IV Skew
24.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +3 more 2027-03-19 (201d) 2027-04-16 (229d) 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 2 2 155.2% 0.89 0.0151 -0.23 0.01 12.70/15.00 21.28 55.00 — — — — — — — — — — — — — — — — — — 57.00 1.00 0.30/1.75 0.02 -0.20 0.0187 -0.11 130.6% 7 45 — — — — — — — — — 58.00 1.30 1.00/1.40 0.02 -0.22 0.0213 -0.14 129.2% 2.0k 103 — — — — — — — — — 59.00 1.40 0.40/2.20 0.02 -0.23 0.0241 -0.15 123.9% 1.1k 7 — — — — — — — — — 60.00 1.47 1.45/1.85 0.02 -0.27 0.0267 -0.19 127.4% 478 1.1k — — — — — — — — — 61.00 1.85 1.45/3.10 0.02 -0.33 0.0279 -0.23 138.5% 3 4 — — — — — — — — — 62.00 1.45 0.75/3.70 0.03 -0.32 0.0318 -0.25 126.2% 3 3 — — — — — — — — — 64.00 2.20 1.85/4.00 0.03 -0.35 0.0363 -0.32 124.8% 4 42 5 1 125.1% 0.64 0.0378 -0.38 0.03 4.80/7.30 7.90 65.00 3.00 2.85/3.30 0.03 -0.34 0.0402 -0.36 117.1% 22 182 2 1 129.1% 0.56 0.0386 -0.41 0.03 4.10/6.20 6.98 67.00 — — — — — — — — — — — — — — — — — — 68.00 4.23 3.10/5.90 0.03 -0.36 0.0434 -0.48 116.0% 25 44 7 24 105.9% 0.47 0.0474 -0.34 0.03 1.85/4.90 3.10 69.00 4.28 3.60/6.50 0.03 -0.36 0.0434 -0.53 115.7% 36 91 40 70 120.8% 0.44 0.0412 -0.38 0.03 2.05/5.00 3.40 70.00 5.30 3.50/7.00 0.03 -0.32 0.0470 -0.58 105.0% 47 202 — — — — — — — — — 71.00 5.65 5.00/7.70 0.03 -0.35 0.0412 -0.61 117.7% 24 11 568 138 100.7% 0.32 0.0450 -0.29 0.03 1.20/3.00 2.62 72.00 6.10 6.00/8.30 0.03 -0.35 0.0389 -0.64 121.5% 37 144 45 47 118.6% 0.32 0.0380 -0.34 0.03 1.05/3.80 2.46 73.00 6.90 6.20/9.00 0.03 -0.31 0.0389 -0.69 114.7% 48 48 — — — — — — — — — 74.00 7.10 6.80/9.00 0.03 -0.25 0.0392 -0.75 101.7% 1 18 158 1.3k 113.3% 0.24 0.0347 -0.28 0.02 1.40/2.05 1.87 75.00 7.20 7.60/9.70 0.02 -0.22 0.0361 -0.79 100.9% 7 88 20 3 118.9% 0.22 0.0318 -0.28 0.02 1.10/2.25 1.78 76.00 — — — — — — — — — 27 25 120.8% 0.20 0.0294 -0.27 0.02 0.60/2.45 2.57 77.00 — — — — — — — — — 2 9 137.4% 0.21 0.0267 -0.32 0.02 1.00/2.65 1.23 78.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 122.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $47 $58 $68 $78 $88 spot $67.69 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).