k 1.6k 542 231 41.5% 0.90 0.0876 -0.18 0.01 2.56/2.91 2.76 87.00 0.30 0.24/0.31 0.01 -0.11 0.0765 -0.07 35.9% 795 438 823 509 37.2% 0.81 0.1573 -0.25 0.01 1.88/2.07 1.97 88.00 0.46 0.47/0.52 0.01 -0.21 0.1598 -0.17 34.4% 4.4k 2.3k 178 990 34.1% 0.62 0.2381 -0.31 0.02 1.26/1.35 1.32 89.00 0.86 0.82/0.87 0.02 -0.30 0.2403 -0.38 33.7% 4.9k 1.4k 1.3k 13k 33.7% 0.38 0.2400 -0.30 0.02 0.80/0.85 0.82 90.00 1.37 1.26/1.41 0.02 -0.30 0.2342 -0.62 34.7% 8.8k 2.7k 3.0k 3.8k 34.1% 0.17 0.1615 -0.21 0.01 0.47/0.51 0.47 91.00 1.96 1.97/2.10 0.01 -0.22 0.1599 -0.81 36.2% 3.2k 598 1.2k 11k 35.0% 0.07 0.0782 -0.11 0.01 0.27/0.30 0.26 92.00 2.68 2.04/3.35 0.01 -0.32 0.0986 -0.83 55.2% 1.6k 892 1.8k 11k 36.5% 0.02 0.0311 -0.05 0.00 0.15/0.18 0.15 93.00 3.70 2.72/4.50 0.01 -0.38 0.0713 -0.85 70.3% 328 316 502 3.6k 38.3% 0.01 0.0111 -0.02 0.00 0.09/0.11 0.11 94.00 4.50 4.45/5.60 0.01 -0.16 0.0426 -0.94 60.1% 471 40 2.9k 4.4k 41.4% 0.00 0.0047 -0.01 0.00 0.05/0.08 0.07 95.00 5.25 5.15/5.80 0.00 -0.05 0.0193 -0.98 55.9% 229 257 600 1.2k 43.0% 0.00 0.0015 -0.00 0.00 0.01/0.05 0.01 96.00 6.73 6.40/7.20 0.00 -0.05 0.0140 -0.98 62.5% 40 72 1.3k 806 48.0% 0.00 0.0011 -0.00 0.00 0.01/0.05 0.03 97.00 7.22 5.65/8.15 0.00 -0.18 0.0221 -0.96 88.8% 9 37
Greeks Profile 2026-08-31 · 1d · σ = 33.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $63 $76 $89 $103 $116 spot $89.47 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).