IV Skew
4.3%
25Δ put − call
Expiry 8/311d 9/23d 9/45d 9/1112d 9/1819d 9/2526d 9/3031d 10/233d +12 more 2026-10-16 (47d) 2026-11-20 (82d) 2026-12-18 (110d) 2026-12-31 (123d) 2027-01-15 (138d) 2027-03-19 (201d) 2027-03-31 (213d) 2027-06-17 (291d) 2027-06-30 (304d) 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 — — — — — — — — — 57.00 0.04 0.00/0.02 0.00 -0.00 0.0000 -0.00 73.4% — 21 — — — — — — — — — 58.00 0.06 0.00/0.02 0.00 -0.00 0.0000 -0.00 67.2% — 5 — — — — — — — — — 59.00 0.05 0.00/0.02 0.00 -0.00 0.0000 -0.00 59.4% 10 10 — — — — — — — — — 60.00 0.04 0.00/0.02 0.00 -0.00 0.0001 -0.00 53.1% 6 7 1 1 75.4% 0.99 0.0074 -0.03 0.00 5.20/7.40 6.28 61.00 — — — — — — — — — — — — — — — — — — 62.00 0.10 0.00/0.10 0.00 -0.00 0.0024 -0.00 50.8% 1 401 1 1 74.6% 0.95 0.0388 -0.14 0.00 3.80/4.55 4.35 63.00 — — — — — — — — — — — — — — — — — — 64.00 0.07 0.00/0.10 0.00 -0.02 0.0192 -0.01 39.6% 3 4 — — — — — — — — — 65.00 0.04 0.00/0.08 0.00 -0.02 0.0337 -0.01 27.9% 5 80 104 3 22.9% 0.93 0.1749 -0.06 0.00 1.07/1.30 1.90 66.00 0.05 0.02/0.08 0.00 -0.02 0.1135 -0.03 17.8% 4 30 440 176 15.9% 0.61 0.6877 -0.11 0.01 0.32/0.46 0.39 67.00 — — — — — — — — — 1.5k 7 15.8% 0.06 0.2267 -0.04 0.00 0.04/0.10 0.06 68.00 — — — — — — — — — 4 5 27.7% 0.03 0.0717 -0.03 0.00 0.00/0.12 0.12 69.00 — — — — — — — — — 102 1 35.4% 0.01 0.0262 -0.02 0.00 0.00/0.10 0.05 70.00 — — — — — — — — — — — — — — — — — — 76.00 8.70 6.90/9.90 0.00 -0.35 0.0243 -0.93 155.0% 4 — — — — — — — — — — 78.00 10.90 8.90/12.80 0.01 -0.73 0.0240 -0.89 222.9% 2 —
Greeks Profile 2026-08-31 · 1d · σ = 16.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $47 $57 $67 $77 $87 spot $67.14 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).