IV Skew
4.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +9 more 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-08-20 (355d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 10 4 81.6% 0.98 0.0070 -0.04 0.00 10.80/14.70 13.00 60.00 — — — — — — — — — 7 3 86.5% 0.87 0.0280 -0.16 0.02 7.10/9.70 7.72 65.00 0.12 0.05/0.10 0.00 -0.02 0.0138 -0.02 49.0% 83 747 — — — — — — — — — 66.00 0.15 0.01/0.17 0.01 -0.04 0.0225 -0.04 49.0% 33 35 — — — — — — — — — 67.00 0.25 0.01/0.32 0.01 -0.07 0.0354 -0.08 51.4% 9 38 — — — — — — — — — 68.00 0.35 0.14/0.65 0.02 -0.12 0.0486 -0.16 57.7% 36 77 — — — — — — — — — 69.00 0.54 0.26/0.84 0.02 -0.13 0.0599 -0.21 56.0% 217 172 1 2 60.2% 0.71 0.0666 -0.18 0.03 3.05/3.90 3.30 70.00 0.81 0.46/0.90 0.03 -0.13 0.0761 -0.25 49.0% 69 599 7 10 58.2% 0.65 0.0753 -0.19 0.03 2.42/3.20 2.65 71.00 1.05 0.97/1.35 0.03 -0.16 0.0833 -0.34 51.8% 261 26 4 1 52.8% 0.57 0.0875 -0.18 0.03 2.00/2.43 2.14 72.00 1.69 1.45/1.70 0.03 -0.16 0.0926 -0.43 49.9% 65 93 20 16 49.2% 0.48 0.0952 -0.17 0.03 1.53/1.79 1.80 73.00 2.00 1.78/2.14 0.03 -0.16 0.0973 -0.52 48.2% 30 33 63 37 50.4% 0.39 0.0895 -0.17 0.03 1.00/1.42 1.30 74.00 2.63 2.20/2.91 0.03 -0.17 0.0856 -0.60 52.9% 24 220 2.6k 83 50.5% 0.31 0.0817 -0.15 0.03 0.89/1.27 0.89 75.00 3.26 2.83/3.75 0.03 -0.17 0.0737 -0.67 58.0% 58 122 37 30 51.3% 0.24 0.0706 -0.14 0.03 0.40/0.83 0.71 76.00 4.20 3.80/4.50 0.03 -0.16 0.0655 -0.73 59.5% 5 30 2.6k 26 51.7% 0.18 0.0589 -0.12 0.02 0.45/0.62 0.51 77.00 4.87 4.60/5.05 0.02 -0.11 0.0588 -0.82 53.0% 32 71 167 15 55.6% 0.14 0.0482 -0.11 0.02 0.14/0.55 0.40 78.00 5.86 5.35/6.50 0.02 -0.10 0.0481 -0.86 55.0% 1 50 88 19 55.5% 0.10 0.0384 -0.09 0.02 0.14/0.40 0.28 79.00 5.62 6.15/7.20 0.01 -0.05 0.0352 -0.92 50.1% 1 38 819 96 56.3% 0.08 0.0301 -0.07 0.01 0.15/0.46 0.21 80.00 7.49 5.55/8.80 0.02 -0.23 0.0354 -0.79 97.1% 1 52
Greeks Profile 2026-09-04 · 5d · σ = 48.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $51 $62 $73 $84 $94 spot $72.61 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).