IV Skew
9.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +6 more 2027-02-19 (173d) 2027-03-19 (201d) 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 3 3 37.5% 0.75 0.0114 -0.93 0.23 18.50/23.70 16.83 612.50 4.46 0.35/3.60 0.20 -0.58 0.0126 -0.19 29.5% 2 48 3 1 35.6% 0.73 0.0125 -0.91 0.24 16.70/21.40 26.50 615.00 8.05 0.05/4.20 0.22 -0.63 0.0139 -0.23 29.3% 12 55 3 2 34.5% 0.71 0.0135 -0.93 0.25 14.80/19.40 16.37 617.50 6.90 3.40/5.00 0.24 -0.69 0.0150 -0.26 29.5% 1 23 42 3 33.9% 0.67 0.0144 -0.95 0.27 13.80/17.60 13.13 620.00 4.75 2.30/5.90 0.26 -0.74 0.0160 -0.30 29.7% 12 57 3 6 33.4% 0.64 0.0152 -0.97 0.28 11.10/15.90 13.25 622.50 9.88 2.65/9.80 0.28 -1.05 0.0133 -0.38 38.6% 2 63 7 10 33.3% 0.60 0.0157 -0.99 0.29 9.40/14.40 8.10 625.00 11.15 3.70/11.00 0.29 -1.08 0.0136 -0.41 38.9% 110 11 8 22 32.9% 0.56 0.0163 -1.00 0.29 8.10/12.90 10.80 627.50 13.05 6.30/12.00 0.29 -1.09 0.0139 -0.45 38.5% 42 37 15 11 33.7% 0.52 0.0160 -1.03 0.29 8.70/11.90 9.80 630.00 9.30 7.90/10.30 0.29 -0.85 0.0180 -0.48 30.1% 14 47 17 1 36.6% 0.48 0.0148 -1.11 0.29 4.80/11.70 6.80 632.50 13.74 8.30/14.30 0.29 -1.07 0.0143 -0.52 37.8% 42 42 5 13 38.4% 0.45 0.0140 -1.15 0.29 3.70/11.20 7.35 635.00 21.40 8.20/15.20 0.29 -1.02 0.0147 -0.55 36.4% 2 58 5 3 38.8% 0.42 0.0136 -1.15 0.29 3.10/10.30 3.10 637.50 19.78 10.20/17.10 0.29 -1.04 0.0140 -0.59 37.7% 1 2 33 4 31.8% 0.35 0.0158 -0.90 0.27 4.60/7.00 7.00 640.00 24.08 12.70/18.80 0.28 -1.02 0.0135 -0.62 38.2% 3 18 — — — — — — — — — 642.50 10.70 14.10/19.50 0.27 -0.90 0.0139 -0.66 35.5% 1 1 30 6 32.3% 0.28 0.0142 -0.83 0.25 2.95/5.50 2.39 645.00 22.06 16.30/21.40 0.26 -0.88 0.0131 -0.69 36.2% 1 7 3 1 39.8% 0.29 0.0117 -1.03 0.25 0.30/7.10 8.13 647.50 14.00 18.50/23.20 0.25 -0.84 0.0125 -0.72 36.4% 10 11 54 23 27.9% 0.18 0.0129 -0.56 0.20 1.90/3.00 3.00 650.00 — — — — — — — — — — — — — — — — — — 652.50 25.50 20.70/27.90 0.23 -0.85 0.0106 -0.76 39.9% 6 6 45 113 29.7% 0.14 0.0103 -0.51 0.17 1.10/2.50 1.41 655.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 31.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $441 $536 $630 $725 $819 spot $630.33 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).