IV Skew
0.0%
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 — 5 153.1% 0.87 0.0206 -0.22 0.01 8.50/10.90 10.30 48.00 — — — — — — — — — — 2 144.2% 0.86 0.0234 -0.23 0.02 7.50/9.95 7.66 49.00 — — — — — — — — — — — 130.7% 0.85 0.0269 -0.21 0.02 6.50/8.90 6.35 50.00 0.09 0.00/0.20 0.00 -0.02 0.0130 -0.02 63.3% 8 559 — — — — — — — — — 51.00 0.03 0.00/0.04 0.00 -0.01 0.0094 -0.01 47.3% 2 89 50 1 110.4% 0.81 0.0364 -0.21 0.02 4.50/6.95 5.87 52.00 0.01 0.00/1.73 0.02 -0.15 0.0377 -0.16 94.5% 17 36 3 2 67.4% 0.87 0.0463 -0.10 0.01 4.45/6.00 4.65 53.00 0.02 0.01/0.05 0.00 -0.01 0.0199 -0.02 36.1% 11 125 — — — — — — — — — 54.00 0.03 0.00/0.33 0.01 -0.06 0.0587 -0.12 49.2% 26 713 18 1 78.9% 0.72 0.0634 -0.18 0.02 1.70/4.05 3.65 55.00 0.08 0.04/0.10 0.01 -0.02 0.0650 -0.06 27.1% 14 333 16 56 30.8% 0.81 0.1309 -0.06 0.02 1.81/2.06 1.97 56.00 0.20 0.14/0.23 0.02 -0.04 0.1337 -0.15 26.1% 70 855 63 8 29.9% 0.65 0.1829 -0.08 0.02 0.91/1.35 1.23 57.00 0.51 0.40/1.00 0.03 -0.11 0.1349 -0.38 41.9% 37 285 9.0k 252 27.6% 0.45 0.2123 -0.08 0.03 0.56/0.75 0.68 58.00 0.93 0.79/1.09 0.03 -0.08 0.1991 -0.54 29.5% 34 160 9.3k 221 26.4% 0.25 0.1783 -0.06 0.02 0.29/0.36 0.32 59.00 1.60 1.44/1.78 0.02 -0.07 0.1605 -0.71 31.4% 11 30 649 361 26.4% 0.11 0.1064 -0.03 0.01 0.13/0.16 0.14 60.00 1.48 2.09/3.70 0.02 -0.18 0.0741 -0.66 73.5% 10 12 381 145 27.1% 0.04 0.0509 -0.02 0.01 0.03/0.07 0.06 61.00 3.10 3.00/4.60 0.02 -0.09 0.0782 -0.81 51.1% 1 1 278 5 34.2% 0.04 0.0372 -0.02 0.01 0.01/0.08 0.04 62.00 5.39 3.25/5.55 0.02 -0.19 0.0546 -0.74 88.6% 1 — 233 4 36.3% 0.02 0.0210 -0.01 0.00 0.02/0.05 0.02 63.00 5.15 4.25/6.55 0.02 -0.20 0.0472 -0.76 97.6% 3 — 60 43 47.5% 0.03 0.0237 -0.02 0.01 0.00/0.10 0.04 64.00 6.96 5.10/7.55 0.02 -0.21 0.0415 -0.78 106.2% — — 68 2 44.7% 0.01 0.0110 -0.01 0.00 0.00/0.04 0.02 65.00 — — — — — — — — — — — — — — — — — — 75.00 17.84 15.60/18.65 0.01 -0.27 0.0175 -0.86 186.4% — —
Greeks Profile 2026-09-04 · 5d · σ = 28.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $40 $49 $58 $66 $75 spot $57.72 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).