IV Skew
14.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +5 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 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 — — — — — — — — — 30.00 0.05 0.00/1.75 0.01 -0.18 0.0146 -0.09 227.5% — 1 — — — — — — — — — 34.00 0.35 0.00/2.15 0.01 -0.19 0.0265 -0.14 176.2% — 1 15 2 145.5% 0.86 0.0315 -0.16 0.01 4.60/7.30 6.08 35.00 0.06 0.00/0.05 0.00 -0.01 0.0069 -0.01 60.2% 1 4 14 2 129.9% 0.84 0.0382 -0.16 0.01 3.60/6.30 5.09 36.00 — — — — — — — — — 17 32 126.0% 0.80 0.0456 -0.17 0.01 2.95/5.50 3.70 37.00 0.10 0.00/1.45 0.01 -0.13 0.0480 -0.16 106.1% 8 31 14 2 120.0% 0.76 0.0540 -0.19 0.02 2.00/4.70 2.80 38.00 0.10 0.00/0.15 0.01 -0.03 0.0532 -0.07 51.2% 25 53 7 16 102.5% 0.72 0.0682 -0.17 0.02 0.80/3.70 3.15 39.00 0.30 0.00/0.40 0.01 -0.07 0.0917 -0.17 56.8% 1 48 13 1 79.6% 0.67 0.0941 -0.14 0.02 1.30/2.60 1.26 40.00 0.21 0.15/0.85 0.02 -0.11 0.1113 -0.30 64.8% 8 145 13 12 71.2% 0.57 0.1137 -0.14 0.02 0.50/1.85 0.66 41.00 0.55 0.40/0.65 0.02 -0.07 0.2115 -0.39 37.4% 54 20 59 41 39.2% 0.40 0.2032 -0.08 0.02 0.40/0.65 0.60 42.00 1.90 0.25/2.15 0.02 -0.15 0.1017 -0.54 80.6% 17 8 9 44 42.5% 0.24 0.1509 -0.07 0.02 0.20/0.40 0.21 43.00 2.73 1.30/3.10 0.02 -0.09 0.1306 -0.70 54.5% 16 7 66 6 42.4% 0.12 0.0978 -0.04 0.01 0.05/0.20 0.10 44.00 1.85 1.95/4.50 0.02 -0.10 0.0935 -0.76 69.3% — 5 22 2 96.7% 0.25 0.0681 -0.15 0.02 0.00/1.90 0.10 45.00 3.45 2.90/5.50 0.01 -0.11 0.0730 -0.79 80.4% 32 45 17 1 110.2% 0.23 0.0568 -0.16 0.01 0.00/1.95 0.20 46.00 5.71 3.50/6.20 0.01 -0.06 0.0549 -0.89 68.9% 4 2 53 1 105.9% 0.17 0.0495 -0.13 0.01 0.00/1.40 0.20 47.00 5.34 3.90/7.20 0.02 -0.25 0.0442 -0.72 155.6% 36 — 1 — 122.1% 0.17 0.0428 -0.15 0.01 0.00/1.60 0.30 48.00 6.30 5.40/8.20 0.01 -0.05 0.0340 -0.93 82.6% 16 — 50 — 130.5% 0.15 0.0376 -0.15 0.01 0.00/1.55 0.20 49.00 7.30 6.60/9.20 0.01 -0.07 0.0322 -0.91 99.8% 6 5
Greeks Profile 2026-09-04 · 5d · σ = 54.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $29 $35 $41 $48 $54 spot $41.44 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).