IV Skew
-8.8%
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 3 3 132.2% 0.85 0.0213 -0.27 0.02 7.90/11.20 8.69 62.00 — — — — — — — — — 4 2 63.6% 0.94 0.0216 -0.07 0.01 6.50/9.50 9.27 64.00 0.84 0.00/2.15 0.02 -0.19 0.0277 -0.15 99.8% — 1 6 4 57.0% 0.94 0.0263 -0.07 0.01 5.00/9.00 5.67 65.00 0.10 0.00/1.00 0.01 -0.10 0.0307 -0.10 68.5% 1 5 — — — — — — — — — 66.00 0.10 0.00/0.50 0.02 -0.10 0.0375 -0.11 61.0% 2 2 1 — 70.7% 0.81 0.0459 -0.17 0.02 3.30/5.70 4.60 67.00 0.34 0.00/1.00 0.02 -0.09 0.0470 -0.13 53.6% 2 3 80 5 58.8% 0.79 0.0578 -0.15 0.02 3.50/5.70 6.17 68.00 0.13 0.05/0.20 0.01 -0.04 0.0534 -0.08 33.4% 33 37 2 1 50.7% 0.76 0.0737 -0.14 0.03 2.85/4.40 2.39 69.00 0.15 0.10/0.75 0.03 -0.11 0.0774 -0.22 46.1% 5 26 6 1 55.7% 0.66 0.0782 -0.18 0.03 1.80/4.50 3.30 70.00 0.32 0.00/0.50 0.03 -0.07 0.1219 -0.23 29.8% 23 56 8 3 84.4% 0.56 0.0556 -0.28 0.03 0.15/3.70 1.30 71.00 0.65 0.50/0.80 0.03 -0.09 0.1571 -0.37 28.6% 16 10 56 40 38.6% 0.48 0.1229 -0.13 0.03 0.50/1.40 1.25 72.00 1.03 0.00/1.30 0.03 -0.09 0.1625 -0.53 29.2% 2 23 21 29 33.6% 0.34 0.1299 -0.11 0.03 0.35/0.80 0.61 73.00 1.62 1.25/2.05 0.03 -0.09 0.1321 -0.66 32.9% 15 13 22 7 31.7% 0.21 0.1083 -0.08 0.02 0.00/0.45 0.32 74.00 2.29 2.15/4.50 0.03 -0.25 0.0569 -0.61 80.4% 3 15 36 1 42.2% 0.19 0.0773 -0.10 0.02 0.00/0.55 0.40 75.00 3.15 2.90/3.80 0.02 -0.09 0.0776 -0.81 41.4% 3 19 27 7 34.9% 0.08 0.0524 -0.05 0.01 0.00/0.20 0.12 76.00 7.16 2.20/5.60 0.03 -0.19 0.0533 -0.73 73.3% — 3 10 1 51.7% 0.13 0.0484 -0.09 0.02 0.00/0.45 0.19 77.00 3.10 3.10/7.30 0.03 -0.29 0.0408 -0.70 100.9% 49 50 16 14 55.5% 0.11 0.0392 -0.09 0.02 0.00/0.80 0.34 78.00 — — — — — — — — — 52 5 54.8% 0.07 0.0297 -0.06 0.01 0.00/0.55 0.05 79.00 — — — — — — — — — — — — — — — — — — 81.00 6.90 7.90/10.60 0.02 -0.23 0.0295 -0.82 107.6% 8 2
Greeks Profile 2026-09-04 · 5d · σ = 33.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $50 $61 $72 $82 $93 spot $71.72 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).