IV Skew
-0.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +10 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-09-15 (747d) 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 19 25 25.8% 0.83 0.0090 -0.83 0.28 26.60/29.75 28.48 920.00 2.02 1.45/2.32 0.22 -0.43 0.0088 -0.12 20.3% 312 381 7 2 29.1% 0.75 0.0098 -1.11 0.35 22.20/27.45 25.46 925.00 2.88 1.86/3.20 0.28 -0.53 0.0112 -0.17 20.1% 97 992 43 23 26.1% 0.72 0.0117 -1.06 0.37 18.85/22.65 21.00 930.00 4.10 2.85/4.00 0.33 -0.59 0.0140 -0.22 19.0% 215 1.0k 51 54 24.1% 0.67 0.0136 -1.05 0.40 15.50/18.45 17.50 935.00 5.14 4.50/5.85 0.39 -0.72 0.0160 -0.30 19.7% 126 185 42 30 23.9% 0.63 0.0143 -1.07 0.42 13.85/16.80 14.84 937.50 5.92 5.20/7.85 0.41 -0.86 0.0154 -0.36 21.9% 56 67 187 106 21.9% 0.60 0.0159 -1.00 0.43 12.75/14.35 13.64 940.00 6.75 6.20/7.40 0.42 -0.76 0.0181 -0.38 19.0% 110 199 66 61 23.8% 0.56 0.0150 -1.10 0.44 10.35/13.95 13.00 942.50 8.03 6.25/9.50 0.44 -0.86 0.0170 -0.43 20.9% 16 33 61 79 20.9% 0.52 0.0172 -0.98 0.44 9.60/11.15 11.80 945.00 9.00 7.30/9.65 0.44 -0.78 0.0190 -0.48 18.9% 46 70 23 48 21.1% 0.48 0.0171 -0.99 0.44 8.00/10.05 9.48 947.50 11.02 9.35/11.60 0.44 -0.83 0.0178 -0.52 20.2% 98 43 168 410 20.7% 0.44 0.0172 -0.95 0.44 7.00/8.75 8.15 950.00 12.33 10.90/13.55 0.44 -0.86 0.0167 -0.56 21.3% 71 197 19 25 20.8% 0.39 0.0167 -0.93 0.43 5.90/7.75 7.16 952.50 12.55 11.90/15.50 0.43 -0.88 0.0157 -0.60 22.2% 4 44 486 241 20.5% 0.35 0.0164 -0.88 0.41 5.00/6.65 6.50 955.00 14.31 12.80/17.40 0.42 -0.88 0.0148 -0.63 22.9% 11 84 122 67 20.4% 0.31 0.0157 -0.83 0.39 4.95/5.75 5.49 957.50 16.80 13.65/18.40 0.40 -0.78 0.0150 -0.68 21.7% 2 19 270 139 20.3% 0.27 0.0148 -0.78 0.37 4.30/4.95 4.89 960.00 18.58 15.70/19.10 0.36 -0.62 0.0152 -0.74 19.5% 9 100 66 127 20.5% 0.24 0.0137 -0.73 0.34 3.60/4.35 4.00 962.50 19.00 18.20/21.75 0.35 -0.66 0.0134 -0.75 21.3% 2 61 177 133 20.5% 0.21 0.0126 -0.67 0.32 3.00/3.75 3.50 965.00 22.95 19.10/23.90 0.33 -0.64 0.0123 -0.78 22.0% 2 104
Greeks Profile 2026-09-04 · 5d · σ = 19.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $662 $804 $945 $1087 $1229 spot $945.47 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).