IV Skew
-5.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 1/15137d 4/16228d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 155.5% 0.93 0.0173 -0.15 0.01 9.30/11.40 11.31 40.00 — — — — — — — — — 1 — 101.2% 0.85 0.0442 -0.16 0.01 4.50/6.50 5.66 45.00 — — — — — — — — — — — — — — — — — — 45.50 0.10 0.00/0.95 0.01 -0.13 0.0497 -0.14 86.7% 1 4 20 — 87.3% 0.83 0.0560 -0.15 0.01 3.70/5.30 5.04 46.00 0.12 0.00/0.75 0.01 -0.10 0.0564 -0.13 73.2% 2 40 2 — 76.0% 0.79 0.0729 -0.15 0.02 2.80/4.30 2.95 47.00 0.15 0.10/0.20 0.01 -0.06 0.0747 -0.11 48.1% 116 49 — — — — — — — — — 47.50 0.20 0.00/0.25 0.01 -0.07 0.0944 -0.14 45.7% 239 17 1 1 51.8% 0.78 0.1108 -0.11 0.02 1.90/2.85 2.87 48.00 0.23 0.15/0.35 0.01 -0.08 0.1167 -0.20 45.4% 248 129 — — — — — — — — — 48.50 0.40 0.25/0.50 0.02 -0.10 0.1360 -0.26 46.1% 192 55 11 1 51.6% 0.65 0.1379 -0.13 0.02 1.35/2.05 2.80 49.00 0.60 0.50/0.65 0.02 -0.11 0.1547 -0.34 45.1% 51 384 4 3 51.0% 0.58 0.1471 -0.13 0.02 1.10/1.40 1.35 49.50 0.75 0.60/1.15 0.02 -0.15 0.1296 -0.43 58.0% 61 90 33 61 46.9% 0.50 0.1627 -0.13 0.02 0.90/1.05 0.98 50.00 1.05 0.95/1.05 0.02 -0.11 0.1773 -0.50 43.1% 167 291 116 378 49.4% 0.35 0.1436 -0.12 0.02 0.45/0.70 0.57 51.00 1.60 1.45/1.70 0.02 -0.10 0.1542 -0.66 45.3% 47 74 144 110 51.4% 0.23 0.1141 -0.10 0.02 0.30/0.45 0.36 52.00 2.22 2.15/2.60 0.02 -0.11 0.1110 -0.75 54.5% 30 18 202 48 54.2% 0.15 0.0836 -0.08 0.01 0.15/0.30 0.21 53.00 3.13 2.95/3.60 0.01 -0.12 0.0819 -0.79 66.8% 19 89 221 65 54.7% 0.09 0.0570 -0.06 0.01 0.10/0.25 0.18 54.00 3.08 3.00/4.50 0.01 -0.11 0.0643 -0.84 71.9% 38 121 392 63 58.4% 0.06 0.0393 -0.05 0.01 0.05/0.20 0.05 55.00 4.01 3.90/5.40 0.01 -0.09 0.0500 -0.88 74.9% 10 20 88 2 63.1% 0.04 0.0284 -0.04 0.00 0.00/0.20 0.10 56.00 6.62 4.70/6.30 0.01 -0.07 0.0373 -0.92 75.4% 3 11 106 30 61.7% 0.02 0.0162 -0.02 0.00 0.00/0.10 0.05 57.00 6.30 5.50/7.50 0.01 -0.12 0.0368 -0.89 100.8% 2 36
Greeks Profile 2026-09-04 · 4d · σ = 45.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $42 $50 $57 $65 spot $49.91 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).