IV Skew
1.3%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-05-21 (265d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 2 53.8% 0.86 0.0057 -0.78 0.16 35.00/42.50 37.84 525.00 — — — — — — — — — 16 6 48.5% 0.85 0.0066 -0.74 0.17 30.00/37.40 34.07 530.00 — — — — — — — — — — 10 44.7% 0.83 0.0078 -0.73 0.18 26.90/32.60 28.92 535.00 — — — — — — — — — 5 6 33.6% 0.85 0.0095 -0.53 0.17 21.10/26.30 23.72 540.00 — — — — — — — — — — — — — — — — — — 542.50 1.94 0.25/3.40 0.20 -0.57 0.0105 -0.19 35.7% 3 13 3 2 30.8% 0.82 0.0120 -0.55 0.19 16.90/21.70 18.25 545.00 1.41 1.20/2.25 0.18 -0.40 0.0121 -0.16 28.0% 40 62 — — — — — — — — — 547.50 2.58 1.60/2.80 0.20 -0.45 0.0136 -0.20 28.1% 103 34 11 3 25.7% 0.79 0.0157 -0.50 0.21 12.70/16.70 13.52 550.00 2.91 2.30/3.40 0.22 -0.50 0.0151 -0.23 28.0% 68 53 — — — — — — — — — 552.50 4.00 1.80/7.10 0.26 -0.82 0.0129 -0.33 38.7% 3 4 8 1 28.4% 0.68 0.0174 -0.66 0.26 9.10/13.90 11.67 555.00 4.45 2.85/5.20 0.26 -0.60 0.0171 -0.32 28.9% 10 79 17 5 31.4% 0.58 0.0172 -0.78 0.28 4.90/11.80 6.67 560.00 6.70 5.60/7.80 0.28 -0.70 0.0174 -0.42 30.9% 8 111 — — — — — — — — — 562.50 8.25 6.50/9.20 0.29 -0.73 0.0173 -0.46 31.7% 1 9 39 29 21.0% 0.49 0.0262 -0.54 0.29 4.40/6.00 5.40 565.00 9.33 7.10/11.50 0.29 -0.81 0.0158 -0.50 35.0% 8 212 5 7 24.3% 0.43 0.0224 -0.60 0.28 1.85/5.90 4.06 567.50 12.30 9.60/14.40 0.29 -0.92 0.0138 -0.53 40.0% 1 2 85 86 29.5% 0.40 0.0181 -0.72 0.28 1.40/6.50 3.40 570.00 13.18 11.00/14.60 0.28 -0.81 0.0151 -0.58 36.0% 2 175 6 7 22.6% 0.31 0.0217 -0.50 0.26 1.70/3.60 2.90 572.50 17.22 12.50/17.40 0.28 -0.89 0.0133 -0.60 40.2% 1 1 46 59 23.1% 0.27 0.0197 -0.47 0.24 1.55/3.00 2.21 575.00 18.10 14.60/20.50 0.28 -1.00 0.0117 -0.62 45.3% 1 68 10 3 23.7% 0.23 0.0176 -0.45 0.22 0.55/2.55 2.43 577.50 17.60 15.50/22.30 0.27 -0.98 0.0113 -0.64 45.9% 1 7 59 18 23.8% 0.19 0.0157 -0.40 0.19 0.25/2.05 1.44 580.00 22.40 18.70/24.80 0.27 -1.03 0.0104 -0.66 48.7% 1 41 139 12 23.8% 0.12 0.0117 -0.30 0.15 0.00/1.25 1.10 585.00 26.31 22.30/27.60 0.24 -0.89 0.0101 -0.72 46.2% 2 95
Greeks Profile 2026-09-04 · 6d · σ = 28.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $395 $479 $564 $648 $733 spot $563.85 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).