IV Skew
1.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 8 1 50.7% 0.94 0.0227 -0.07 0.01 7.55/7.95 9.60 82.00 0.03 0.00/0.06 0.00 -0.01 0.0101 -0.01 35.7% 3 592 46 12 45.5% 0.93 0.0276 -0.07 0.01 6.55/6.95 6.86 83.00 0.02 0.00/0.02 0.00 -0.00 0.0060 -0.01 26.6% 17 922 113 5 40.3% 0.92 0.0345 -0.07 0.02 5.55/5.95 5.82 84.00 0.04 0.00/0.04 0.00 -0.01 0.0128 -0.01 25.6% 24 103 106 36 35.0% 0.91 0.0444 -0.07 0.02 4.55/4.95 4.68 85.00 0.01 0.01/0.04 0.00 -0.01 0.0177 -0.02 21.7% 74 595 123 10 27.8% 0.91 0.0575 -0.06 0.02 3.60/3.90 3.76 86.00 0.04 0.04/0.06 0.01 -0.01 0.0336 -0.03 19.3% 15 171 121 34 25.1% 0.86 0.0863 -0.07 0.02 2.67/2.99 2.84 87.00 0.11 0.09/0.11 0.01 -0.02 0.0693 -0.07 17.5% 240 943 414 83 21.3% 0.78 0.1309 -0.07 0.03 1.82/2.08 1.99 88.00 0.23 0.21/0.25 0.03 -0.04 0.1384 -0.16 16.9% 422 580 5.1k 1.3k 17.8% 0.65 0.1971 -0.08 0.04 1.17/1.25 1.20 89.00 0.50 0.47/0.52 0.04 -0.06 0.2121 -0.33 16.4% 280 411 7.3k 1.3k 17.1% 0.44 0.2200 -0.08 0.04 0.63/0.69 0.67 90.00 0.92 0.89/0.97 0.04 -0.06 0.2365 -0.56 15.9% 923 2.1k 11k 3.4k 16.7% 0.24 0.1760 -0.06 0.03 0.29/0.33 0.31 91.00 1.65 1.42/1.74 0.03 -0.05 0.1673 -0.74 18.4% 64 331 686 554 17.1% 0.11 0.1022 -0.03 0.02 0.12/0.15 0.14 92.00 2.41 2.32/2.52 0.02 -0.03 0.1052 -0.88 18.1% 58 320 2.1k 202 18.5% 0.05 0.0525 -0.02 0.01 0.05/0.08 0.05 93.00 3.17 3.15/3.55 0.02 -0.04 0.0712 -0.90 24.1% 11 60 1.5k 175 20.3% 0.03 0.0279 -0.01 0.01 0.01/0.05 0.03 94.00 4.70 4.15/4.55 0.02 -0.04 0.0517 -0.91 28.7% 1 1 803 36 20.5% 0.01 0.0111 -0.01 0.00 0.01/0.02 0.02 95.00 4.48 5.15/5.50 0.01 -0.03 0.0361 -0.94 30.9% 1 — 88 25 25.0% 0.01 0.0108 -0.01 0.00 0.00/0.03 0.01 96.00 4.75 6.15/6.50 0.01 -0.03 0.0286 -0.95 35.0% — — 46 1 31.8% 0.02 0.0138 -0.02 0.00 0.00/0.06 0.03 97.00 — — — — — — — — — — — — — — — — — — 100.00 7.80 9.90/11.35 0.01 -0.06 0.0188 -0.94 57.0% 1 —
Greeks Profile 2026-09-04 · 5d · σ = 16.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $63 $76 $90 $103 $117 spot $89.66 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).