IV Skew
5.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +5 more 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 — 225 206.1% 0.98 0.0019 -0.08 0.00 31.25/33.05 33.45 50.00 — — — — — — — — — — 230 115.1% 0.96 0.0074 -0.10 0.01 16.20/18.25 18.50 65.00 0.01 0.00/0.06 0.00 -0.01 0.0014 -0.00 73.4% — 8 — — — — — — — — — 70.00 0.33 0.00/0.10 0.00 -0.01 0.0040 -0.01 56.3% — 4 — — — — — — — — — 75.00 0.11 0.00/1.70 0.02 -0.16 0.0321 -0.14 73.0% 2 31 — — — — — — — — — 77.00 0.33 0.00/0.05 0.00 -0.01 0.0195 -0.02 25.8% 7 215 1 — 83.1% 0.71 0.0431 -0.28 0.03 5.15/6.65 12.50 78.00 0.06 0.00/0.15 0.01 -0.03 0.0472 -0.06 27.5% 21 16 — 2 38.7% 0.79 0.0771 -0.11 0.03 2.43/3.50 2.85 79.00 0.12 0.00/0.16 0.01 -0.03 0.0715 -0.08 22.5% 24 289 1 11 26.4% 0.78 0.1172 -0.08 0.03 1.67/2.32 1.83 80.00 0.30 0.17/0.32 0.02 -0.05 0.1242 -0.18 21.8% 113 137 1 3 21.6% 0.67 0.1744 -0.08 0.03 0.98/1.45 1.10 81.00 0.59 0.20/0.65 0.03 -0.08 0.1685 -0.33 22.6% 204 406 27 825 21.1% 0.48 0.1968 -0.09 0.04 0.59/0.88 0.74 82.00 1.05 0.74/1.18 0.04 -0.09 0.1715 -0.51 24.3% 748 2.3k 704 1.6k 20.9% 0.29 0.1727 -0.07 0.03 0.34/0.48 0.35 83.00 1.73 1.26/1.63 0.03 -0.06 0.1741 -0.71 20.6% 191 1.4k 695 1.0k 18.8% 0.13 0.1150 -0.04 0.02 0.10/0.18 0.16 84.00 2.54 2.20/2.66 0.03 -0.07 0.1106 -0.77 28.5% 28 285 408 85 19.9% 0.06 0.0594 -0.02 0.01 0.05/0.09 0.06 85.00 3.25 3.10/3.80 0.03 -0.10 0.0780 -0.79 39.0% 11 187 246 31 22.3% 0.03 0.0328 -0.02 0.01 0.01/0.06 0.04 86.00 4.64 4.10/5.25 0.03 -0.17 0.0569 -0.76 57.6% 14 121 262 10 23.2% 0.01 0.0155 -0.01 0.00 0.01/0.03 0.03 87.00 4.20 4.85/6.25 0.03 -0.17 0.0483 -0.78 64.1% 7 26 586 3 26.8% 0.01 0.0115 -0.01 0.00 0.00/0.03 0.04 88.00 2.88 5.10/7.80 0.03 -0.25 0.0390 -0.75 85.1% 1 10 663 1 30.1% 0.01 0.0088 -0.01 0.00 0.00/0.03 0.03 89.00 4.03 6.15/8.65 0.03 -0.24 0.0356 -0.78 87.4% 1 2
Greeks Profile 2026-09-04 · 5d · σ = 22.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $57 $70 $82 $94 $106 spot $81.84 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).