IV Skew
12.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d 4/16229d 5/21264d +2 more 2027-06-17 (291d) 2027-07-16 (320d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 — 573.4% 0.81 0.0023 -0.82 0.05 49.30/52.40 30.16 65.00 — — — — — — — — — — — — — — — — — — 67.50 2.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 6 — 1 1 387.4% 0.76 0.0040 -0.64 0.06 36.00/39.70 45.00 70.00 2.87 0.00/0.40 0.02 -0.02 0.0063 -0.03 59.2% 4 6 1 3 70.6% 0.87 0.0148 -0.09 0.04 13.50/15.80 20.80 75.00 0.61 0.40/0.90 0.03 -0.05 0.0141 -0.10 59.6% 7 90 38 1 299.3% 0.71 0.0057 -0.55 0.07 26.90/30.40 43.35 77.50 0.70 0.55/1.20 0.04 -0.06 0.0187 -0.13 56.0% 13 18 7 1 66.2% 0.78 0.0223 -0.11 0.06 9.30/11.80 34.73 80.00 1.30 0.25/2.05 0.05 -0.07 0.0246 -0.17 51.8% 2 222 3 1 60.0% 0.73 0.0275 -0.11 0.07 7.40/9.40 16.80 82.50 2.10 0.50/3.20 0.06 -0.09 0.0300 -0.25 52.6% 3 30 8 1 57.0% 0.65 0.0320 -0.12 0.07 5.70/7.50 7.00 85.00 2.40 2.20/4.80 0.08 -0.12 0.0294 -0.35 62.7% 2 76 41 16 58.0% 0.57 0.0336 -0.13 0.08 4.10/6.50 6.50 87.50 3.70 3.30/4.90 0.08 -0.11 0.0347 -0.43 56.0% 1 77 68 2 61.2% 0.49 0.0323 -0.13 0.08 2.25/4.40 5.00 90.00 4.77 3.60/6.70 0.08 -0.11 0.0375 -0.52 52.6% 2 728 21 7 50.5% 0.38 0.0374 -0.11 0.08 1.65/3.50 3.82 92.50 5.50 5.10/8.30 0.08 -0.10 0.0361 -0.61 52.6% 22 216 58 5 59.5% 0.33 0.0302 -0.12 0.07 1.20/3.80 2.58 95.00 8.30 6.60/9.40 0.07 -0.12 0.0281 -0.65 65.3% 14 86 90 5 63.5% 0.28 0.0263 -0.12 0.07 1.35/2.95 2.50 97.50 8.90 9.30/11.30 0.06 -0.07 0.0291 -0.77 51.4% 32 107 203 4 58.2% 0.20 0.0240 -0.09 0.06 0.90/1.70 1.50 100.00 12.00 11.10/13.60 0.05 -0.06 0.0242 -0.83 50.8% 1 145 184 2 64.7% 0.14 0.0173 -0.08 0.05 0.35/1.55 1.33 105.00 15.47 15.30/18.10 0.06 -0.10 0.0176 -0.80 77.7% 1 30 241 1 68.1% 0.10 0.0124 -0.06 0.03 0.35/0.90 0.40 110.00 21.57 19.80/23.00 0.05 -0.11 0.0140 -0.83 88.3% 1 79 79 14 70.5% 0.06 0.0087 -0.05 0.02 0.00/0.80 0.50 115.00 18.00 24.90/28.10 0.05 -0.12 0.0118 -0.84 101.6% 1 10
Greeks Profile 2026-09-18 · 19d · σ = 57.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $62 $75 $89 $102 $115 spot $88.54 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).