IV Skew
-6.1%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +5 more 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-12-17 (473d) 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 56.3% 1.00 0.0022 -0.01 0.00 9.50/10.40 9.71 57.00 — — — — — — — — — — — — — — — — — — 59.00 0.10 0.00/0.21 0.00 -0.04 0.0150 -0.03 66.0% 3 11 3 — 139.8% 0.80 0.0290 -0.35 0.02 5.35/8.50 11.22 60.00 0.08 0.04/0.15 0.01 -0.04 0.0179 -0.03 57.8% 2 117 4 8 73.0% 0.90 0.0352 -0.12 0.01 5.45/7.20 12.23 61.00 0.16 0.08/0.37 0.01 -0.07 0.0313 -0.07 62.4% 4 3 2 1 58.1% 0.90 0.0422 -0.09 0.01 4.55/5.90 5.19 62.00 0.33 0.00/0.49 0.01 -0.08 0.0409 -0.09 55.6% 6 79 7 4 52.1% 0.87 0.0565 -0.10 0.01 3.65/4.90 10.07 63.00 0.39 0.19/0.49 0.01 -0.09 0.0566 -0.13 52.4% 55 142 6 3 69.1% 0.75 0.0661 -0.20 0.02 2.91/3.90 3.48 64.00 0.65 0.37/0.68 0.02 -0.12 0.0757 -0.19 51.7% 135 71 15 5 55.5% 0.71 0.0885 -0.17 0.02 2.35/3.35 2.85 65.00 0.86 0.39/1.35 0.02 -0.16 0.0903 -0.29 54.0% 105 174 72 34 56.3% 0.61 0.0974 -0.19 0.03 2.04/2.47 2.26 66.00 1.36 0.91/1.36 0.03 -0.16 0.1081 -0.38 50.3% 69 152 20 114 55.0% 0.51 0.1035 -0.20 0.03 1.28/2.10 1.61 67.00 1.67 1.45/1.84 0.03 -0.18 0.1102 -0.49 51.7% 50 103 14 84 56.7% 0.41 0.0979 -0.20 0.03 1.09/1.52 1.25 68.00 2.23 1.90/2.40 0.03 -0.19 0.0961 -0.59 57.8% 57 410 229 60 56.1% 0.32 0.0906 -0.18 0.02 0.75/1.12 0.78 69.00 2.92 2.49/3.15 0.03 -0.19 0.0844 -0.67 61.4% 7 58 238 35 57.7% 0.24 0.0771 -0.16 0.02 0.49/0.92 0.63 70.00 3.54 2.87/3.95 0.02 -0.18 0.0726 -0.73 64.7% 40 71 187 44 55.8% 0.17 0.0637 -0.12 0.02 0.27/0.63 0.56 71.00 4.43 4.10/4.75 0.02 -0.10 0.0633 -0.85 51.7% 3 276 33 5 56.8% 0.12 0.0495 -0.10 0.01 0.05/0.59 0.33 72.00 5.32 4.90/5.70 0.01 -0.07 0.0470 -0.90 52.1% 5 38 49 18 68.0% 0.12 0.0420 -0.12 0.01 0.00/0.78 0.12 73.00 6.24 5.80/6.70 0.01 -0.06 0.0355 -0.93 55.4% 11 24 58 31 55.5% 0.05 0.0246 -0.05 0.01 0.00/0.24 0.19 74.00 7.40 6.05/7.95 0.02 -0.22 0.0380 -0.82 99.8% 9 10
Greeks Profile 2026-09-04 · 4d · σ = 53.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $47 $57 $67 $77 $87 spot $66.94 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).