IV Skew
1.4%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +6 more 2026-12-18 (108d) 2027-01-15 (136d) 2027-02-19 (171d) 2027-03-19 (199d) 2027-06-17 (289d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 23 1 67.6% 0.96 0.0180 -0.07 0.01 7.40/7.80 7.90 66.00 0.15 0.10/0.16 0.01 -0.06 0.0174 -0.03 66.4% 307 596 293 100 64.6% 0.95 0.0255 -0.09 0.01 6.45/6.85 7.10 67.00 0.23 0.12/0.21 0.01 -0.07 0.0242 -0.05 62.5% 54 675 181 12 63.9% 0.91 0.0367 -0.12 0.01 5.55/5.95 5.70 68.00 0.29 0.20/0.30 0.01 -0.10 0.0354 -0.08 61.1% 698 485 162 50 62.2% 0.87 0.0500 -0.15 0.01 4.70/5.05 6.00 69.00 0.51 0.32/0.43 0.01 -0.13 0.0495 -0.12 60.1% 214 423 286 87 60.7% 0.82 0.0652 -0.18 0.02 3.85/4.25 3.90 70.00 0.54 0.50/0.59 0.02 -0.17 0.0656 -0.17 58.8% 463 1.3k 312 23 61.0% 0.74 0.0795 -0.22 0.02 3.15/3.50 2.95 71.00 0.82 0.72/0.87 0.02 -0.20 0.0817 -0.25 58.3% 112 408 351 59 59.7% 0.66 0.0925 -0.25 0.02 2.50/2.77 2.74 72.00 1.06 1.05/1.21 0.02 -0.23 0.0946 -0.34 58.1% 703 160 773 800 59.1% 0.56 0.1002 -0.26 0.03 1.93/2.16 1.84 73.00 1.52 1.41/1.62 0.03 -0.24 0.1043 -0.44 56.7% 363 221 664 229 57.9% 0.46 0.1029 -0.26 0.03 1.44/1.61 1.47 74.00 2.06 1.94/2.13 0.03 -0.25 0.1047 -0.54 56.9% 295 625 2.0k 558 57.4% 0.36 0.0976 -0.24 0.02 1.04/1.19 1.18 75.00 2.46 2.52/2.75 0.02 -0.23 0.0986 -0.64 56.7% 66 183 2.9k 849 56.8% 0.27 0.0866 -0.21 0.02 0.73/0.84 0.85 76.00 4.05 3.20/3.50 0.02 -0.20 0.0858 -0.73 57.8% 55 142 863 158 57.4% 0.19 0.0714 -0.18 0.02 0.49/0.63 0.56 77.00 4.45 3.95/4.25 0.02 -0.17 0.0714 -0.81 57.4% 70 53 340 122 58.2% 0.13 0.0560 -0.14 0.01 0.34/0.45 0.34 78.00 4.55 4.65/5.10 0.01 -0.11 0.0549 -0.88 55.0% 4 18 2.3k 347 58.6% 0.09 0.0419 -0.11 0.01 0.22/0.32 0.21 79.00 5.20 5.55/6.00 0.01 -0.09 0.0404 -0.92 56.3% 22 22 3.1k 497 58.1% 0.06 0.0293 -0.07 0.01 0.15/0.19 0.19 80.00 7.70 6.45/6.90 0.01 -0.05 0.0267 -0.95 55.1% 34 326 775 19 59.0% 0.04 0.0203 -0.05 0.01 0.08/0.15 0.10 81.00 — — — — — — — — — — — — — — — — — — 82.00 8.03 8.40/8.85 0.00 -0.03 0.0145 -0.97 60.9% — 9
Greeks Profile 2026-09-04 · 3d · σ = 57.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $51 $62 $73 $84 $95 spot $73.46 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).