IV Skew
-22.3%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +7 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 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 — — — — — — — — — 410.00 0.35 0.00/0.90 0.05 -0.31 0.0052 -0.06 47.6% 6 74 — — — — — — — — — 412.50 0.40 0.05/2.15 0.09 -0.63 0.0071 -0.11 57.5% 2 7 — — — — — — — — — 415.00 1.69 0.00/7.00 0.11 -0.89 0.0081 -0.16 64.6% 1 3 — — — — — — — — — 417.50 2.50 0.05/2.70 0.11 -0.72 0.0089 -0.14 55.1% 6 7 — — — — — — — — — 420.00 0.60 0.30/1.70 0.09 -0.49 0.0097 -0.12 43.6% 8 19 7 3 48.2% 0.80 0.0124 -0.82 0.13 16.20/21.20 14.15 425.00 1.90 0.00/9.60 0.14 -1.01 0.0115 -0.23 57.4% 2 152 16 1 47.9% 0.77 0.0137 -0.88 0.14 14.00/19.30 11.20 427.50 — — — — — — — — — 16 1 39.6% 0.77 0.0165 -0.73 0.14 11.30/16.10 13.75 430.00 1.89 1.25/2.50 0.13 -0.56 0.0173 -0.20 35.2% 3 1 49 1 41.1% 0.72 0.0176 -0.84 0.16 9.80/14.60 10.40 432.50 — — — — — — — — — 7 3 40.8% 0.67 0.0190 -0.89 0.17 8.30/12.90 9.10 435.00 — — — — — — — — — 2 1 35.5% 0.64 0.0227 -0.80 0.17 6.50/10.30 8.00 437.50 — — — — — — — — — 14 5 35.7% 0.58 0.0236 -0.84 0.18 5.70/8.90 7.50 440.00 4.78 3.30/5.50 0.18 -0.73 0.0253 -0.41 33.2% 1 6 4 51 32.4% 0.52 0.0265 -0.78 0.18 3.70/6.90 3.90 442.50 — — — — — — — — — 11 113 32.8% 0.46 0.0261 -0.78 0.18 4.30/5.80 4.91 445.00 — — — — — — — — — 6 54 31.4% 0.33 0.0247 -0.67 0.17 2.55/3.60 3.21 450.00 22.74 8.00/13.90 0.18 -1.02 0.0173 -0.61 47.7% 1 1 3 2 33.1% 0.23 0.0197 -0.59 0.14 1.40/2.50 1.42 455.00 — — — — — — — — — 4 13 66.0% 0.31 0.0115 -1.36 0.16 0.65/7.00 1.18 460.00 — — — — — — — — — 12 4 65.9% 0.25 0.0105 -1.23 0.15 0.10/5.60 0.60 465.00 — — — — — — — — — 22 1 63.3% 0.20 0.0094 -1.03 0.13 0.00/8.10 0.38 470.00 — — — — — — — — — 2 1 72.3% 0.19 0.0081 -1.15 0.13 0.00/8.90 0.20 475.00 — — — — — — — — — 14 12 71.5% 0.15 0.0071 -0.98 0.11 0.00/6.90 0.16 480.00 46.30 33.10/41.80 0.12 -1.17 0.0071 -0.82 80.2% — —
Greeks Profile 2026-09-04 · 4d · σ = 32.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $310 $376 $443 $509 $576 spot $442.89 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).