IV Skew
-3.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 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)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 13 4 85.1% 0.81 0.0297 -0.25 0.03 6.20/8.70 10.27 84.00 0.23 0.14/0.25 0.01 -0.06 0.0234 -0.06 45.7% 9 74 10 3 64.8% 0.84 0.0357 -0.18 0.03 5.80/7.20 8.50 85.00 0.31 0.26/0.34 0.02 -0.07 0.0317 -0.08 44.5% 84 88 45 7 86.5% 0.74 0.0352 -0.31 0.03 3.70/7.35 6.35 86.00 0.41 0.17/0.61 0.02 -0.11 0.0430 -0.14 48.2% 58 34 37 5 52.3% 0.79 0.0512 -0.17 0.03 4.55/5.90 4.65 87.00 0.64 0.57/0.75 0.03 -0.13 0.0532 -0.18 46.0% 653 5.0k 84 2 65.3% 0.70 0.0500 -0.25 0.04 2.90/5.10 4.30 88.00 0.75 0.84/0.99 0.03 -0.15 0.0637 -0.24 45.4% 485 90 81 47 55.6% 0.66 0.0615 -0.22 0.04 3.00/5.05 3.44 89.00 1.26 0.96/1.42 0.04 -0.18 0.0698 -0.31 47.6% 141 3.4k 240 29 47.7% 0.61 0.0753 -0.20 0.04 2.81/3.05 2.96 90.00 1.57 1.57/1.73 0.04 -0.18 0.0782 -0.39 45.8% 532 1.0k 233 258 50.7% 0.53 0.0734 -0.22 0.04 2.19/2.67 2.41 91.00 2.10 2.02/2.27 0.04 -0.20 0.0786 -0.47 47.4% 193 62 759 131 48.7% 0.46 0.0762 -0.21 0.04 1.90/2.10 1.98 92.00 2.55 2.28/2.99 0.04 -0.21 0.0727 -0.54 51.1% 153 231 200 2.2k 52.3% 0.39 0.0688 -0.22 0.04 1.47/1.87 1.64 93.00 3.29 3.10/3.50 0.04 -0.19 0.0724 -0.61 49.5% 33 117 962 65 47.2% 0.31 0.0697 -0.18 0.04 1.10/1.28 1.39 94.00 3.25 3.35/4.30 0.04 -0.19 0.0643 -0.67 52.6% 2 23 157 103 50.6% 0.26 0.0600 -0.18 0.03 0.87/1.14 1.02 95.00 4.00 3.95/5.00 0.04 -0.18 0.0587 -0.73 52.6% 2 56 200 63 49.2% 0.20 0.0531 -0.15 0.03 0.70/0.84 0.75 96.00 — — — — — — — — — 119 56 48.2% 0.15 0.0448 -0.12 0.02 0.46/0.61 0.58 97.00 — — — — — — — — — 17 55 48.6% 0.11 0.0366 -0.10 0.02 0.31/0.47 0.39 98.00 — — — — — — — — — 84 39 47.5% 0.08 0.0282 -0.07 0.02 0.27/0.32 0.31 99.00 — — — — — — — — — — — — — — — — — — 106.00 12.65 13.70/16.65 0.01 -0.08 0.0136 -0.94 78.3% 18 1
Greeks Profile 2026-09-04 · 5d · σ = 49.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $78 $91 $105 $119 spot $91.23 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).