IV Skew
0.3%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 251 251 107.9% 0.77 0.0253 -0.30 0.03 6.05/9.65 7.25 78.00 0.09 0.00/0.13 0.01 -0.04 0.0191 -0.04 43.8% 11 67 252 252 75.0% 0.82 0.0323 -0.19 0.03 6.05/7.75 5.95 79.00 0.19 0.04/0.13 0.01 -0.04 0.0233 -0.05 39.1% 31 240 25 1 75.0% 0.78 0.0360 -0.21 0.03 4.55/7.00 6.02 80.00 0.13 0.08/0.17 0.01 -0.04 0.0321 -0.07 36.6% 25 492 3 1 43.1% 0.86 0.0481 -0.10 0.02 4.30/5.15 5.01 81.00 0.18 0.00/0.23 0.02 -0.05 0.0444 -0.09 34.4% 21 62 153 22 38.4% 0.82 0.0612 -0.10 0.03 3.40/4.20 4.00 82.00 0.31 0.25/0.35 0.02 -0.07 0.0615 -0.14 33.3% 58 307 59 4 39.7% 0.75 0.0732 -0.12 0.04 2.77/3.50 3.26 83.00 0.49 0.43/0.53 0.03 -0.08 0.0810 -0.21 32.4% 128 383 195 70 39.3% 0.67 0.0840 -0.14 0.04 1.93/2.81 2.40 84.00 0.75 0.65/0.85 0.04 -0.10 0.0964 -0.31 33.1% 661 1.1k 457 110 36.5% 0.58 0.0972 -0.14 0.04 1.34/2.09 1.83 85.00 1.15 0.94/1.30 0.04 -0.12 0.1030 -0.41 34.4% 541 753 214 372 33.3% 0.48 0.1089 -0.13 0.04 1.28/1.43 1.32 86.00 1.60 1.50/1.91 0.04 -0.13 0.0983 -0.51 36.9% 88 164 447 426 33.4% 0.38 0.1036 -0.12 0.04 0.67/1.02 0.89 87.00 2.38 2.01/2.89 0.04 -0.16 0.0778 -0.59 45.6% 61 217 752 228 36.7% 0.30 0.0862 -0.12 0.04 0.37/0.84 0.61 88.00 2.76 2.19/3.80 0.04 -0.17 0.0660 -0.64 51.6% 139 2.1k 219 247 32.8% 0.19 0.0763 -0.08 0.03 0.33/0.45 0.43 89.00 4.02 2.85/4.85 0.04 -0.19 0.0547 -0.67 60.1% 21 253 794 939 34.1% 0.14 0.0592 -0.07 0.02 0.24/0.32 0.32 90.00 4.57 3.80/5.10 0.03 -0.12 0.0568 -0.77 48.2% 14 2.5k 220 5 34.1% 0.09 0.0436 -0.05 0.02 0.13/0.20 0.25 91.00 5.54 4.20/6.10 0.03 -0.13 0.0479 -0.79 54.1% 4 294 392 53 34.6% 0.06 0.0309 -0.04 0.01 0.08/0.13 0.09 92.00 8.20 5.65/7.85 0.04 -0.23 0.0372 -0.74 79.8% 6 21 273 54 36.5% 0.04 0.0231 -0.03 0.01 0.07/0.10 0.08 93.00 9.35 6.25/8.80 0.03 -0.23 0.0338 -0.76 84.4% 7 115
Greeks Profile 2026-09-04 · 6d · σ = 35.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $60 $73 $86 $99 $111 spot $85.69 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).