IV Skew
-7.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +11 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-03-17 (565d) 2028-06-16 (656d) 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 82 1 145.0% 0.65 0.0049 -2.84 0.19 43.45/50.00 48.76 425.00 — — — — — — — — — 1 2 144.8% 0.64 0.0050 -2.87 0.20 42.05/48.55 24.75 427.50 26.11 25.05/28.90 0.20 -2.89 0.0049 -0.37 148.2% 3 10 84 9 149.1% 0.62 0.0049 -2.99 0.20 40.55/49.35 43.30 430.00 26.68 25.20/30.60 0.20 -2.90 0.0049 -0.38 147.3% 18 195 — — — — — — — — — 432.50 26.46 27.20/29.65 0.20 -2.88 0.0051 -0.39 144.5% 1 78 30 20 147.3% 0.60 0.0050 -3.01 0.20 40.00/43.85 41.08 435.00 30.20 29.30/31.35 0.20 -2.96 0.0050 -0.40 147.4% 23 74 5 1 152.8% 0.58 0.0049 -3.14 0.20 38.55/45.40 41.35 437.50 31.95 29.35/34.90 0.20 -3.03 0.0050 -0.42 149.7% 16 9 72 35 151.7% 0.57 0.0050 -3.14 0.21 37.60/43.40 38.92 440.00 30.25 30.65/34.00 0.21 -2.96 0.0052 -0.43 145.3% 14 134 2 4 149.6% 0.56 0.0050 -3.11 0.21 36.30/41.25 36.90 442.50 34.00 33.00/37.00 0.21 -3.09 0.0050 -0.44 151.0% 1 3 49 29 145.4% 0.54 0.0052 -3.04 0.21 35.45/37.70 36.45 445.00 34.65 33.00/36.65 0.21 -2.97 0.0052 -0.46 144.9% 6 77 1 3 148.6% 0.53 0.0051 -3.11 0.21 34.05/38.35 35.20 447.50 42.60 34.40/38.35 0.21 -3.00 0.0052 -0.47 145.7% 10 12 243 101 146.2% 0.52 0.0052 -3.07 0.21 33.20/35.75 36.00 450.00 37.50 36.50/39.35 0.21 -3.02 0.0052 -0.48 146.4% 17 42 23 12 147.5% 0.49 0.0052 -3.10 0.21 30.55/34.70 32.89 455.00 36.53 39.75/42.85 0.21 -3.07 0.0051 -0.51 148.7% 1 11 69 14 151.7% 0.47 0.0050 -3.18 0.21 30.00/33.20 29.95 460.00 44.00 39.85/46.60 0.21 -2.97 0.0053 -0.53 144.6% 5 42 3 1 152.2% 0.46 0.0050 -3.18 0.21 28.35/33.10 32.13 462.50 — — — — — — — — — 31 1 147.6% 0.44 0.0051 -3.07 0.21 26.90/30.35 29.07 465.00 45.84 44.85/49.85 0.21 -3.04 0.0051 -0.56 149.0% 1 2 22 39 152.8% 0.42 0.0049 -3.15 0.20 25.90/30.20 26.40 470.00 46.55 48.05/52.40 0.20 -2.98 0.0051 -0.58 147.9% — 11 26 3 150.9% 0.40 0.0049 -3.06 0.20 23.30/28.30 22.50 475.00 54.40 48.10/55.95 0.20 -2.80 0.0052 -0.61 142.0% 1 4 — — — — — — — — — 480.00 65.35 51.40/60.15 0.20 -2.79 0.0050 -0.63 143.7% 12 7
Greeks Profile 2026-09-04 · 5d · σ = 147.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.00 0.27 0.53 0.79 1.06 $313 $380 $447 $514 $581 spot $446.62 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).