IV Skew
-19.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +4 more 2027-01-15 (138d) 2027-02-19 (173d) 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 1 1 168.6% 0.91 0.0112 -0.22 0.01 12.70/20.20 18.90 55.00 — — — — — — — — — — — — — — — — — — 61.00 1.12 0.05/2.05 0.02 -0.23 0.0216 -0.14 126.1% 2 12 11 11 151.5% 0.77 0.0243 -0.39 0.03 6.80/12.90 25.00 63.00 1.61 0.30/2.95 0.02 -0.30 0.0263 -0.20 130.1% 2 2 11 11 153.9% 0.74 0.0255 -0.42 0.03 5.40/13.10 24.15 64.00 2.20 0.05/3.60 0.03 -0.32 0.0289 -0.23 127.0% 3 14 — — — — — — — — — 66.00 2.80 0.65/3.40 0.03 -0.31 0.0362 -0.28 112.1% 29 8 — — — — — — — — — 67.00 2.63 1.35/4.40 0.03 -0.38 0.0346 -0.33 126.8% 5 29 2 2 150.6% 0.62 0.0306 -0.48 0.03 4.00/9.50 20.57 68.00 4.26 1.70/5.00 0.03 -0.40 0.0356 -0.37 128.3% 1 17 3 2 139.3% 0.59 0.0337 -0.45 0.03 2.55/9.10 19.79 69.00 4.70 2.00/5.00 0.03 -0.38 0.0392 -0.40 119.6% 14 18 12 8 141.4% 0.56 0.0338 -0.47 0.03 2.80/8.00 4.63 70.00 4.15 2.70/5.80 0.03 -0.41 0.0377 -0.44 126.9% 18 509 6 9 144.7% 0.52 0.0333 -0.48 0.03 2.40/7.70 4.80 71.00 4.70 2.35/7.10 0.03 -0.41 0.0385 -0.48 125.4% 7 12 150 10 144.3% 0.49 0.0334 -0.48 0.03 1.80/7.40 4.55 72.00 6.10 2.55/8.40 0.03 -0.43 0.0369 -0.52 130.6% 15 28 18 16 147.3% 0.46 0.0326 -0.49 0.03 1.90/6.70 3.97 73.00 5.55 3.40/7.60 0.03 -0.37 0.0414 -0.57 114.7% 1 7 12 3 146.7% 0.43 0.0324 -0.48 0.03 1.20/6.60 3.40 74.00 6.61 3.90/8.30 0.03 -0.35 0.0408 -0.61 113.7% 1 73 24 6 121.0% 0.36 0.0375 -0.38 0.03 1.30/4.00 3.31 75.00 7.20 6.00/9.10 0.03 -0.42 0.0339 -0.62 136.3% 11 23 3 61 143.3% 0.36 0.0317 -0.45 0.03 0.90/5.30 3.00 76.00 8.30 6.50/10.50 0.03 -0.44 0.0315 -0.64 144.1% 1 61 16 1 135.7% 0.32 0.0320 -0.41 0.03 0.10/5.00 2.56 77.00 8.35 6.00/12.30 0.03 -0.42 0.0308 -0.67 142.7% 10 17 21 3 141.7% 0.30 0.0299 -0.41 0.03 0.65/4.30 2.32 78.00 9.37 5.70/11.50 0.02 -0.24 0.0354 -0.78 101.2% 1 2
Greeks Profile 2026-09-04 · 5d · σ = 135.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.06 $49 $60 $71 $81 $92 spot $70.63 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).