IV Skew
-3.2%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-05-21 (265d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 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 22 4 56.5% 0.85 0.0290 -0.16 0.03 7.60/9.30 7.95 101.00 0.13 0.10/0.25 0.02 -0.06 0.0243 -0.07 39.9% 1 13 10 2 56.4% 0.82 0.0331 -0.18 0.04 6.90/8.40 7.84 102.00 0.22 0.15/0.70 0.03 -0.13 0.0336 -0.15 49.7% 3 23 4 6 59.9% 0.77 0.0362 -0.22 0.04 6.00/8.10 4.24 103.00 0.25 0.25/0.60 0.03 -0.11 0.0398 -0.15 42.2% 2 66 8 — 50.0% 0.77 0.0439 -0.19 0.04 4.90/6.80 5.20 104.00 0.39 0.30/0.75 0.04 -0.13 0.0476 -0.19 40.8% 1 80 21 11 64.0% 0.68 0.0400 -0.27 0.05 4.10/5.90 4.52 105.00 0.65 0.55/0.95 0.04 -0.14 0.0557 -0.24 39.7% 13 256 2 1 62.5% 0.64 0.0429 -0.28 0.05 3.50/5.20 3.25 106.00 0.65 0.65/1.20 0.05 -0.15 0.0638 -0.29 38.7% 22 29 15 5 58.7% 0.60 0.0472 -0.27 0.05 3.00/4.40 3.30 107.00 0.60 0.55/1.60 0.05 -0.17 0.0685 -0.36 39.4% 1 5 115 3 47.6% 0.56 0.0596 -0.23 0.06 2.20/3.20 3.00 108.00 1.55 1.50/2.15 0.05 -0.18 0.0684 -0.44 41.4% 14 14 43 2 48.3% 0.50 0.0592 -0.23 0.06 1.90/2.75 2.65 109.00 2.12 1.95/2.55 0.06 -0.18 0.0721 -0.51 39.7% 125 9 57 17 44.8% 0.43 0.0629 -0.21 0.05 1.35/2.10 1.95 110.00 2.81 2.50/3.10 0.05 -0.17 0.0711 -0.58 39.5% 32 8 141 18 42.8% 0.37 0.0631 -0.19 0.05 1.10/1.60 1.73 111.00 2.65 3.10/4.10 0.05 -0.19 0.0593 -0.62 45.9% 21 15 64 24 44.1% 0.31 0.0575 -0.19 0.05 0.70/1.35 1.12 112.00 5.70 2.90/4.90 0.05 -0.19 0.0537 -0.67 48.4% 16 16 22 90 39.6% 0.23 0.0555 -0.14 0.04 0.50/0.85 0.71 113.00 4.00 3.40/5.20 0.04 -0.13 0.0551 -0.76 40.2% 9 20 87 25 45.4% 0.22 0.0466 -0.16 0.04 0.45/0.90 0.60 114.00 7.00 4.30/6.00 0.04 -0.12 0.0480 -0.81 40.4% 2 25 76 9 41.5% 0.15 0.0409 -0.12 0.03 0.25/0.55 0.82 115.00 7.60 5.00/7.10 0.04 -0.14 0.0408 -0.81 47.2% 2 25 55 14 41.1% 0.12 0.0340 -0.09 0.03 0.20/0.40 0.30 116.00 7.40 5.60/7.90 0.03 -0.11 0.0354 -0.85 46.3% 5 14
Greeks Profile 2026-09-04 · 6d · σ = 44.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $76 $92 $109 $125 $141 spot $108.68 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).