IV Skew
-2.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 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 — — — — — — — — — 437.50 7.13 6.30/7.45 0.17 -1.02 0.0092 -0.24 62.3% 23 30 68 25 64.7% 0.73 0.0095 -1.18 0.18 23.55/31.70 29.00 440.00 8.00 7.10/9.35 0.18 -1.14 0.0095 -0.27 64.9% 43 281 26 4 64.3% 0.71 0.0099 -1.23 0.18 24.35/27.45 29.79 442.50 8.85 4.60/12.20 0.18 -1.12 0.0102 -0.29 61.9% 26 2 91 16 66.2% 0.68 0.0101 -1.31 0.19 23.65/25.85 24.90 445.00 9.05 8.80/10.20 0.19 -1.18 0.0105 -0.32 62.8% 61 308 9 1 65.1% 0.65 0.0106 -1.33 0.20 22.00/23.95 29.80 447.50 — — — — — — — — — 100 38 64.4% 0.63 0.0109 -1.34 0.20 20.65/22.00 22.00 450.00 11.35 10.65/12.50 0.20 -1.26 0.0111 -0.37 63.1% 274 397 36 30 65.1% 0.60 0.0111 -1.39 0.21 19.10/21.10 20.20 452.50 13.15 11.65/13.00 0.21 -1.26 0.0116 -0.40 61.8% 68 117 67 34 65.6% 0.57 0.0111 -1.42 0.21 17.90/19.85 17.80 455.00 13.00 12.75/14.20 0.21 -1.28 0.0118 -0.43 61.8% 47 176 11 3 64.9% 0.54 0.0114 -1.41 0.21 16.35/18.50 17.80 457.50 14.65 13.85/15.45 0.21 -1.29 0.0120 -0.46 61.6% 91 16 85 167 64.8% 0.51 0.0114 -1.42 0.21 15.40/16.95 16.00 460.00 16.05 15.30/17.20 0.21 -1.32 0.0118 -0.49 62.9% 49 235 16 21 65.3% 0.48 0.0113 -1.43 0.21 13.95/16.35 15.15 462.50 16.97 16.45/18.55 0.21 -1.31 0.0118 -0.52 62.6% 10 11 78 76 62.8% 0.45 0.0117 -1.36 0.21 12.40/14.40 13.70 465.00 18.85 17.30/19.65 0.21 -1.26 0.0121 -0.55 60.9% 16 119 15 67 64.5% 0.43 0.0113 -1.38 0.21 12.10/13.50 12.65 467.50 17.00 19.10/20.95 0.21 -1.25 0.0119 -0.58 61.2% 8 5 112 215 63.7% 0.40 0.0113 -1.34 0.21 11.00/12.25 11.00 470.00 21.60 20.40/22.65 0.21 -1.23 0.0117 -0.61 61.1% 48 156 49 135 64.2% 0.37 0.0110 -1.32 0.20 10.35/11.25 11.14 472.50 23.49 21.95/25.90 0.20 -1.27 0.0109 -0.63 64.5% 30 187 83 71 64.1% 0.35 0.0107 -1.29 0.20 9.45/10.40 10.28 475.00 24.34 23.80/26.20 0.20 -1.18 0.0110 -0.66 62.2% 44 120 17 49 64.3% 0.32 0.0103 -1.26 0.19 8.70/9.60 9.15 477.50 24.45 25.40/29.70 0.19 -1.23 0.0102 -0.68 65.8% 13 28
Greeks Profile 2026-09-04 · 5d · σ = 63.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $322 $391 $459 $528 $597 spot $459.45 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).