IV Skew
-3.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 48.00 0.05 0.00/0.05 0.00 -0.01 0.0113 -0.01 51.2% 4 51 — 1 62.5% 0.94 0.0316 -0.06 0.01 5.30/5.80 5.20 49.00 0.06 0.00/0.08 0.00 -0.02 0.0197 -0.03 48.4% 4 34 — — — — — — — — — 49.50 0.05 0.00/0.08 0.00 -0.02 0.0229 -0.03 44.7% 2 6 — — — — — — — — — 50.00 0.05 0.00/0.09 0.00 -0.02 0.0289 -0.04 42.2% 5 39 2 1 47.9% 0.89 0.0600 -0.06 0.01 3.45/3.85 2.84 51.00 0.05 0.01/0.06 0.00 -0.01 0.0343 -0.03 31.4% 2 221 19 15 39.8% 0.86 0.0883 -0.06 0.01 2.52/2.88 2.36 52.00 0.10 0.06/0.10 0.01 -0.02 0.0702 -0.06 27.5% 11 433 82 174 36.3% 0.77 0.1325 -0.08 0.02 1.65/2.04 1.87 53.00 0.24 0.16/0.25 0.02 -0.04 0.1461 -0.17 27.0% 29 156 110 66 33.7% 0.62 0.1771 -0.09 0.02 0.98/1.32 1.10 54.00 0.55 0.45/0.56 0.02 -0.06 0.2152 -0.36 27.1% 57 128 468 96 33.4% 0.43 0.1845 -0.09 0.03 0.56/0.81 0.62 55.00 0.95 0.86/1.26 0.03 -0.08 0.1809 -0.56 34.1% 13 42 411 50 33.8% 0.27 0.1527 -0.07 0.02 0.24/0.47 0.33 56.00 — — — — — — — — — 448 15 31.3% 0.12 0.1026 -0.04 0.01 0.11/0.20 0.16 57.00 2.53 2.33/2.86 0.02 -0.07 0.1036 -0.80 42.2% 20 27 171 27 33.1% 0.06 0.0578 -0.03 0.01 0.05/0.11 0.10 58.00 3.40 3.25/3.70 0.01 -0.05 0.0731 -0.88 43.2% 4 — 189 1 41.4% 0.06 0.0437 -0.03 0.01 0.01/0.13 0.13 59.00 — — — — — — — — — 65 4 45.1% 0.04 0.0295 -0.02 0.01 0.01/0.10 0.06 60.00 8.30 5.25/5.75 0.01 -0.06 0.0450 -0.90 61.2% — 1 3 4 50.0% 0.03 0.0220 -0.02 0.00 0.00/0.09 0.11 61.00 — — — — — — — — — 33 26 55.5% 0.03 0.0177 -0.02 0.00 0.00/0.09 0.05 62.00 — — — — — — — — — — — — — — — — — — 75.00 21.40 19.10/22.25 0.00 -0.05 0.0077 -0.97 138.3% 12 —
Greeks Profile 2026-09-04 · 5d · σ = 33.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $38 $46 $55 $63 $71 spot $54.57 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).