IV Skew
11.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d)
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 — 59.7% 0.92 0.0034 -0.66 0.10 55.10/61.90 85.61 545.00 — — — — — — — — — 2 1 59.1% 0.91 0.0040 -0.76 0.12 50.10/58.10 65.90 550.00 — — — — — — — — — 4 1 56.9% 0.86 0.0055 -0.93 0.15 42.00/48.80 86.10 560.00 — — — — — — — — — 2 1 53.8% 0.81 0.0072 -1.08 0.19 33.00/40.80 41.13 570.00 4.91 1.00/9.20 0.21 -1.38 0.0066 -0.23 65.3% 1 41 — — — — — — — — — 575.00 5.80 2.00/10.00 0.23 -1.41 0.0074 -0.26 62.6% 2 110 4 1 51.3% 0.73 0.0091 -1.23 0.23 26.00/32.20 61.42 580.00 5.20 3.20/11.80 0.24 -1.52 0.0079 -0.30 62.9% 2 54 — — — — — — — — — 585.00 8.20 6.30/10.00 0.25 -1.25 0.0099 -0.31 51.0% 24 18 15 19 52.8% 0.63 0.0102 -1.45 0.27 19.00/27.50 25.81 590.00 9.80 8.00/15.50 0.26 -1.30 0.0106 -0.36 50.4% 2 123 2 4 51.6% 0.58 0.0108 -1.46 0.27 17.50/22.60 20.53 595.00 12.30 9.20/16.60 0.28 -1.58 0.0095 -0.43 58.5% 5 3 — — — — — — — — — 597.50 25.00 10.50/18.80 0.28 -1.68 0.0091 -0.45 61.6% 1 4 13 16 55.9% 0.52 0.0101 -1.60 0.28 17.00/20.80 20.67 600.00 15.45 12.40/17.80 0.28 -1.50 0.0103 -0.48 54.8% 5 20 — — — — — — — — — 602.50 15.43 13.10/21.30 0.28 -1.68 0.0092 -0.50 61.4% 1 3 3 7 56.3% 0.47 0.0101 -1.61 0.28 13.50/19.90 17.68 605.00 16.68 14.50/22.30 0.28 -1.65 0.0094 -0.52 60.3% 7 3 — — — — — — — — — 607.50 21.44 16.60/23.40 0.28 -1.61 0.0095 -0.55 59.4% 2 3 11 2 54.5% 0.42 0.0102 -1.53 0.28 10.30/17.60 22.00 610.00 20.90 18.50/25.00 0.28 -1.61 0.0093 -0.57 59.9% 1 4 2 7 52.6% 0.32 0.0096 -1.34 0.25 5.60/13.90 11.08 620.00 — — — — — — — — — 5 1 54.0% 0.28 0.0089 -1.30 0.24 6.00/11.30 21.70 625.00 28.20 28.00/34.30 0.24 -1.37 0.0084 -0.70 58.6% 50 195 16 27 53.6% 0.24 0.0082 -1.18 0.22 4.40/10.00 9.90 630.00 37.95 31.00/38.00 0.23 -1.29 0.0078 -0.74 59.0% 1 5 — — — — — — — — — 635.00 35.00 35.00/42.00 0.21 -1.21 0.0072 -0.77 60.0% 13 13 22 15 58.0% 0.19 0.0066 -1.11 0.19 1.45/6.10 5.10 640.00 33.64 39.90/45.80 0.19 -1.09 0.0066 -0.81 59.7% 1 4 8 7 56.2% 0.15 0.0059 -0.93 0.16 1.20/8.30 4.63 645.00 — — — — — — — — — 226 108 54.5% 0.12 0.0051 -0.76 0.14 1.40/3.60 4.00 650.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 55.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $421 $511 $601 $691 $781 spot $600.73 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).