IV Skew
-11.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 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 — 180.9% 0.93 0.0134 -0.14 0.01 11.40/13.50 9.15 35.00 — — — — — — — — — 1 — 125.8% 0.91 0.0241 -0.12 0.01 7.40/9.40 8.63 39.00 — — — — — — — — — 2 1 97.9% 0.89 0.0351 -0.11 0.01 5.40/7.30 10.60 41.00 0.08 0.00/0.20 0.00 -0.02 0.0203 -0.03 62.3% 2 33 3 2 88.8% 0.87 0.0444 -0.11 0.01 4.40/6.40 9.14 42.00 0.06 0.00/0.05 0.00 -0.01 0.0189 -0.02 46.1% 1 37 18 1 70.5% 0.86 0.0573 -0.09 0.01 3.50/4.30 5.50 43.00 0.08 0.00/0.15 0.01 -0.03 0.0460 -0.06 49.0% 4 66 4 2 52.7% 0.85 0.0792 -0.07 0.01 1.50/3.20 3.00 44.00 0.11 0.10/0.20 0.01 -0.04 0.0742 -0.10 42.7% 187 147 — — — — — — — — — 44.50 0.28 0.00/0.25 0.01 -0.05 0.0962 -0.13 40.4% 6 7 28 2 45.5% 0.79 0.1170 -0.08 0.02 1.75/2.30 2.12 45.00 0.25 0.20/0.30 0.01 -0.05 0.1237 -0.17 37.4% 59 78 9 1 40.0% 0.66 0.1662 -0.08 0.02 1.10/1.50 1.83 46.00 0.50 0.20/0.75 0.02 -0.09 0.1544 -0.35 43.7% 41 1.2k — — — — — — — — — 46.50 0.75 0.30/1.60 0.02 -0.15 0.1053 -0.44 68.5% 70 43 389 105 41.6% 0.49 0.1748 -0.09 0.02 0.65/1.00 0.90 47.00 1.00 0.85/1.15 0.02 -0.09 0.1765 -0.51 41.2% 1.2k 2.2k 149 58 36.2% 0.38 0.1923 -0.08 0.02 0.50/0.65 0.56 47.50 1.10 1.05/1.45 0.02 -0.09 0.1688 -0.60 41.8% 115 286 54 69 37.1% 0.30 0.1706 -0.07 0.02 0.30/0.50 0.41 48.00 1.50 1.45/2.00 0.02 -0.10 0.1329 -0.64 51.2% 38 303 — — — — — — — — — 48.50 2.04 1.80/2.25 0.02 -0.08 0.1291 -0.72 47.4% 102 49 58 55 51.7% 0.24 0.1099 -0.09 0.02 0.00/0.55 0.20 49.00 2.33 2.20/2.80 0.02 -0.09 0.1057 -0.74 55.8% 62 346 16 23 38.5% 0.12 0.0931 -0.04 0.01 0.05/0.20 0.20 49.50 2.93 2.65/3.20 0.02 -0.09 0.0939 -0.78 56.8% 7 25 201 18 35.4% 0.06 0.0627 -0.02 0.01 0.05/0.10 0.10 50.00 2.77 3.10/3.80 0.02 -0.10 0.0797 -0.78 67.1% 8 159 254 28 43.0% 0.05 0.0431 -0.02 0.01 0.00/0.10 0.06 51.00 4.30 4.00/5.30 0.01 -0.09 0.0637 -0.84 69.7% 5 39 272 13 43.4% 0.02 0.0217 -0.01 0.00 0.00/0.05 0.05 52.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 41.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $33 $40 $47 $54 $61 spot $46.84 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).