IV Skew
4.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 6/17291d +3 more 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 3 114.8% 0.99 0.0015 -0.01 0.00 23.50/25.70 25.09 30.00 — — — — — — — — — — — — — — — — — — 33.00 0.05 0.00/0.05 0.00 -0.00 0.0012 -0.00 87.5% 2 433 100 — 0.0% 1.00 — -0.00 — 15.00/16.20 13.51 35.00 0.07 0.00/0.50 0.01 -0.03 0.0050 -0.03 112.9% 1 130 14 8 118.9% 0.94 0.0078 -0.05 0.01 16.80/19.30 21.20 37.00 0.07 0.00/0.50 0.01 -0.03 0.0062 -0.04 101.0% 1 145 183 13 97.1% 0.94 0.0104 -0.04 0.02 13.80/16.20 16.58 40.00 0.01 0.00/0.20 0.01 -0.01 0.0058 -0.02 70.1% 1 139 555 2 197.1% 0.79 0.0117 -0.19 0.04 15.40/17.80 11.61 42.00 0.25 0.00/0.10 0.00 -0.01 0.0052 -0.01 53.9% 10 345 364 1 95.3% 0.84 0.0203 -0.08 0.03 8.40/10.80 12.70 45.00 0.05 0.00/0.15 0.01 -0.01 0.0140 -0.04 51.0% 8 434 476 1 52.1% 0.91 0.0254 -0.03 0.02 7.30/8.50 8.00 47.00 0.08 0.00/0.15 0.01 -0.01 0.0201 -0.05 41.6% 50 411 508 4 47.4% 0.81 0.0459 -0.05 0.03 4.40/5.30 4.70 50.00 0.17 0.05/0.25 0.02 -0.02 0.0452 -0.10 31.7% 35 477 1.3k 6 27.1% 0.47 0.1182 -0.04 0.05 0.85/1.20 1.03 55.00 1.41 1.20/1.55 0.05 -0.03 0.1281 -0.53 25.0% 97 2.1k 2.2k 1 28.7% 0.08 0.0426 -0.01 0.02 0.00/0.15 0.08 60.00 5.50 4.30/6.60 0.04 -0.06 0.0453 -0.74 57.5% 1 72 3.0k 1 42.1% 0.04 0.0163 -0.01 0.01 0.00/0.10 0.05 65.00 8.10 9.40/11.70 0.04 -0.07 0.0276 -0.79 83.3% 12 1 30 4 50.0% 0.02 0.0069 -0.01 0.01 0.00/0.05 0.12 70.00 15.50 14.40/16.80 0.01 -0.01 0.0115 -0.96 59.4% 2 2 — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.13 75.00 18.05 19.40/21.80 0.01 -0.01 0.0082 -0.97 72.1% — — — — — — — — — — — 80.00 22.95 24.40/26.80 0.01 -0.01 0.0063 -0.97 83.4% — —
Greeks Profile 2026-09-18 · 19d · σ = 26.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $38 $46 $55 $63 $71 spot $54.54 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).