IV Skew
0.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +6 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 244 49 72.3% 0.94 0.0417 -0.04 0.00 3.95/4.30 3.73 29.00 0.05 0.01/0.14 0.00 -0.02 0.0312 -0.03 61.3% 77 431 36 1 96.5% 0.85 0.0618 -0.09 0.01 3.05/3.95 3.21 29.50 0.10 0.04/0.11 0.00 -0.02 0.0391 -0.04 55.1% 14 32 336 44 70.5% 0.88 0.0717 -0.06 0.01 3.00/3.50 3.05 30.00 0.10 0.07/0.12 0.00 -0.02 0.0546 -0.05 51.4% 101 230 23 3 76.2% 0.82 0.0882 -0.08 0.01 1.80/4.05 2.16 30.50 0.17 0.01/0.32 0.01 -0.03 0.0830 -0.09 52.3% 55 83 146 40 59.6% 0.82 0.1124 -0.06 0.01 2.08/2.57 2.39 31.00 0.25 0.03/0.30 0.01 -0.05 0.1134 -0.16 56.1% 161 329 48 29 65.3% 0.74 0.1283 -0.08 0.01 1.27/2.05 1.45 31.50 0.37 0.22/0.40 0.01 -0.06 0.1423 -0.22 54.2% 96 173 566 1.9k 60.4% 0.68 0.1531 -0.09 0.01 1.42/1.87 1.28 32.00 0.62 0.25/0.54 0.01 -0.07 0.1699 -0.30 52.9% 153 204 66 61 59.9% 0.60 0.1672 -0.09 0.01 1.12/1.56 1.33 32.50 0.68 0.51/0.80 0.01 -0.08 0.1765 -0.40 56.5% 137 233 3.2k 2.7k 51.9% 0.51 0.1992 -0.08 0.02 0.87/1.00 0.91 33.00 0.93 0.82/1.43 0.02 -0.09 0.1687 -0.49 61.2% 95 196 128 90 50.5% 0.41 0.1996 -0.08 0.02 0.60/0.78 0.72 33.50 1.26 0.44/2.10 0.02 -0.08 0.1880 -0.58 53.8% 7 46 371 334 52.7% 0.33 0.1769 -0.07 0.01 0.51/0.59 0.52 34.00 1.60 1.39/1.82 0.01 -0.07 0.1715 -0.67 54.9% 33 31 23 27 53.7% 0.25 0.1532 -0.07 0.01 0.36/0.48 0.39 34.50 1.93 0.84/3.10 0.01 -0.07 0.1504 -0.74 55.7% 12 52 850 479 52.3% 0.18 0.1282 -0.05 0.01 0.26/0.31 0.27 35.00 2.17 2.13/2.56 0.01 -0.05 0.1273 -0.81 55.3% 22 168 35 432 55.3% 0.14 0.1025 -0.05 0.01 0.05/0.42 0.21 35.50 — — — — — — — — — 281 218 52.5% 0.08 0.0755 -0.03 0.01 0.08/0.20 0.14 36.00 1.60 2.52/4.25 0.01 -0.06 0.0879 -0.84 72.5% 2 2 114 134 64.3% 0.10 0.0689 -0.04 0.01 0.05/0.34 0.10 36.50 2.20 3.10/4.70 0.01 -0.07 0.0761 -0.85 80.5% 1 — — — — — — — — — — 37.00 7.61 3.30/5.15 0.01 -0.04 0.0598 -0.91 71.1% 2 4
Greeks Profile 2026-09-04 · 5d · σ = 56.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $23 $28 $33 $38 $43 spot $32.98 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).