IV Skew
-4.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +6 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 141.0% 0.99 0.0020 -0.03 0.00 21.10/25.00 28.40 50.00 — — — — — — — — — — — 193.6% 0.91 0.0096 -0.27 0.01 17.40/21.00 24.60 55.00 — — — — — — — — — — — 118.9% 0.82 0.0262 -0.28 0.02 9.20/9.90 16.10 65.00 0.09 0.00/0.10 0.00 -0.02 0.0128 -0.02 50.4% 2 10 — — — — — — — — — 66.00 0.08 0.05/0.20 0.01 -0.04 0.0224 -0.05 52.7% 5 23 1 2 60.3% 0.89 0.0357 -0.10 0.02 5.80/6.40 7.37 67.00 0.24 0.05/0.25 0.01 -0.05 0.0306 -0.07 49.6% 1 42 1 1 56.9% 0.86 0.0452 -0.11 0.02 5.00/5.50 8.20 68.00 0.20 0.10/0.25 0.01 -0.05 0.0393 -0.08 43.2% 2 40 — — — — — — — — — 69.00 0.32 0.25/0.40 0.02 -0.08 0.0569 -0.13 43.0% 1 141 6 2 50.8% 0.77 0.0705 -0.14 0.03 3.30/3.80 5.00 70.00 0.50 0.40/0.60 0.02 -0.10 0.0759 -0.19 42.4% 134 18 — — — — — — — — — 71.00 0.68 0.70/0.95 0.03 -0.13 0.0909 -0.29 44.0% 15 40 — — — — — — — — — 72.00 1.10 1.00/1.35 0.03 -0.14 0.1011 -0.39 44.4% 40 193 3 11 45.5% 0.51 0.1027 -0.16 0.03 1.50/1.80 1.86 73.00 1.40 1.45/1.75 0.03 -0.14 0.1099 -0.49 42.5% 125 18 44 5 45.2% 0.41 0.1005 -0.15 0.03 1.05/1.35 1.20 74.00 2.08 2.00/2.35 0.03 -0.14 0.1043 -0.60 43.5% 40 19 49 513 45.4% 0.31 0.0914 -0.14 0.03 0.75/1.00 0.95 75.00 2.80 2.65/3.10 0.03 -0.13 0.0902 -0.68 46.2% 85 70 101 3.8k 44.8% 0.23 0.0789 -0.12 0.03 0.50/0.70 0.70 76.00 3.70 3.30/3.80 0.03 -0.11 0.0782 -0.77 45.7% 1 166 214 40 47.0% 0.17 0.0634 -0.10 0.02 0.30/0.55 0.44 77.00 3.20 4.20/4.70 0.02 -0.11 0.0631 -0.81 49.6% 1 8 103 3.7k 43.4% 0.10 0.0471 -0.07 0.01 0.25/0.30 0.38 78.00 5.25 5.00/5.60 0.02 -0.09 0.0512 -0.85 52.6% 6 18 301 17 48.9% 0.09 0.0381 -0.07 0.01 0.10/0.30 0.30 79.00 5.95 5.90/6.60 0.02 -0.10 0.0425 -0.87 58.7% 4 20 290 33 51.6% 0.07 0.0297 -0.06 0.01 0.05/0.25 0.16 80.00 7.18 6.90/7.50 0.02 -0.08 0.0347 -0.90 60.3% 4 12
Greeks Profile 2026-09-04 · 5d · σ = 44.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $51 $62 $73 $84 $95 spot $72.93 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).