IV Skew
3.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +3 more 2027-03-19 (201d) 2027-06-17 (291d) 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 1 1 95.3% 1.00 0.0012 -0.01 0.00 12.90/15.50 14.80 39.00 — — — — — — — — — 10 — 187.3% 0.92 0.0126 -0.18 0.01 12.70/15.30 14.20 40.00 — — — — — — — — — 1 — 116.9% 0.90 0.0237 -0.13 0.01 7.40/10.20 7.60 45.00 — — — — — — — — — — — — — — — — — — 47.00 0.11 0.00/0.05 0.00 -0.01 0.0123 -0.02 49.6% 3 118 28 7 84.5% 0.86 0.0418 -0.12 0.01 4.30/7.30 5.00 48.00 0.14 0.00/0.20 0.01 -0.04 0.0334 -0.06 58.4% 1 179 — — — — — — — — — 49.00 0.12 0.00/0.10 0.01 -0.02 0.0349 -0.04 41.4% 2 123 — — — — — — — — — 49.50 0.07 0.05/0.15 0.01 -0.03 0.0492 -0.07 41.5% 3 25 55 5 126.1% 0.69 0.0450 -0.28 0.02 1.40/5.40 3.40 50.00 0.13 0.05/0.25 0.01 -0.05 0.0677 -0.11 43.7% 45 151 11 2 89.2% 0.68 0.0647 -0.20 0.02 1.15/3.80 2.18 51.00 0.21 0.10/0.35 0.02 -0.06 0.1044 -0.17 38.9% 20 269 154 5 43.8% 0.68 0.1306 -0.10 0.02 1.40/1.95 1.93 52.00 0.47 0.30/0.55 0.02 -0.07 0.1525 -0.28 35.6% 98 111 85 205 37.8% 0.54 0.1685 -0.10 0.02 1.00/1.20 1.10 53.00 0.85 0.65/1.15 0.02 -0.10 0.1511 -0.46 42.2% 33 79 184 199 35.8% 0.37 0.1696 -0.09 0.02 0.50/0.70 0.65 54.00 1.55 1.20/1.65 0.02 -0.09 0.1523 -0.61 40.4% 10 4 550 216 40.0% 0.25 0.1269 -0.08 0.02 0.30/0.50 0.35 55.00 1.89 1.85/2.50 0.02 -0.09 0.1156 -0.72 47.1% 2 71 467 123 35.4% 0.11 0.0869 -0.04 0.01 0.10/0.20 0.13 56.00 3.70 0.95/4.90 0.02 -0.25 0.0553 -0.63 109.6% 10 29 436 45 39.7% 0.07 0.0560 -0.03 0.01 0.05/0.15 0.05 57.00 4.10 2.00/4.10 0.01 -0.05 0.0653 -0.88 47.9% 1 43 46 15 42.4% 0.04 0.0349 -0.02 0.01 0.00/0.10 0.08 58.00 5.43 3.60/6.10 0.02 -0.20 0.0506 -0.75 101.6% 2 — 137 3 42.2% 0.02 0.0180 -0.01 0.00 0.00/0.05 0.03 59.00 — — — — — — — — — 277 9 59.8% 0.05 0.0261 -0.04 0.01 0.00/0.30 0.05 60.00 7.38 4.80/8.20 0.02 -0.23 0.0389 -0.77 124.1% 2 — 9 1 70.3% 0.05 0.0246 -0.05 0.01 0.00/0.40 0.14 61.00 — — — — — — — — — — — — — — — — — — 62.00 10.24 8.10/10.20 0.01 -0.07 0.0257 -0.93 86.8% 2 — — — — — — — — — — 70.00 14.50 14.80/18.90 0.00 0.00 0.0023 -1.00 87.5% — —
Greeks Profile 2026-09-04 · 5d · σ = 40.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $37 $45 $53 $61 $69 spot $53.18 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).