IV Skew
7.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 9/3031d 10/233d 10/1647d 11/2082d +13 more 2026-12-18 (110d) 2026-12-31 (123d) 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-03-31 (213d) 2027-04-16 (229d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-06-30 (304d) 2027-07-16 (320d) 2027-08-20 (355d) 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 0.00/0.06 0.00 -0.01 0.0102 -0.01 63.3% 10 12 3 2 79.3% 0.88 0.0607 -0.07 0.01 3.00/3.85 3.58 32.00 0.01 0.00/0.28 0.01 -0.03 0.0499 -0.06 60.0% 1 6 3 88 93.2% 0.81 0.0704 -0.11 0.01 2.32/3.65 3.91 32.50 — — — — — — — — — 2 88 58.0% 0.87 0.0881 -0.05 0.01 1.85/2.78 3.48 33.00 0.05 0.00/0.08 0.00 -0.02 0.0661 -0.05 39.8% 2 5 7 1 52.4% 0.84 0.1121 -0.06 0.01 1.26/2.31 2.01 33.50 0.02 0.00/0.14 0.01 -0.03 0.1051 -0.10 39.6% 14 1.3k 76 13 59.4% 0.75 0.1293 -0.08 0.01 0.92/2.05 1.29 34.00 0.06 0.00/0.06 0.01 -0.01 0.1208 -0.06 25.0% 80 870 55 7 45.2% 0.72 0.1791 -0.07 0.01 0.96/1.47 1.09 34.50 0.10 0.06/0.14 0.01 -0.02 0.2278 -0.16 25.2% 38 16k 509 76 35.7% 0.65 0.2497 -0.06 0.02 0.59/0.98 0.63 35.00 0.14 0.06/0.21 0.01 -0.03 0.3715 -0.27 21.4% 194 137 699 514 25.8% 0.52 0.3719 -0.04 0.02 0.13/0.51 0.40 35.50 0.34 0.20/0.54 0.02 -0.04 0.3445 -0.48 27.8% 4 71 160 1.1k 25.7% 0.34 0.3421 -0.04 0.02 0.10/0.30 0.17 36.00 0.73 0.34/0.78 0.02 -0.04 0.3475 -0.67 25.2% 1 41 1.6k 22 35.0% 0.26 0.2242 -0.05 0.01 0.00/0.31 0.07 36.50 0.87 0.73/1.29 0.01 -0.04 0.2264 -0.74 34.4% 37 29 144 1 23.6% 0.07 0.1420 -0.01 0.01 0.00/0.06 0.05 37.00 1.43 1.07/2.01 0.01 -0.07 0.1453 -0.72 55.5% — — 30 1 32.4% 0.08 0.1109 -0.02 0.01 0.00/0.09 0.06 37.50 1.95 1.74/2.33 0.01 -0.06 0.1281 -0.80 52.0% 5 1 4.8k 40 24.2% 0.01 0.0248 -0.00 0.00 0.00/0.01 0.01 38.00 2.56 2.06/2.97 0.01 -0.08 0.1021 -0.79 68.2% 1 — 36 88 45.5% 0.07 0.0706 -0.03 0.01 0.00/0.11 0.15 38.50 — — — — — — — — — 18 10 48.2% 0.05 0.0535 -0.02 0.00 0.00/0.09 0.01 39.00 — — — — — — — — — 4 80 58.0% 0.06 0.0517 -0.03 0.01 0.00/0.26 0.08 39.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 26.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $25 $30 $36 $41 $46 spot $35.51 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).