IV Skew
0.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 2 60.5% 0.92 0.0259 -0.10 0.01 7.55/8.00 6.52 76.00 0.12 0.01/0.12 0.01 -0.03 0.0155 -0.03 43.7% 10 75 20 6 56.5% 0.90 0.0318 -0.11 0.02 6.60/7.05 9.35 77.00 0.15 0.08/0.17 0.01 -0.04 0.0229 -0.04 42.1% 2 86 21 2 52.2% 0.88 0.0394 -0.11 0.02 5.65/6.10 5.75 78.00 0.19 0.11/0.27 0.01 -0.06 0.0344 -0.07 42.0% 11 52 34 8 49.0% 0.85 0.0495 -0.12 0.02 4.75/5.20 6.65 79.00 0.39 0.22/0.38 0.02 -0.07 0.0477 -0.11 40.6% 44 49 159 1 46.5% 0.80 0.0616 -0.14 0.03 3.95/4.35 5.00 80.00 0.50 0.34/0.51 0.02 -0.09 0.0639 -0.16 38.6% 21 425 53 24 42.9% 0.75 0.0765 -0.14 0.03 3.15/3.50 3.28 81.00 0.64 0.54/0.73 0.03 -0.11 0.0819 -0.23 37.8% 30 47 139 66 41.8% 0.66 0.0891 -0.16 0.04 2.50/2.80 2.58 82.00 0.95 0.90/1.04 0.03 -0.13 0.0976 -0.32 37.5% 39 626 142 64 40.7% 0.57 0.0987 -0.16 0.04 1.91/2.17 2.04 83.00 1.44 1.28/1.45 0.04 -0.14 0.1070 -0.42 37.4% 106 48 143 85 40.1% 0.47 0.1014 -0.16 0.04 1.42/1.65 1.47 84.00 1.93 1.76/1.98 0.04 -0.14 0.1072 -0.53 37.9% 65 111 413 786 39.9% 0.37 0.0969 -0.15 0.04 1.01/1.23 1.15 85.00 2.50 2.30/2.56 0.04 -0.13 0.1019 -0.64 37.6% 79 89 267 53 39.9% 0.28 0.0865 -0.13 0.03 0.70/0.90 0.76 86.00 3.43 2.91/3.30 0.03 -0.12 0.0876 -0.72 39.2% 7 30 1.0k 692 39.3% 0.20 0.0730 -0.11 0.03 0.45/0.62 0.52 87.00 — — — — — — — — — 3.0k 726 39.7% 0.14 0.0576 -0.09 0.02 0.30/0.44 0.36 88.00 — — — — — — — — — 590 232 41.0% 0.10 0.0441 -0.07 0.02 0.16/0.33 0.23 89.00 — — — — — — — — — 2.4k 763 39.5% 0.06 0.0302 -0.05 0.01 0.12/0.19 0.16 90.00 6.99 6.25/6.75 0.02 -0.06 0.0358 -0.91 45.4% 1 31 2.8k 43 39.3% 0.03 0.0199 -0.03 0.01 0.10/0.12 0.11 91.00 — — — — — — — — — — — — — — — — — — 95.00 16.10 11.15/11.65 0.01 -0.04 0.0147 -0.96 61.5% — —
Greeks Profile 2026-09-04 · 5d · σ = 39.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $58 $71 $84 $96 $109 spot $83.57 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).