IV Skew
7.0%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +8 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 45 2 69.5% 0.86 0.0283 -0.15 0.02 6.30/8.40 5.69 79.00 0.01 0.00/0.21 0.01 -0.05 0.0227 -0.06 48.4% 2 79 77 32 52.4% 0.89 0.0318 -0.10 0.02 5.90/7.10 6.60 80.00 0.04 0.00/0.03 0.00 -0.01 0.0115 -0.01 29.3% 13 283 12 10 38.3% 0.92 0.0341 -0.06 0.02 5.40/5.90 5.50 81.00 0.04 0.01/0.08 0.01 -0.02 0.0243 -0.04 30.5% 111 117 29 31 33.0% 0.91 0.0435 -0.06 0.02 4.70/4.90 4.75 82.00 0.08 0.02/0.11 0.01 -0.03 0.0362 -0.06 27.9% 85 133 38 11 29.7% 0.88 0.0602 -0.06 0.02 3.55/3.95 3.65 83.00 0.13 0.10/0.17 0.02 -0.04 0.0561 -0.09 26.1% 114 807 378 94 27.1% 0.83 0.0847 -0.07 0.03 2.70/3.05 2.69 84.00 0.22 0.16/0.28 0.03 -0.05 0.0851 -0.15 24.7% 518 1.4k 798 234 24.8% 0.74 0.1165 -0.08 0.04 2.02/2.21 2.05 85.00 0.44 0.34/0.42 0.03 -0.06 0.1235 -0.23 22.3% 1.2k 533 346 1.2k 23.3% 0.62 0.1470 -0.09 0.04 1.33/1.49 1.41 86.00 0.71 0.62/0.75 0.04 -0.07 0.1535 -0.37 22.2% 451 147 917 1.9k 22.5% 0.47 0.1592 -0.09 0.04 0.75/0.93 0.80 87.00 1.26 1.03/1.28 0.04 -0.08 0.1536 -0.53 23.3% 227 272 1.5k 1.5k 21.2% 0.31 0.1484 -0.07 0.04 0.44/0.50 0.49 88.00 1.84 1.63/1.99 0.04 -0.08 0.1293 -0.66 25.4% 160 170 986 188 20.9% 0.17 0.1104 -0.05 0.03 0.18/0.25 0.20 89.00 3.85 2.42/2.83 0.04 -0.07 0.1000 -0.75 28.4% 50 68 513 822 21.0% 0.09 0.0686 -0.03 0.02 0.09/0.12 0.11 90.00 3.63 3.30/3.75 0.03 -0.07 0.0764 -0.81 32.2% 1 1 548 96 20.9% 0.04 0.0359 -0.02 0.01 0.04/0.05 0.05 91.00 — — — — — — — — — 1.0k 11 22.5% 0.02 0.0206 -0.01 0.01 0.01/0.03 0.02 92.00 5.89 5.20/6.05 0.03 -0.13 0.0482 -0.80 52.1% 2 — 146 3 32.3% 0.05 0.0281 -0.03 0.01 0.00/0.10 0.02 93.00 — — — — — — — — — 128 10 35.4% 0.04 0.0221 -0.03 0.01 0.00/0.09 0.03 94.00 7.86 7.15/8.05 0.03 -0.14 0.0362 -0.83 62.7% 6 — — — — — — — — — — 95.00 8.80 8.15/9.05 0.02 -0.06 0.0280 -0.91 50.8% 4 — — — — — — — — — — 96.00 9.74 9.20/10.20 0.02 -0.09 0.0263 -0.90 59.5% 2 —
Greeks Profile 2026-09-04 · 6d · σ = 22.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $61 $74 $87 $100 $113 spot $86.69 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).