IV Skew
-18.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +3 more 2027-01-15 (138d) 2027-04-16 (229d) 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 13 1 115.5% 0.78 0.0537 -0.17 0.01 4.00/5.50 5.13 37.50 0.89 0.50/1.10 0.01 -0.13 0.0574 -0.19 99.2% 1 7 27 1 99.0% 0.77 0.0630 -0.15 0.01 2.70/5.50 5.00 38.00 0.99 0.85/1.00 0.01 -0.14 0.0633 -0.22 98.2% 10 90 23 22 102.3% 0.73 0.0667 -0.17 0.02 2.55/5.10 4.70 38.50 1.12 0.60/1.45 0.02 -0.15 0.0700 -0.25 95.1% 3 16 19 5 118.9% 0.68 0.0626 -0.21 0.02 3.40/4.30 3.62 39.00 1.22 0.60/1.40 0.02 -0.14 0.0813 -0.28 85.3% 23 11 41 2 108.0% 0.65 0.0710 -0.20 0.02 2.15/4.50 3.57 39.50 1.61 1.15/1.65 0.02 -0.17 0.0790 -0.33 95.6% 319 17 83 5 109.5% 0.61 0.0725 -0.20 0.02 2.65/3.50 3.19 40.00 2.01 0.75/3.00 0.02 -0.20 0.0737 -0.38 107.6% 14 29 5 2 110.1% 0.58 0.0738 -0.21 0.02 2.15/3.50 2.89 40.50 1.94 1.15/2.70 0.02 -0.18 0.0817 -0.42 99.4% 5 44 91 15 112.2% 0.54 0.0734 -0.22 0.02 1.75/3.50 2.42 41.00 2.20 1.35/3.00 0.02 -0.19 0.0829 -0.46 99.4% 5 16 67 23 102.6% 0.50 0.0807 -0.20 0.02 1.45/2.90 2.30 41.50 2.40 1.20/3.80 0.02 -0.19 0.0812 -0.50 102.0% 8 33 142 41 107.7% 0.46 0.0766 -0.21 0.02 1.75/2.40 2.00 42.00 2.76 2.50/2.95 0.02 -0.19 0.0829 -0.54 99.3% 8 16 50 4 88.8% 0.40 0.0904 -0.17 0.02 0.95/1.95 1.85 42.50 2.77 2.40/3.40 0.02 -0.17 0.0860 -0.59 93.8% 1 7 90 15 103.7% 0.38 0.0765 -0.19 0.02 1.10/2.10 1.78 43.00 — — — — — — — — — 6 3 112.6% 0.36 0.0692 -0.21 0.02 1.20/2.05 1.76 43.50 3.30 2.45/4.90 0.02 -0.17 0.0766 -0.66 99.3% 6 1 97 84 106.1% 0.32 0.0699 -0.18 0.02 0.95/1.70 1.30 44.00 6.10 3.60/4.30 0.02 -0.16 0.0750 -0.70 95.8% 1 2 5 7 108.1% 0.29 0.0659 -0.18 0.02 0.85/1.60 1.29 44.50 6.45 3.50/4.80 0.01 -0.13 0.0739 -0.76 87.3% 1 1 1.0k 299 112.2% 0.27 0.0613 -0.18 0.02 0.75/1.60 1.10 45.00 4.69 4.40/5.20 0.02 -0.15 0.0645 -0.75 101.4% 6 19 — — — — — — — — — 45.50 4.75 4.40/5.60 0.01 -0.11 0.0617 -0.81 91.0% 1 1
Greeks Profile 2026-09-04 · 5d · σ = 105.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $29 $35 $41 $47 $54 spot $41.16 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).