IV Skew
7.4%
25Δ put − call
Expiry 9/42d 9/119d 9/1816d 9/2523d 10/230d 10/937d 10/1644d 12/18107d +6 more 2027-01-15 (135d) 2027-03-19 (198d) 2027-06-17 (288d) 2027-09-17 (380d) 2027-12-17 (471d) 2028-01-21 (506d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 142.6% 0.97 0.0131 -0.07 0.00 7.50/8.50 8.09 35.00 — — — — — — — — — 6 2 90.4% 0.92 0.0514 -0.11 0.00 3.30/4.90 4.11 39.00 0.12 0.00/0.25 0.00 -0.04 0.0316 -0.03 66.8% 12 27 — — — — — — — — — 39.50 0.03 0.00/0.10 0.00 -0.03 0.0347 -0.03 56.3% 1 34 6 1 64.6% 0.92 0.0708 -0.08 0.00 2.60/3.40 2.59 40.00 0.05 0.05/0.10 0.00 -0.03 0.0466 -0.03 49.6% 59 459 — — — — — — — — — 40.50 0.19 0.05/0.45 0.01 -0.08 0.0937 -0.10 57.4% 5 91 31 1 64.8% 0.82 0.1291 -0.14 0.01 1.75/2.70 2.06 41.00 0.18 0.15/0.25 0.01 -0.08 0.1277 -0.12 49.0% 2 175 16 8 56.6% 0.77 0.1692 -0.14 0.01 1.40/1.75 1.89 41.50 0.28 0.25/0.45 0.01 -0.13 0.1729 -0.22 54.0% 33 65 106 15 55.0% 0.68 0.2056 -0.16 0.01 1.10/1.40 1.18 42.00 0.45 0.35/0.90 0.01 -0.15 0.2082 -0.32 54.1% 189 323 44 69 51.4% 0.57 0.2412 -0.16 0.01 0.80/1.05 0.90 42.50 0.59 0.55/0.90 0.01 -0.18 0.2156 -0.43 57.6% 55 123 216 34 48.2% 0.45 0.2590 -0.15 0.01 0.55/0.75 0.80 43.00 0.77 0.80/1.00 0.01 -0.15 0.2560 -0.55 48.8% 37 184 296 79 48.3% 0.32 0.2351 -0.14 0.01 0.40/0.55 0.47 43.50 0.90 1.00/1.30 0.01 -0.14 0.2329 -0.67 48.9% 2 54 453 74 48.8% 0.22 0.1925 -0.12 0.01 0.10/0.40 0.30 44.00 1.56 1.30/1.70 0.01 -0.13 0.1862 -0.76 52.7% 226 71 152 108 46.8% 0.13 0.1427 -0.08 0.01 0.15/0.25 0.25 44.50 2.55 1.70/2.15 0.01 -0.12 0.1446 -0.82 58.2% 2 27 446 49 50.0% 0.09 0.1007 -0.06 0.01 0.10/0.20 0.19 45.00 3.15 1.85/2.70 0.01 -0.14 0.1142 -0.83 69.9% 4 47 55 11 51.8% 0.06 0.0682 -0.05 0.00 0.05/0.15 0.13 45.50 2.64 2.30/3.10 0.01 -0.11 0.0912 -0.88 70.3% 5 7 171 91 52.0% 0.03 0.0419 -0.03 0.00 0.00/0.10 0.05 46.00 3.55 2.90/3.50 0.00 -0.08 0.0685 -0.92 68.9% 1 35 272 19 57.4% 0.03 0.0331 -0.03 0.00 0.00/0.10 0.05 46.50 — — — — — — — — — — — — — — — — — — 47.00 3.89 3.60/4.70 0.01 -0.14 0.0584 -0.89 99.4% 1 17
Greeks Profile 2026-09-04 · 2d · σ = 48.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $30 $36 $43 $49 $56 spot $42.76 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).