IV Skew
1.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 1/15137d +5 more 2027-02-19 (172d) 2027-05-21 (263d) 2027-12-17 (473d) 2028-01-21 (508d) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 39.00 0.05 0.05/0.13 0.00 -0.03 0.0347 -0.05 60.5% 5 39 3 2 86.7% 0.86 0.0575 -0.12 0.01 3.25/5.20 5.10 39.50 — — — — — — — — — 82 13 55.1% 0.92 0.0586 -0.05 0.01 3.30/3.60 3.47 40.00 0.16 0.13/0.18 0.01 -0.05 0.0600 -0.08 56.6% 51 93 28 2 66.0% 0.84 0.0798 -0.09 0.01 2.46/3.85 3.44 40.50 0.33 0.11/0.25 0.01 -0.05 0.0761 -0.10 52.5% — 3 60 5 71.3% 0.78 0.0912 -0.12 0.01 2.05/3.65 2.74 41.00 0.30 0.18/0.47 0.01 -0.08 0.0977 -0.17 57.0% 6 67 12 1 58.8% 0.77 0.1145 -0.11 0.01 2.05/2.52 2.31 41.50 0.36 0.36/0.59 0.01 -0.10 0.1145 -0.23 58.8% 71 89 160 3 59.1% 0.70 0.1290 -0.12 0.02 1.74/2.15 1.95 42.00 0.57 0.52/0.66 0.02 -0.11 0.1333 -0.29 56.5% 7 482 45 17 56.3% 0.64 0.1465 -0.12 0.02 1.41/1.75 1.73 42.50 0.62 0.67/0.87 0.02 -0.12 0.1465 -0.36 56.3% 4 41 72 136 57.0% 0.56 0.1524 -0.13 0.02 1.16/1.46 1.34 43.00 0.90 0.86/1.07 0.02 -0.12 0.1571 -0.44 55.3% 62 344 13 144 55.7% 0.49 0.1580 -0.13 0.02 0.91/1.16 1.04 43.50 1.24 1.02/1.40 0.02 -0.12 0.1602 -0.52 54.9% 39 38 238 68 53.5% 0.40 0.1595 -0.12 0.02 0.64/0.92 0.80 44.00 1.33 1.30/1.66 0.02 -0.12 0.1582 -0.60 54.0% 29 87 202 59 54.4% 0.33 0.1469 -0.11 0.02 0.56/0.68 0.63 44.50 1.71 1.60/1.96 0.02 -0.10 0.1503 -0.67 52.8% 6 73 297 95 55.4% 0.27 0.1309 -0.10 0.01 0.42/0.56 0.52 45.00 2.32 1.92/2.33 0.01 -0.09 0.1353 -0.75 52.1% 10 240 74 9 55.4% 0.21 0.1141 -0.09 0.01 0.31/0.43 0.43 45.50 2.42 2.30/2.78 0.01 -0.08 0.1149 -0.80 54.1% 6 74 199 53 61.0% 0.18 0.0959 -0.09 0.01 0.22/0.49 0.27 46.00 2.90 2.44/4.25 0.01 -0.14 0.0878 -0.75 80.0% 1 166 79 4 54.9% 0.12 0.0781 -0.06 0.01 0.11/0.28 0.28 46.50 3.22 2.55/4.30 0.01 -0.06 0.0800 -0.87 58.2% 3 57 655 60 57.0% 0.09 0.0636 -0.05 0.01 0.10/0.22 0.18 47.00 3.85 3.25/4.55 0.01 -0.06 0.0673 -0.89 61.7% 11 111
Greeks Profile 2026-09-04 · 4d · σ = 55.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $30 $37 $43 $50 $56 spot $43.31 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).