IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +6 more 2026-12-18 (109d) 2027-01-15 (137d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 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 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.10 62.00 0.13 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 8.40 63.00 0.80 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — 7 0.0% 1.00 — -0.01 — 0.00/0.00 11.78 64.00 0.28 0.00/0.00 0.00 -0.00 0.0007 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 9.39 65.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — 4 0.0% 1.00 — -0.01 — 0.00/0.00 8.40 66.00 0.32 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 8.20 67.00 0.35 0.00/0.00 0.00 -0.00 0.0021 -0.00 12.5% 5 — — 4 0.0% 1.00 — -0.01 — 0.00/0.00 2.60 68.00 0.40 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 29 — — 199 0.0% 1.00 — -0.01 — 0.00/0.00 1.90 69.00 1.10 0.00/0.00 0.00 -0.00 0.0004 -0.00 3.1% 6 — — 54 0.4% 0.00 0.4349 -0.00 0.00 0.00/0.00 1.40 70.00 1.77 0.00/0.00 — 0.01 — -1.00 0.0% 8 — — 6 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.94 71.00 2.26 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.69 72.00 2.27 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 34 12.5% 0.00 0.0020 -0.00 0.00 0.00/0.00 0.54 73.00 3.52 0.00/0.00 — 0.01 — -1.00 0.0% 10 — — 5 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.33 74.00 4.12 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 8 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 75.00 3.20 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 76.00 5.97 0.00/0.00 — 0.01 — -1.00 0.0% 7 — — 2 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 1.06 77.00 — — — — — — — — — — — — — — — — — — 80.00 5.55 0.00/0.00 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-04 · 4d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $49 $59 $70 $80 $91 spot $69.89 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).