IV Skew
-11.2%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-02-19 (174d) 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 — 180.9% 0.92 0.0143 -0.14 0.01 11.40/13.50 9.15 35.00 — — — — — — — — — 1 — 125.8% 0.89 0.0251 -0.12 0.01 7.40/9.40 8.63 39.00 — — — — — — — — — 2 1 97.9% 0.87 0.0359 -0.11 0.01 5.40/7.30 10.60 41.00 0.08 0.00/0.20 0.01 -0.03 0.0244 -0.04 62.3% 2 33 3 2 88.8% 0.85 0.0444 -0.11 0.01 4.40/6.40 9.14 42.00 0.06 0.00/0.05 0.00 -0.02 0.0243 -0.03 46.1% 1 37 18 1 70.5% 0.84 0.0572 -0.09 0.01 3.50/4.30 5.50 43.00 0.08 0.00/0.15 0.01 -0.04 0.0506 -0.08 49.0% 4 66 4 2 52.7% 0.83 0.0787 -0.07 0.01 1.50/3.20 3.00 44.00 0.11 0.10/0.20 0.01 -0.04 0.0772 -0.12 42.7% 187 147 — — — — — — — — — 44.50 0.28 0.00/0.25 0.01 -0.05 0.0968 -0.15 40.4% 6 7 28 2 45.5% 0.77 0.1119 -0.07 0.02 1.75/2.30 2.12 45.00 0.25 0.20/0.30 0.02 -0.05 0.1211 -0.19 37.4% 59 78 9 1 40.0% 0.65 0.1536 -0.08 0.02 1.10/1.50 1.83 46.00 0.50 0.20/0.75 0.02 -0.08 0.1424 -0.36 43.7% 41 1.2k — — — — — — — — — 46.50 0.75 0.30/1.60 0.02 -0.13 0.0962 -0.45 68.5% 70 43 389 105 41.6% 0.49 0.1596 -0.09 0.02 0.65/1.00 0.90 47.00 1.00 0.85/1.15 0.02 -0.08 0.1611 -0.51 41.2% 1.2k 2.2k 149 58 36.2% 0.40 0.1772 -0.07 0.02 0.50/0.65 0.56 47.50 1.10 1.05/1.45 0.02 -0.08 0.1551 -0.59 41.8% 115 286 54 69 37.1% 0.32 0.1599 -0.07 0.02 0.30/0.50 0.41 48.00 1.50 1.45/2.00 0.02 -0.09 0.1230 -0.63 51.2% 38 303 — — — — — — — — — 48.50 2.04 1.80/2.25 0.02 -0.08 0.1217 -0.70 47.4% 102 49 58 55 51.7% 0.26 0.1050 -0.09 0.02 0.00/0.55 0.20 49.00 2.33 2.20/2.80 0.02 -0.09 0.1004 -0.72 55.8% 62 346 16 23 38.5% 0.14 0.0964 -0.04 0.01 0.05/0.20 0.20 49.50 2.93 2.65/3.20 0.02 -0.08 0.0907 -0.76 56.8% 7 25 201 18 35.4% 0.08 0.0704 -0.03 0.01 0.05/0.10 0.10 50.00 2.77 3.10/3.80 0.02 -0.10 0.0771 -0.76 67.1% 8 159 254 28 43.0% 0.07 0.0499 -0.03 0.01 0.00/0.10 0.06 51.00 4.30 4.00/5.30 0.02 -0.09 0.0636 -0.82 69.7% 5 39 272 13 43.4% 0.03 0.0283 -0.02 0.00 0.00/0.05 0.05 52.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 41.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $33 $40 $47 $54 $61 spot $46.84 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).