IV Skew
-0.2%
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 1.8k 13 68.4% 0.90 0.0589 -0.06 0.01 3.35/3.80 3.53 34.50 0.01 0.00/0.06 0.00 -0.01 0.0341 -0.03 45.3% 7 14 523 70 61.3% 0.89 0.0710 -0.06 0.01 3.00/3.30 3.14 35.00 0.01 0.01/0.04 0.00 -0.01 0.0352 -0.02 36.7% 112 472 285 22 58.7% 0.85 0.0884 -0.06 0.01 2.24/2.86 2.46 35.50 0.06 0.05/0.08 0.00 -0.02 0.0655 -0.05 37.3% 288 273 980 68 50.6% 0.83 0.1111 -0.06 0.01 1.98/2.35 2.20 36.00 0.09 0.08/0.10 0.01 -0.02 0.0959 -0.08 33.6% 118 460 316 81 45.3% 0.79 0.1422 -0.06 0.01 1.60/1.89 1.73 36.50 0.16 0.12/0.17 0.01 -0.03 0.1485 -0.14 32.9% 128 95 513 180 40.3% 0.73 0.1836 -0.06 0.01 1.24/1.45 1.31 37.00 0.25 0.23/0.29 0.01 -0.04 0.2053 -0.23 33.1% 423 321 212 296 39.2% 0.63 0.2158 -0.07 0.02 0.93/1.11 0.99 37.50 0.42 0.37/0.42 0.02 -0.05 0.2627 -0.34 31.3% 6.8k 213 5.1k 988 35.0% 0.52 0.2560 -0.06 0.02 0.66/0.75 0.70 38.00 0.60 0.56/0.68 0.02 -0.06 0.2703 -0.48 33.1% 90 209 293 214 35.1% 0.40 0.2469 -0.06 0.02 0.41/0.53 0.40 38.50 0.91 0.63/0.98 0.02 -0.06 0.2534 -0.61 34.1% 3 1 678 172 34.6% 0.28 0.2182 -0.05 0.01 0.28/0.35 0.33 39.00 1.28 0.94/1.41 0.02 -0.06 0.1999 -0.70 39.4% 4 5 298 97 32.8% 0.17 0.1736 -0.04 0.01 0.17/0.20 0.15 39.50 — — — — — — — — — 715 297 33.8% 0.11 0.1227 -0.03 0.01 0.10/0.13 0.10 40.00 2.20 1.88/2.42 0.01 -0.07 0.1238 -0.77 54.9% 16 1 164 54 43.4% 0.07 0.0729 -0.03 0.01 0.03/0.12 0.05 41.00 3.05 2.74/3.25 0.01 -0.05 0.0872 -0.86 56.7% 15 21 171 22 43.4% 0.03 0.0328 -0.01 0.00 0.01/0.05 0.03 42.00 5.05 3.70/4.35 0.01 -0.07 0.0668 -0.86 75.4% 6 — 118 7 55.1% 0.03 0.0287 -0.02 0.00 0.00/0.07 0.06 43.00 6.20 4.70/5.50 0.00 -0.03 0.0386 -0.95 63.3% 2 — 190 1 53.9% 0.01 0.0126 -0.01 0.00 0.00/0.03 0.02 44.00 — — — — — — — — — — — — — — — — — — 45.00 7.35 6.65/7.60 0.00 -0.03 0.0268 -0.95 83.6% 2 —
Greeks Profile 2026-09-04 · 5d · σ = 34.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $27 $32 $38 $44 $49 spot $38.03 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).