IV Skew
9.0%
25Δ put − call
Expiry 8/311d 9/23d 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d +5 more 2026-11-20 (82d) 2026-12-18 (110d) 2027-01-15 (138d) 2027-02-19 (173d) 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 26 35 93.4% 0.92 0.0267 -0.41 0.01 6.90/9.95 8.05 104.00 0.65 0.54/0.73 0.01 -0.20 0.0200 -0.04 76.2% 213 43 611 23 90.5% 0.90 0.0340 -0.48 0.01 6.65/8.50 7.55 105.00 0.78 0.63/0.90 0.01 -0.26 0.0284 -0.06 74.0% 1.1k 462 108 2 86.0% 0.87 0.0427 -0.55 0.01 5.15/8.25 6.30 106.00 0.99 0.81/1.19 0.01 -0.38 0.0403 -0.10 74.5% 321 61 41 3 76.6% 0.85 0.0534 -0.54 0.01 4.45/6.90 5.45 107.00 1.40 1.00/1.33 0.01 -0.46 0.0532 -0.14 71.4% 135 50 23 10 86.3% 0.76 0.0621 -0.80 0.02 4.15/6.55 6.15 108.00 1.40 1.26/2.00 0.02 -0.64 0.0660 -0.21 75.9% 381 166 33 34 84.1% 0.69 0.0715 -0.87 0.02 3.60/5.70 5.30 109.00 1.85 1.65/1.90 0.02 -0.68 0.0816 -0.27 70.0% 408 80 183 74 71.3% 0.64 0.0904 -0.79 0.02 3.15/4.00 3.50 110.00 2.25 2.19/2.30 0.02 -0.78 0.0901 -0.36 71.6% 1.5k 431 83 126 67.8% 0.54 0.1004 -0.79 0.02 2.40/3.40 3.11 111.00 2.60 2.12/2.97 0.02 -0.77 0.1009 -0.46 67.4% 632 31 205 938 68.6% 0.44 0.0988 -0.79 0.02 2.40/2.50 2.40 112.00 3.15 2.67/3.45 0.02 -0.77 0.1006 -0.56 67.3% 455 103 5 395 70.0% 0.35 0.0909 -0.76 0.02 1.77/2.40 2.10 113.00 3.50 3.45/4.10 0.02 -0.76 0.0901 -0.65 70.8% 324 219 57 336 68.2% 0.26 0.0818 -0.65 0.02 1.40/1.90 1.60 114.00 4.38 3.55/4.85 0.02 -0.60 0.0837 -0.75 65.3% 232 40 206 963 64.4% 0.17 0.0684 -0.48 0.01 1.11/1.29 1.30 115.00 5.00 4.45/5.80 0.02 -0.58 0.0671 -0.80 71.8% 948 362 312 117 68.0% 0.13 0.0531 -0.42 0.01 0.80/1.32 1.00 116.00 5.50 4.70/7.10 0.01 -0.48 0.0540 -0.85 73.3% 588 143 105 346 65.5% 0.08 0.0378 -0.28 0.01 0.65/0.88 0.87 117.00 6.13 5.45/8.75 0.01 -0.56 0.0447 -0.86 86.8% 156 133 178 432 66.2% 0.05 0.0263 -0.20 0.01 0.43/0.79 0.58 118.00 6.97 6.15/9.15 0.01 -0.35 0.0337 -0.91 79.8% 109 80 54 100 67.9% 0.03 0.0182 -0.14 0.00 0.30/0.71 0.50 119.00 7.63 6.35/10.00 0.00 -0.13 0.0185 -0.97 68.4% 45 46
Greeks Profile 2026-08-31 · 1d · σ = 67.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $78 $95 $111 $128 $145 spot $111.34 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).