IV Skew
8.2%
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) 2027-06-17 (290d) 2027-09-17 (382d) 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 282 16 150.1% 0.79 0.0284 -0.36 0.02 7.75/10.15 8.87 57.00 1.00 0.30/1.41 0.01 -0.18 0.0305 -0.13 104.0% 10 63 303 2 130.6% 0.79 0.0333 -0.32 0.02 6.85/8.65 7.88 58.00 1.12 0.51/1.46 0.02 -0.20 0.0362 -0.16 99.7% 95 45 24 7 125.1% 0.76 0.0375 -0.33 0.02 6.20/7.65 6.88 59.00 1.37 1.12/2.41 0.02 -0.31 0.0386 -0.24 119.2% 6 11 42 6 125.8% 0.71 0.0405 -0.36 0.02 5.50/7.10 6.18 60.00 1.63 0.80/2.53 0.02 -0.28 0.0464 -0.26 103.7% 63 514 38 6 112.0% 0.68 0.0476 -0.34 0.02 4.85/5.70 5.36 61.00 2.01 0.64/3.30 0.02 -0.30 0.0514 -0.31 101.9% 38 30 50 11 117.8% 0.63 0.0480 -0.38 0.03 4.40/5.35 4.88 62.00 2.40 2.18/2.55 0.03 -0.32 0.0550 -0.36 101.5% 147 25 91 26 114.9% 0.58 0.0508 -0.38 0.03 3.85/4.65 4.18 63.00 2.73 2.01/3.30 0.03 -0.31 0.0604 -0.42 96.4% 37 6 12 6 111.1% 0.55 0.0532 -0.37 0.03 3.55/4.20 3.86 63.50 2.79 2.93/3.45 0.03 -0.35 0.0560 -0.45 105.4% 4 1 151 57 111.6% 0.52 0.0532 -0.38 0.03 3.40/3.90 3.74 64.00 3.60 2.18/3.70 0.03 -0.30 0.0662 -0.48 89.8% 12 10 139 33 111.6% 0.47 0.0532 -0.38 0.03 3.05/3.35 3.13 65.00 — — — — — — — — — 36 6 112.9% 0.42 0.0517 -0.37 0.03 2.47/3.20 2.75 66.00 7.78 4.10/5.00 0.03 -0.33 0.0558 -0.59 104.1% 1 3 37 8 93.7% 0.34 0.0584 -0.29 0.02 0.62/3.10 2.44 67.00 — — — — — — — — — 36 48 110.7% 0.32 0.0484 -0.34 0.02 1.34/2.80 1.99 68.00 — — — — — — — — — 38 26 109.6% 0.28 0.0456 -0.31 0.02 1.46/2.03 1.75 69.00 9.53 5.40/7.95 0.02 -0.29 0.0461 -0.73 107.2% — 2 135 1.8k 105.1% 0.23 0.0426 -0.27 0.02 1.17/1.56 1.51 70.00 6.90 6.65/9.15 0.02 -0.33 0.0396 -0.73 124.0% 7 14 223 6 98.3% 0.17 0.0385 -0.21 0.02 0.61/1.35 1.35 71.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 100.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $45 $54 $64 $74 $83 spot $64.00 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).