IV Skew
3.7%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 12/18108d +5 more 2027-01-15 (136d) 2027-03-19 (199d) 2027-06-17 (289d) 2027-09-17 (381d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 68.5% 0.93 0.0021 -1.57 0.13 83.40/93.40 145.84 950.00 — — — — — — — — — 2 — 59.7% 0.90 0.0031 -1.74 0.16 64.20/74.20 59.80 970.00 — — — — — — — — — 1 1 60.8% 0.86 0.0039 -2.23 0.21 56.50/66.50 67.00 980.00 — — — — — — — — — — — — — — — — — — 995.00 4.00 0.00/10.00 0.25 -2.30 0.0052 -0.19 54.9% 1 4 1 1 139.7% 0.64 0.0028 -8.26 0.35 82.10/92.10 180.20 1000.00 7.25 0.00/10.00 0.27 -2.25 0.0058 -0.20 51.4% 1 26 — — — — — — — — — 1005.00 12.03 0.70/10.60 0.28 -2.29 0.0065 -0.23 49.3% — 3 — — — — — — — — — 1010.00 8.10 2.40/12.20 0.31 -2.48 0.0070 -0.26 49.4% 2 21 — — — — — — — — — 1020.00 14.65 2.80/12.70 0.33 -2.33 0.0089 -0.31 42.6% 6 6 8 — 42.9% 0.64 0.0093 -2.60 0.35 18.30/27.80 16.97 1025.00 22.12 4.80/14.80 0.35 -2.47 0.0093 -0.36 42.9% — 6 4 7 40.7% 0.59 0.0101 -2.55 0.36 14.40/23.90 18.00 1030.00 11.70 8.20/18.20 0.37 -2.73 0.0091 -0.41 45.5% 4 4 2 4 40.6% 0.54 0.0104 -2.60 0.37 11.30/21.20 11.00 1035.00 17.63 10.30/20.30 0.37 -2.74 0.0094 -0.46 45.0% — 6 7 9 41.0% 0.49 0.0103 -2.62 0.38 9.00/18.90 14.03 1040.00 24.57 12.90/22.90 0.38 -2.76 0.0094 -0.51 45.1% 10 17 — — — — — — — — — 1042.50 26.34 13.70/23.60 0.37 -2.66 0.0096 -0.53 43.8% 10 11 1 7 35.5% 0.43 0.0117 -2.24 0.37 6.30/14.00 7.30 1045.00 — — — — — — — — — 5 15 43.4% 0.40 0.0094 -2.67 0.36 6.50/15.70 6.00 1050.00 32.50 17.30/27.30 0.36 -2.49 0.0096 -0.61 42.6% 2 4 2 2 46.2% 0.36 0.0086 -2.76 0.35 5.30/15.10 4.90 1055.00 42.16 20.80/30.80 0.35 -2.44 0.0091 -0.65 43.4% — 2 4 49 42.5% 0.33 0.0090 -2.44 0.34 2.65/12.50 4.90 1057.50 — — — — — — — — — 9 3 44.6% 0.31 0.0084 -2.52 0.33 2.60/12.60 6.69 1060.00 45.79 24.30/34.20 0.33 -2.32 0.0086 -0.69 43.8% 13 9 13 — 41.5% 0.28 0.0086 -2.21 0.32 0.40/10.40 3.40 1062.50 — — — — — — — — — 5 3 47.1% 0.28 0.0076 -2.54 0.32 2.10/12.10 2.75 1065.00 20.09 27.70/37.70 0.31 -2.18 0.0080 -0.73 43.9% — 2 — — — — — — — — — 1070.00 47.00 31.40/41.40 0.29 -2.02 0.0074 -0.77 44.2% 2 7 — — — — — — — — — 1075.00 49.20 35.90/45.90 0.27 -1.98 0.0066 -0.79 46.2% 1 6
Greeks Profile 2026-09-04 · 3d · σ = 43.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $727 $882 $1038 $1194 $1349 spot $1038.00 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).