IV Skew
4.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +3 more 2027-03-19 (201d) 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 3 — 181.8% 0.93 0.0137 -0.15 0.01 11.30/13.80 15.10 36.00 — — — — — — — — — 1 — 99.1% 0.84 0.0440 -0.14 0.01 4.60/6.70 14.18 43.00 — — — — — — — — — 1 — 96.0% 0.79 0.0533 -0.16 0.02 3.80/5.90 15.20 44.00 0.27 0.15/0.40 0.01 -0.06 0.0535 -0.10 57.8% 30 128 — — — — — — — — — 44.50 0.30 0.05/0.60 0.01 -0.06 0.0648 -0.12 55.7% 12 129 10 1 75.2% 0.78 0.0711 -0.13 0.02 3.10/4.30 6.80 45.00 0.45 0.40/0.60 0.01 -0.09 0.0773 -0.18 59.6% 64 112 — — — — — — — — — 45.50 0.60 0.45/1.05 0.02 -0.11 0.0846 -0.24 65.1% 91 177 — — — — — — — — — 46.00 0.70 0.35/1.15 0.02 -0.10 0.1003 -0.26 58.1% 44 45 — — — — — — — — — 46.50 0.95 0.70/1.75 0.02 -0.14 0.0933 -0.34 70.3% 11 168 2 2 68.8% 0.61 0.0996 -0.15 0.02 1.85/2.70 2.16 47.00 1.01 0.60/1.25 0.02 -0.10 0.1329 -0.36 50.3% 55 14 — — — — — — — — — 47.50 1.10 1.10/1.40 0.02 -0.12 0.1291 -0.43 54.4% 27 261 46 19 60.7% 0.50 0.1172 -0.14 0.02 1.40/1.70 1.70 48.00 1.40 1.45/1.95 0.02 -0.14 0.1150 -0.50 61.9% 100 329 9 18 61.7% 0.45 0.1144 -0.14 0.02 1.20/1.50 1.25 48.50 1.96 1.55/2.15 0.02 -0.12 0.1232 -0.56 57.1% 36 63 5 73 59.8% 0.39 0.1143 -0.13 0.02 0.90/1.30 1.25 49.00 1.85 1.85/2.70 0.02 -0.13 0.1108 -0.61 61.9% 27 24 1 4 59.8% 0.33 0.1085 -0.12 0.02 0.40/1.45 0.94 49.50 2.39 1.95/2.95 0.02 -0.11 0.1142 -0.68 55.9% 8 140 86 256 60.9% 0.29 0.0997 -0.12 0.02 0.65/0.95 0.82 50.00 2.55 2.35/3.30 0.02 -0.10 0.1040 -0.73 56.9% 33 154 105 40 59.8% 0.20 0.0824 -0.09 0.02 0.45/0.60 0.55 51.00 3.40 2.90/4.10 0.01 -0.07 0.0833 -0.84 52.3% 8 38 177 62 62.9% 0.14 0.0634 -0.08 0.01 0.30/0.50 0.39 52.00 4.34 3.70/5.00 0.01 -0.04 0.0579 -0.90 52.3% 17 15 63 61 63.7% 0.09 0.0469 -0.06 0.01 0.15/0.40 0.31 53.00 5.21 4.40/5.80 0.01 -0.12 0.0526 -0.83 87.3% 6 32
Greeks Profile 2026-09-04 · 5d · σ = 61.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $34 $41 $48 $55 $62 spot $47.88 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).