IV Skew
-2.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +4 more 2027-02-19 (173d) 2027-06-17 (291d) 2028-01-21 (509d) 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 — — — — — — — — — 66.00 0.53 0.05/0.75 0.01 -0.11 0.0231 -0.09 78.4% — — — — — — — — — — — 67.00 0.52 0.15/0.80 0.02 -0.12 0.0281 -0.11 75.1% 1 10 — — — — — — — — — 68.00 0.73 0.45/0.90 0.02 -0.15 0.0342 -0.14 76.5% 1 2 — — — — — — — — — 69.00 0.45 0.05/1.35 0.02 -0.15 0.0409 -0.16 69.3% 1 4 — — — — — — — — — 70.00 1.10 0.60/1.30 0.03 -0.17 0.0477 -0.21 69.9% 6 65 — — — — — — — — — 71.00 1.05 1.05/2.10 0.03 -0.24 0.0490 -0.29 80.1% 7 14 — — — — — — — — — 72.00 1.79 1.35/2.20 0.03 -0.24 0.0555 -0.34 75.4% 2 18 — — — — — — — — — 74.00 1.31 2.15/2.70 0.03 -0.23 0.0656 -0.45 69.3% 1 3 2 16 75.4% 0.49 0.0607 -0.27 0.03 2.20/3.00 3.30 75.00 3.36 2.65/3.50 0.03 -0.25 0.0630 -0.52 72.7% 22 5 1 2 83.3% 0.44 0.0543 -0.29 0.03 1.75/3.20 2.25 76.00 — — — — — — — — — — — — — — — — — — 77.00 4.69 3.70/5.10 0.03 -0.24 0.0572 -0.63 75.7% 54 2 1 6 82.9% 0.33 0.0504 -0.27 0.03 1.20/2.30 2.26 78.00 3.83 4.30/5.70 0.03 -0.22 0.0551 -0.69 73.4% 4 14 12 5 72.7% 0.26 0.0509 -0.21 0.03 0.40/1.85 1.72 79.00 5.15 5.00/6.80 0.03 -0.22 0.0488 -0.72 78.7% 12 4 31 5.3k 78.5% 0.23 0.0446 -0.21 0.03 0.85/1.30 1.06 80.00 6.57 5.60/7.40 0.03 -0.18 0.0456 -0.79 73.3% 5 12 1 1 92.4% 0.22 0.0365 -0.24 0.03 0.40/1.95 0.74 81.50 — — — — — — — — — 3 3 78.5% 0.16 0.0353 -0.17 0.02 0.50/0.90 1.02 82.00 — — — — — — — — — 7 7 91.5% 0.17 0.0316 -0.20 0.02 0.10/1.65 1.31 83.00 — — — — — — — — — — — — — — — — — — 90.00 12.84 14.10/17.30 0.01 -0.03 0.0087 -0.97 82.0% 1 27 — — — — — — — — — 93.00 17.99 14.50/18.20 — 0.01 — -1.00 0.0% — 1 — — — — — — — — — 105.00 24.04 29.00/31.80 0.02 -0.33 0.0099 -0.89 214.6% 5 5
Greeks Profile 2026-09-04 · 5d · σ = 72.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $52 $63 $74 $86 $97 spot $74.42 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).