IV Skew
-12.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 1/15137d +3 more 2027-02-19 (172d) 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 3 4 77.0% 0.97 0.0175 -0.04 0.00 5.30/8.90 7.39 45.00 — — — — — — — — — 19 2 115.2% 0.86 0.0355 -0.18 0.01 5.30/8.00 6.36 46.00 0.12 0.00/0.35 0.01 -0.06 0.0278 -0.06 77.0% 3 29 14 2 77.5% 0.90 0.0410 -0.10 0.01 4.00/6.60 5.59 47.00 0.15 0.10/0.25 0.01 -0.06 0.0360 -0.07 66.4% 3 25 9 3 62.2% 0.90 0.0526 -0.08 0.01 2.40/6.10 4.27 48.00 0.20 0.15/0.50 0.01 -0.09 0.0545 -0.12 67.8% 2 93 — — — — — — — — — 48.50 0.36 0.25/0.40 0.01 -0.09 0.0636 -0.13 61.9% 7 13 5 2 69.1% 0.81 0.0730 -0.13 0.01 3.10/4.00 3.62 49.00 0.47 0.25/0.80 0.01 -0.12 0.0734 -0.19 67.8% 16 222 1 2 76.3% 0.75 0.0771 -0.17 0.02 1.75/4.90 3.00 49.50 0.44 0.00/0.75 0.01 -0.09 0.0903 -0.18 52.5% 12 11 83 41 74.5% 0.71 0.0846 -0.18 0.02 1.30/4.60 2.65 50.00 0.67 0.60/0.75 0.02 -0.13 0.0966 -0.26 61.4% 78 114 43 5 67.7% 0.62 0.1030 -0.18 0.02 0.95/3.40 1.95 51.00 1.10 0.45/1.25 0.02 -0.13 0.1270 -0.35 53.6% 336 24 235 42 64.8% 0.52 0.1129 -0.18 0.02 1.40/1.75 1.56 52.00 1.57 0.85/2.50 0.02 -0.18 0.1060 -0.48 69.0% 112 151 105 97 64.3% 0.40 0.1108 -0.17 0.02 0.90/1.35 1.11 53.00 2.02 1.85/3.50 0.02 -0.23 0.0830 -0.56 87.3% 8 75 54 100 79.5% 0.34 0.0849 -0.20 0.02 0.05/2.20 0.72 54.00 2.91 1.60/4.60 0.02 -0.19 0.0859 -0.66 78.3% 5 59 109 121 65.2% 0.22 0.0829 -0.13 0.02 0.40/0.70 0.51 55.00 3.75 1.80/5.30 0.02 -0.13 0.0829 -0.78 65.2% 17 186 100 72 64.5% 0.15 0.0650 -0.10 0.01 0.05/0.65 0.32 56.00 3.51 4.10/5.80 0.02 -0.20 0.0601 -0.75 97.2% 4 59 93 16 75.8% 0.13 0.0521 -0.11 0.01 0.10/0.65 0.20 57.00 4.60 3.30/7.00 0.01 -0.05 0.0427 -0.93 58.0% 1 64 115 110 79.3% 0.10 0.0414 -0.10 0.01 0.05/0.55 0.05 58.00 6.53 4.70/7.40 0.00 -0.01 0.0207 -0.97 52.3% 2 23 171 49 78.7% 0.07 0.0309 -0.07 0.01 0.00/0.40 0.10 59.00 6.97 6.70/8.60 0.01 -0.18 0.0391 -0.84 112.1% 2 35
Greeks Profile 2026-09-04 · 4d · σ = 66.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $36 $44 $52 $60 $68 spot $52.00 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).