IV Skew
-4.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-06-17 (291d) 2028-01-21 (509d) 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 5 13 120.6% 0.82 0.0491 -0.14 0.01 3.85/6.25 4.20 33.00 — — — — — — — — — 5 6 89.5% 0.86 0.0576 -0.09 0.01 3.25/5.20 3.75 33.50 0.13 0.02/0.15 0.00 -0.02 0.0369 -0.04 52.7% 2 5 6 6 52.0% 0.94 0.0537 -0.03 0.01 2.00/4.75 3.26 34.00 0.16 0.05/0.28 0.01 -0.03 0.0586 -0.08 56.3% 59 74 — — — — — — — — — 34.50 0.20 0.16/0.27 0.01 -0.04 0.0773 -0.11 54.2% 48 164 18 1 74.6% 0.78 0.0916 -0.10 0.01 1.85/3.90 2.46 35.00 0.30 0.26/0.33 0.01 -0.05 0.1000 -0.15 53.2% 207 568 8 1 69.7% 0.74 0.1071 -0.10 0.01 1.44/3.45 2.08 35.50 0.39 0.36/0.45 0.01 -0.06 0.1240 -0.21 52.6% 57 277 8 1 61.9% 0.70 0.1294 -0.10 0.02 0.65/3.30 1.90 36.00 0.55 0.48/0.60 0.01 -0.07 0.1471 -0.27 51.9% 264 256 22 12 67.2% 0.62 0.1300 -0.11 0.02 1.00/2.55 1.50 36.50 0.75 0.71/0.83 0.02 -0.09 0.1581 -0.36 54.2% 171 37 73 19 54.2% 0.56 0.1670 -0.10 0.02 1.07/1.41 1.24 37.00 0.99 0.77/1.07 0.02 -0.09 0.1784 -0.44 50.7% 176 165 9 123 59.7% 0.48 0.1531 -0.11 0.02 1.02/1.20 1.05 37.50 1.26 1.03/1.47 0.02 -0.09 0.1682 -0.53 54.3% 49 97 590 120 57.9% 0.40 0.1531 -0.10 0.02 0.70/1.03 0.83 38.00 1.76 1.33/1.80 0.02 -0.09 0.1595 -0.60 55.4% 37 109 21 167 54.1% 0.32 0.1507 -0.09 0.02 0.49/0.74 0.68 38.50 1.83 0.52/2.94 0.02 -0.18 0.0831 -0.58 108.1% 27 25 887 232 57.1% 0.26 0.1302 -0.08 0.01 0.46/0.59 0.53 39.00 2.51 1.58/2.66 0.02 -0.12 0.1062 -0.67 77.8% 16 123 — — — — — — — — — 39.50 2.83 2.20/3.55 0.01 -0.09 0.1045 -0.75 70.2% 11 24 450 628 57.4% 0.15 0.0950 -0.06 0.01 0.25/0.37 0.32 40.00 2.95 2.82/3.45 0.01 -0.07 0.0951 -0.82 62.5% 3.0k 147 40 12 63.0% 0.14 0.0803 -0.06 0.01 0.20/0.41 0.30 40.50 3.60 3.35/5.35 0.01 -0.16 0.0699 -0.72 111.0% 244 13 153 53 60.5% 0.10 0.0641 -0.05 0.01 0.18/0.23 0.21 41.00 4.00 3.65/4.80 0.01 -0.08 0.0714 -0.83 80.9% 10 10 38 11 62.7% 0.08 0.0527 -0.04 0.01 0.05/0.30 0.20 41.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 52.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $26 $32 $37 $43 $48 spot $37.25 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).