IV Skew
11.7%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 12/18111d 1/15139d +4 more 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
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 — 59.7% 0.91 0.0036 -0.70 0.13 55.10/61.90 85.61 545.00 — — — — — — — — — 2 1 59.1% 0.89 0.0042 -0.78 0.15 50.10/58.10 65.90 550.00 — — — — — — — — — 4 1 56.9% 0.84 0.0055 -0.93 0.18 42.00/48.80 86.10 560.00 — — — — — — — — — 2 1 53.8% 0.79 0.0070 -1.05 0.22 33.00/40.80 41.13 570.00 4.91 1.00/9.20 0.24 -1.31 0.0063 -0.25 65.3% 1 41 — — — — — — — — — 575.00 5.80 2.00/10.00 0.26 -1.32 0.0069 -0.28 62.6% 2 110 4 1 51.3% 0.72 0.0085 -1.16 0.26 26.00/32.20 61.42 580.00 5.20 3.20/11.80 0.27 -1.41 0.0073 -0.31 62.9% 2 54 — — — — — — — — — 585.00 8.20 6.30/10.00 0.28 -1.16 0.0092 -0.33 51.0% 24 18 15 19 52.8% 0.62 0.0093 -1.33 0.29 19.00/27.50 25.81 590.00 9.80 8.00/15.50 0.29 -1.20 0.0098 -0.37 50.4% 2 123 2 4 51.6% 0.58 0.0099 -1.34 0.30 17.50/22.60 20.53 595.00 12.30 9.20/16.60 0.30 -1.44 0.0087 -0.43 58.5% 5 3 — — — — — — — — — 597.50 25.00 10.50/18.80 0.31 -1.53 0.0084 -0.45 61.6% 1 4 13 16 55.9% 0.53 0.0093 -1.46 0.31 17.00/20.80 20.67 600.00 15.45 12.40/17.80 0.31 -1.36 0.0094 -0.47 54.8% 5 20 — — — — — — — — — 602.50 15.43 13.10/21.30 0.31 -1.53 0.0084 -0.50 61.4% 1 3 3 7 56.3% 0.48 0.0092 -1.47 0.31 13.50/19.90 17.68 605.00 16.68 14.50/22.30 0.31 -1.50 0.0086 -0.52 60.3% 7 3 — — — — — — — — — 607.50 21.44 16.60/23.40 0.31 -1.47 0.0087 -0.54 59.4% 2 3 11 2 54.5% 0.43 0.0094 -1.40 0.30 10.30/17.60 22.00 610.00 20.90 18.50/25.00 0.30 -1.47 0.0085 -0.56 59.9% 1 4 2 7 52.6% 0.34 0.0090 -1.26 0.28 5.60/13.90 11.08 620.00 — — — — — — — — — 5 1 54.0% 0.30 0.0083 -1.22 0.27 6.00/11.30 21.70 625.00 28.20 28.00/34.30 0.27 -1.28 0.0079 -0.68 58.6% 50 195 16 27 53.6% 0.26 0.0078 -1.13 0.25 4.40/10.00 9.90 630.00 37.95 31.00/38.00 0.26 -1.22 0.0074 -0.72 59.0% 1 5 — — — — — — — — — 635.00 35.00 35.00/42.00 0.24 -1.16 0.0069 -0.75 60.0% 13 13 22 15 58.0% 0.21 0.0065 -1.09 0.22 1.45/6.10 5.10 640.00 33.64 39.90/45.80 0.23 -1.06 0.0064 -0.78 59.7% 1 4 8 7 56.2% 0.17 0.0059 -0.94 0.20 1.20/8.30 4.63 645.00 — — — — — — — — — 226 108 54.5% 0.14 0.0053 -0.79 0.17 1.40/3.60 4.00 650.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 55.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $421 $511 $601 $691 $781 spot $600.73 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).