IV Skew
-8.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +7 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 2028-01-21 (508d) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 1 59.1% 0.90 0.0279 -0.14 0.02 6.65/9.05 8.13 91.00 0.15 0.09/0.44 0.01 -0.09 0.0249 -0.07 51.9% 7 39 115 4 68.4% 0.84 0.0348 -0.23 0.03 5.70/8.85 7.46 92.00 0.21 0.05/0.51 0.02 -0.14 0.0342 -0.12 56.7% 25 171 23 15 61.5% 0.82 0.0412 -0.22 0.03 5.45/7.10 6.17 93.00 0.35 0.10/0.56 0.02 -0.15 0.0416 -0.14 52.3% 40 103 284 21 85.4% 0.71 0.0386 -0.38 0.04 3.45/6.45 5.53 94.00 0.43 0.22/0.58 0.03 -0.15 0.0515 -0.16 46.5% 34 67 176 16 63.4% 0.72 0.0517 -0.28 0.03 3.70/4.90 4.85 95.00 0.66 0.41/0.81 0.03 -0.17 0.0623 -0.22 46.3% 82 254 58 13 61.0% 0.67 0.0578 -0.29 0.04 3.05/4.15 4.12 96.00 0.68 0.91/1.11 0.04 -0.20 0.0718 -0.29 46.4% 95 165 40 13 53.0% 0.62 0.0698 -0.27 0.04 2.64/3.20 2.92 97.00 1.29 1.03/1.65 0.04 -0.24 0.0733 -0.38 50.3% 29 92 40 26 57.1% 0.54 0.0674 -0.30 0.04 2.11/2.84 2.60 98.00 1.75 1.57/2.09 0.04 -0.25 0.0767 -0.45 50.1% 51 74 69 93 51.1% 0.47 0.0756 -0.27 0.04 1.82/2.08 2.08 99.00 2.35 1.93/2.66 0.04 -0.26 0.0753 -0.53 51.3% 22 56 956 106 51.9% 0.40 0.0722 -0.26 0.04 1.12/1.70 1.45 100.00 2.88 2.77/3.20 0.04 -0.24 0.0743 -0.60 50.3% 37 154 58 46 55.0% 0.34 0.0647 -0.26 0.04 0.96/1.48 1.61 101.00 3.50 3.05/4.15 0.04 -0.26 0.0625 -0.65 57.4% 15 41 98 49 51.7% 0.27 0.0617 -0.22 0.03 0.84/1.24 0.90 102.00 3.95 3.70/5.00 0.04 -0.27 0.0553 -0.70 61.3% 57 162 97 99 54.5% 0.22 0.0533 -0.21 0.03 0.47/0.90 0.78 103.00 4.62 4.45/5.85 0.03 -0.26 0.0492 -0.74 64.5% 13 18 216 356 51.1% 0.16 0.0463 -0.16 0.03 0.45/0.72 0.64 104.00 5.35 5.00/6.60 0.03 -0.23 0.0445 -0.78 64.3% 3 10 636 345 55.0% 0.14 0.0391 -0.16 0.02 0.24/0.54 0.42 105.00 6.20 5.75/7.45 0.03 -0.22 0.0394 -0.81 65.9% 2 84 32 32 55.5% 0.11 0.0324 -0.13 0.02 0.13/0.42 0.28 106.00 7.37 6.40/9.00 0.03 -0.33 0.0332 -0.78 87.4% 3 35
Greeks Profile 2026-09-04 · 4d · σ = 53.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $69 $84 $98 $113 $128 spot $98.43 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).