IV Skew
-2.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +4 more 2027-02-19 (173d) 2027-06-17 (291d) 2028-01-21 (509d) 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 — — — — — — — — — 66.00 0.53 0.05/0.75 0.01 -0.09 0.0217 -0.07 72.7% — — — — — — — — — — — 67.00 0.52 0.15/0.80 0.01 -0.10 0.0269 -0.09 69.5% 1 10 — — — — — — — — — 68.00 0.73 0.45/0.90 0.02 -0.13 0.0339 -0.13 70.8% 1 2 — — — — — — — — — 69.00 0.45 0.05/1.35 0.02 -0.13 0.0410 -0.15 64.2% 1 4 — — — — — — — — — 70.00 1.10 0.60/1.30 0.02 -0.15 0.0491 -0.20 64.7% 6 65 — — — — — — — — — 71.00 1.05 1.05/2.10 0.03 -0.21 0.0518 -0.28 74.2% 7 14 — — — — — — — — — 72.00 1.79 1.35/2.20 0.03 -0.22 0.0592 -0.33 69.8% 2 18 — — — — — — — — — 74.00 1.31 2.15/2.70 0.03 -0.22 0.0709 -0.45 64.2% 1 3 2 16 69.8% 0.48 0.0655 -0.25 0.03 2.20/3.00 3.30 75.00 3.36 2.65/3.50 0.03 -0.23 0.0680 -0.52 67.3% 22 5 1 2 77.1% 0.43 0.0584 -0.27 0.03 1.75/3.20 2.25 76.00 — — — — — — — — — — — — — — — — — — 77.00 4.69 3.70/5.10 0.03 -0.22 0.0611 -0.64 70.1% 54 2 1 6 76.8% 0.32 0.0534 -0.24 0.03 1.20/2.30 2.26 78.00 3.83 4.30/5.70 0.03 -0.20 0.0581 -0.71 68.0% 4 14 12 5 67.2% 0.24 0.0529 -0.18 0.03 0.40/1.85 1.72 79.00 5.15 5.00/6.80 0.03 -0.20 0.0509 -0.74 72.9% 12 4 31 5.3k 72.7% 0.21 0.0458 -0.19 0.03 0.85/1.30 1.06 80.00 6.57 5.60/7.40 0.02 -0.15 0.0465 -0.81 67.9% 5 12 1 1 85.6% 0.20 0.0373 -0.21 0.02 0.40/1.95 0.74 81.50 — — — — — — — — — 3 3 72.7% 0.14 0.0348 -0.14 0.02 0.50/0.90 1.02 82.00 — — — — — — — — — 7 7 84.7% 0.15 0.0313 -0.17 0.02 0.10/1.65 1.31 83.00 — — — — — — — — — — — — — — — — — — 90.00 12.84 14.10/17.30 0.00 -0.02 0.0068 -0.98 76.0% 1 27 — — — — — — — — — 93.00 17.99 14.50/18.20 — 0.01 — -1.00 0.0% — 1 — — — — — — — — — 105.00 24.04 29.00/31.80 0.01 -0.26 0.0091 -0.91 198.7% 5 5
Greeks Profile 2026-09-04 · 5d · σ = 67.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $52 $63 $74 $86 $97 spot $74.42 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).