IV Skew
-0.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-09-15 (747d) 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 22 71 65.5% 0.66 0.0032 -4.30 0.64 73.40/77.30 75.97 1445.00 36.90 33.20/36.70 0.64 -4.08 0.0033 -0.34 64.9% 110 32 109 549 65.4% 0.64 0.0033 -4.36 0.65 70.70/73.90 69.30 1450.00 37.00 36.30/37.90 0.65 -4.16 0.0033 -0.36 65.1% 2.2k 416 33 187 65.4% 0.62 0.0033 -4.43 0.66 67.40/71.50 70.20 1455.00 40.34 38.20/40.00 0.66 -4.21 0.0034 -0.38 65.0% 92 38 70 88 65.5% 0.61 0.0034 -4.49 0.67 65.50/67.90 67.90 1460.00 41.50 39.90/42.10 0.67 -4.24 0.0034 -0.39 64.6% 469 94 62 91 65.8% 0.59 0.0034 -4.55 0.68 62.70/65.60 62.00 1465.00 45.00 41.80/45.30 0.68 -4.31 0.0034 -0.41 65.0% 236 908 106 516 65.3% 0.57 0.0035 -4.56 0.68 60.10/62.20 61.95 1470.00 46.28 45.20/47.10 0.68 -4.37 0.0035 -0.43 65.3% 209 77 128 257 65.6% 0.55 0.0035 -4.61 0.69 58.10/59.50 58.70 1475.00 48.00 45.90/48.20 0.69 -4.27 0.0036 -0.45 63.5% 690 72 374 1.0k 64.9% 0.54 0.0035 -4.58 0.69 54.70/56.70 56.40 1480.00 50.40 49.50/51.50 0.69 -4.38 0.0035 -0.46 64.7% 762 76 98 748 66.0% 0.52 0.0035 -4.66 0.69 53.70/54.50 53.72 1485.00 53.00 52.30/53.80 0.69 -4.39 0.0035 -0.48 64.7% 616 66 193 470 65.5% 0.50 0.0035 -4.62 0.69 50.20/52.40 51.75 1490.00 56.19 54.50/56.60 0.69 -4.38 0.0036 -0.50 64.5% 707 64 133 449 65.6% 0.48 0.0035 -4.63 0.69 48.20/50.00 50.36 1495.00 60.00 57.10/60.50 0.69 -4.42 0.0035 -0.52 65.2% 215 36 712 2.1k 65.5% 0.47 0.0035 -4.60 0.69 46.00/47.60 46.70 1500.00 60.80 59.80/62.50 0.69 -4.36 0.0035 -0.53 64.7% 912 547 73 200 66.1% 0.45 0.0034 -4.62 0.69 44.70/45.60 44.50 1505.00 66.40 62.90/65.60 0.69 -4.36 0.0035 -0.55 65.0% 335 202 101 280 65.3% 0.43 0.0035 -4.54 0.68 41.50/43.40 42.80 1510.00 70.70 65.20/68.50 0.68 -4.30 0.0035 -0.57 64.6% 211 30 68 126 65.4% 0.41 0.0034 -4.50 0.68 39.60/41.40 40.80 1515.00 70.83 68.10/72.20 0.68 -4.28 0.0035 -0.59 65.0% 28 37 110 139 65.5% 0.40 0.0034 -4.46 0.67 38.00/39.20 37.80 1520.00 73.40 71.90/74.90 0.67 -4.25 0.0034 -0.60 65.2% 129 39
Greeks Profile 2026-09-04 · 5d · σ = 65.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $1039 $1262 $1485 $1708 $1930 spot $1484.98 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).