IV Skew
-2.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 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 6 8 84.0% 0.86 0.0588 -0.09 0.01 3.25/5.10 3.83 35.50 0.25 0.21/0.30 0.01 -0.05 0.0550 -0.10 67.2% 59 27 450 20 67.8% 0.87 0.0684 -0.07 0.01 3.05/4.05 3.45 36.00 0.33 0.29/0.39 0.01 -0.06 0.0683 -0.13 67.1% 227 410 3 29 92.5% 0.76 0.0726 -0.13 0.01 2.80/4.35 2.80 36.50 0.45 0.40/0.48 0.01 -0.08 0.0821 -0.17 66.7% 185 26 160 19 72.8% 0.77 0.0917 -0.11 0.01 2.50/3.25 2.60 37.00 0.60 0.51/0.61 0.01 -0.09 0.0960 -0.21 66.2% 792 209 5 19 68.9% 0.72 0.1055 -0.11 0.02 1.95/2.98 2.34 37.50 0.79 0.60/1.18 0.02 -0.12 0.0989 -0.29 75.5% 242 19 167 222 66.6% 0.67 0.1182 -0.11 0.02 1.65/2.55 2.02 38.00 0.94 0.87/1.00 0.02 -0.11 0.1157 -0.33 68.4% 667 335 11 162 67.3% 0.61 0.1244 -0.12 0.02 1.69/1.95 1.85 38.50 1.12 0.90/1.35 0.02 -0.12 0.1241 -0.39 67.5% 380 88 126 295 64.9% 0.55 0.1330 -0.12 0.02 1.39/1.62 1.48 39.00 1.36 1.28/1.44 0.02 -0.12 0.1280 -0.46 67.5% 649 290 18 100 66.0% 0.48 0.1315 -0.12 0.02 1.19/1.39 1.40 39.50 1.78 1.49/2.02 0.02 -0.13 0.1180 -0.52 73.6% 182 178 391 638 68.7% 0.42 0.1241 -0.12 0.02 1.07/1.20 1.15 40.00 1.82 1.85/2.15 0.02 -0.13 0.1191 -0.58 71.7% 514 525 50 153 68.9% 0.36 0.1184 -0.12 0.02 0.87/1.04 0.81 40.50 2.22 2.11/2.35 0.02 -0.11 0.1201 -0.64 67.8% 212 101 551 641 68.6% 0.30 0.1113 -0.11 0.02 0.75/0.82 0.78 41.00 2.56 2.47/2.74 0.02 -0.11 0.1102 -0.69 69.5% 131 195 65 163 77.7% 0.28 0.0948 -0.12 0.02 0.51/1.13 0.62 41.50 2.96 2.77/3.30 0.02 -0.11 0.0982 -0.73 73.3% 36 224 329 404 70.8% 0.22 0.0903 -0.10 0.01 0.53/0.60 0.58 42.00 3.17 3.15/3.50 0.01 -0.09 0.0912 -0.79 68.6% 55 180 97 142 71.1% 0.18 0.0799 -0.09 0.01 0.42/0.51 0.44 42.50 3.90 3.50/4.25 0.01 -0.10 0.0789 -0.80 77.7% 17 47 151 162 70.9% 0.14 0.0695 -0.07 0.01 0.31/0.44 0.36 43.00 4.42 3.90/4.70 0.01 -0.09 0.0702 -0.83 79.2% 33 127
Greeks Profile 2026-09-04 · 5d · σ = 66.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $27 $33 $39 $45 $51 spot $39.20 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).