IV Skew
11.6%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +4 more 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 90.3% 0.81 0.0293 -0.33 0.03 6.00/9.00 5.73 92.00 0.24 0.00/0.85 0.02 -0.10 0.0266 -0.08 53.0% 3 6 1 — 73.2% 0.82 0.0349 -0.26 0.03 5.40/7.60 3.85 93.00 0.40 0.00/0.30 0.01 -0.07 0.0292 -0.07 42.9% 4 3 19 18 71.4% 0.78 0.0397 -0.28 0.03 4.90/6.80 5.10 94.00 0.15 0.00/0.60 0.02 -0.13 0.0423 -0.13 47.9% 1 2 20 3 64.3% 0.76 0.0467 -0.27 0.03 3.80/5.80 4.10 95.00 0.38 0.10/0.60 0.02 -0.12 0.0531 -0.15 41.9% 1 101 14 80 59.2% 0.72 0.0546 -0.27 0.03 2.45/4.90 3.80 96.00 2.53 0.15/0.75 0.03 -0.14 0.0675 -0.20 39.6% 1 2 1 1 57.8% 0.67 0.0606 -0.28 0.04 2.40/4.20 2.60 97.00 0.40 0.40/1.15 0.04 -0.18 0.0778 -0.28 42.0% 5 8 2 2 45.3% 0.62 0.0806 -0.23 0.04 1.90/3.00 2.23 98.00 0.84 0.45/1.00 0.04 -0.14 0.1120 -0.33 31.1% 1 2 3 1 37.3% 0.54 0.1022 -0.20 0.04 1.15/2.05 1.80 99.00 1.13 0.85/1.40 0.04 -0.15 0.1245 -0.45 30.6% 1 2 14 26 30.8% 0.43 0.1225 -0.16 0.04 0.80/1.25 1.00 100.00 1.65 1.25/2.05 0.04 -0.16 0.1146 -0.57 33.0% 2 8 4 10 41.8% 0.36 0.0863 -0.21 0.04 0.05/1.40 0.75 101.00 — — — — — — — — — 42 2 34.6% 0.24 0.0864 -0.14 0.03 0.05/0.75 0.55 102.00 — — — — — — — — — 25 2 36.8% 0.18 0.0686 -0.13 0.03 0.10/0.60 0.15 103.00 5.00 2.80/4.40 0.03 -0.13 0.0677 -0.80 39.6% 2 1 2 1 36.3% 0.12 0.0525 -0.09 0.02 0.05/0.40 0.55 104.00 — — — — — — — — — 9 3 51.5% 0.16 0.0453 -0.16 0.03 0.00/0.75 0.26 105.00 — — — — — — — — — 4 15 35.0% 0.04 0.0238 -0.04 0.01 0.00/0.15 0.10 106.00 — — — — — — — — — 1 — 50.0% 0.08 0.0292 -0.10 0.02 0.00/0.40 0.70 107.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 33.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $70 $84 $99 $114 $129 spot $99.31 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).