IV Skew
-4.0%
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 2.9k 360 67.8% 0.79 0.0288 -0.31 0.04 9.00/9.35 9.20 120.00 1.83 1.76/1.88 0.04 -0.29 0.0290 -0.21 67.0% 5.4k 2.6k 237 110 68.8% 0.75 0.0309 -0.34 0.05 8.30/8.75 9.07 121.00 2.12 2.00/2.18 0.05 -0.31 0.0315 -0.24 66.7% 714 401 582 98 67.9% 0.72 0.0333 -0.35 0.05 7.55/8.05 8.01 122.00 2.42 2.37/2.49 0.05 -0.33 0.0336 -0.28 66.9% 834 253 268 159 67.7% 0.69 0.0352 -0.37 0.05 6.90/7.40 7.76 123.00 2.68 2.73/2.85 0.05 -0.35 0.0355 -0.31 67.0% 1.6k 158 438 167 67.9% 0.65 0.0367 -0.39 0.06 6.40/6.70 6.76 124.00 3.14 3.10/3.20 0.06 -0.36 0.0374 -0.35 66.6% 592 522 2.1k 820 67.2% 0.61 0.0383 -0.39 0.06 5.75/6.10 6.00 125.00 3.58 3.50/3.65 0.06 -0.37 0.0386 -0.39 66.6% 8.7k 4.6k 1.3k 404 68.5% 0.57 0.0385 -0.41 0.06 5.30/5.65 5.50 126.00 4.01 3.90/4.30 0.06 -0.39 0.0390 -0.43 67.6% 451 263 758 1.3k 67.9% 0.53 0.0393 -0.41 0.06 4.80/5.05 4.99 127.00 4.57 4.45/4.70 0.06 -0.39 0.0396 -0.47 67.3% 808 329 704 2.2k 68.6% 0.49 0.0390 -0.41 0.06 4.40/4.60 4.47 128.00 4.90 4.90/5.20 0.06 -0.39 0.0402 -0.51 66.6% 893 218 412 667 68.5% 0.45 0.0388 -0.41 0.06 3.95/4.15 4.10 129.00 5.61 5.45/5.80 0.06 -0.39 0.0397 -0.55 66.9% 622 2.3k 2.3k 16k 68.7% 0.42 0.0381 -0.41 0.06 3.60/3.70 3.69 130.00 6.18 6.10/6.45 0.06 -0.38 0.0386 -0.59 67.7% 4.0k 2.7k 407 10k 69.1% 0.38 0.0370 -0.40 0.06 3.20/3.40 3.30 131.00 6.80 6.80/7.05 0.06 -0.38 0.0375 -0.62 68.1% 407 158 586 1.1k 69.8% 0.35 0.0355 -0.39 0.05 2.89/3.10 2.99 132.00 7.40 7.35/7.75 0.05 -0.36 0.0364 -0.66 67.7% 753 3.1k 472 846 69.4% 0.31 0.0342 -0.37 0.05 2.50/2.80 2.68 133.00 7.85 8.05/8.50 0.05 -0.35 0.0346 -0.69 68.4% 495 2.7k 324 4.8k 70.7% 0.28 0.0322 -0.36 0.05 2.34/2.53 2.40 134.00 8.55 8.75/9.30 0.05 -0.33 0.0327 -0.72 69.0% 452 254 7.1k 15k 70.8% 0.26 0.0304 -0.34 0.05 2.10/2.25 2.16 135.00 9.75 9.50/10.00 0.05 -0.31 0.0308 -0.75 68.9% 818 941
Greeks Profile 2026-09-04 · 5d · σ = 67.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $89 $108 $127 $146 $166 spot $127.31 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).