IV Skew
8.8%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-02-19 (174d) 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 8 1 53.7% 0.87 0.0280 -0.14 0.03 6.90/10.05 8.50 100.00 0.04 0.00/0.05 0.01 -0.02 0.0118 -0.02 29.1% 81 538 12 32 59.7% 0.82 0.0321 -0.19 0.04 6.70/9.10 6.69 101.00 0.05 0.00/0.10 0.01 -0.03 0.0206 -0.04 29.7% 79 198 6 1 52.6% 0.81 0.0375 -0.18 0.04 5.55/8.10 6.25 102.00 0.17 0.02/0.33 0.02 -0.07 0.0365 -0.10 35.5% 248 62 17 1 60.2% 0.74 0.0389 -0.23 0.04 4.80/6.45 5.76 103.00 0.15 0.09/0.20 0.02 -0.05 0.0416 -0.08 26.8% 258 206 39 1 70.8% 0.67 0.0367 -0.30 0.05 2.39/6.35 4.45 104.00 0.25 0.20/0.27 0.03 -0.06 0.0578 -0.12 24.8% 203 153 61 1 36.2% 0.73 0.0659 -0.15 0.05 3.20/3.85 3.70 105.00 0.44 0.34/0.51 0.04 -0.08 0.0778 -0.20 26.0% 458 716 511 11 41.7% 0.64 0.0647 -0.19 0.05 0.90/3.50 2.78 106.00 0.68 0.59/0.78 0.05 -0.10 0.0952 -0.29 25.9% 290 892 154 36 35.9% 0.58 0.0787 -0.17 0.05 1.58/2.58 2.00 107.00 0.98 0.92/1.03 0.05 -0.10 0.1158 -0.38 23.8% 525 719 850 922 34.6% 0.50 0.0833 -0.17 0.06 0.89/1.99 1.44 108.00 1.45 1.28/1.50 0.06 -0.10 0.1208 -0.50 23.9% 971 723 825 361 25.1% 0.39 0.1100 -0.12 0.05 0.90/1.00 1.07 109.00 2.00 1.90/2.12 0.05 -0.10 0.1122 -0.62 24.6% 549 179 1.3k 696 27.3% 0.30 0.0920 -0.11 0.05 0.63/0.79 0.68 110.00 2.49 2.08/3.30 0.05 -0.13 0.0778 -0.66 34.0% 166 230 231 237 27.2% 0.22 0.0778 -0.09 0.04 0.27/0.53 0.41 111.00 3.30 2.60/4.65 0.05 -0.18 0.0565 -0.67 46.3% 4 140 124 126 26.0% 0.14 0.0610 -0.07 0.03 0.16/0.30 0.23 112.00 4.15 3.00/4.95 0.04 -0.12 0.0580 -0.77 37.9% 10 4 57 52 26.7% 0.09 0.0449 -0.05 0.02 0.14/0.20 0.15 113.00 — — — — — — — — — 158 40 27.1% 0.06 0.0317 -0.04 0.02 0.09/0.13 0.13 114.00 — — — — — — — — — 176 180 28.7% 0.04 0.0235 -0.03 0.01 0.03/0.10 0.03 115.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 29.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $75 $92 $108 $124 $140 spot $107.85 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).