IV Skew
5.7%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +9 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-06-16 (657d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 69 27 82.2% 0.89 0.0448 -0.07 0.01 4.35/4.90 4.65 35.00 — — — — — — — — — 290 116 79.9% 0.84 0.0603 -0.09 0.01 3.10/4.05 3.36 36.00 0.01 0.01/0.04 0.00 -0.01 0.0337 -0.03 40.6% 178 2.5k — — — — — — — — — 36.50 0.02 0.02/0.03 0.00 -0.01 0.0373 -0.03 34.0% 442 408 356 196 54.1% 0.85 0.0859 -0.06 0.01 2.17/3.60 2.47 37.00 0.05 0.05/0.06 0.01 -0.02 0.0646 -0.06 34.0% 977 1.7k 311 203 53.9% 0.80 0.1030 -0.07 0.01 1.67/2.49 1.67 37.50 0.11 0.09/0.11 0.01 -0.02 0.1007 -0.10 34.0% 676 1.2k 1.1k 556 26.2% 0.90 0.1344 -0.02 0.01 1.54/1.69 1.60 38.00 0.18 0.17/0.20 0.01 -0.04 0.1421 -0.17 34.6% 1.5k 3.4k 2.6k 2.2k 31.7% 0.77 0.1895 -0.04 0.02 1.11/1.37 1.26 38.50 0.37 0.30/0.37 0.02 -0.05 0.1732 -0.26 37.2% 3.2k 1.9k 5.8k 8.0k 22.7% 0.71 0.2955 -0.04 0.02 0.77/0.85 0.79 39.00 0.52 0.51/0.56 0.02 -0.06 0.1943 -0.36 38.0% 2.1k 3.9k 5.2k 6.6k 25.1% 0.55 0.3109 -0.04 0.02 0.52/0.60 0.53 39.50 0.79 0.77/0.82 0.02 -0.06 0.1969 -0.46 39.7% 473 939 6.7k 15k 23.9% 0.39 0.3150 -0.04 0.02 0.34/0.35 0.34 40.00 1.11 1.05/1.29 0.02 -0.08 0.1592 -0.55 49.0% 7.3k 6.2k 1.9k 2.4k 26.4% 0.27 0.2450 -0.04 0.02 0.21/0.24 0.22 40.50 1.60 1.35/1.69 0.02 -0.08 0.1409 -0.61 53.6% 28 523 3.2k 4.5k 27.4% 0.17 0.1825 -0.03 0.01 0.13/0.15 0.14 41.00 1.93 1.83/1.99 0.02 -0.07 0.1348 -0.68 52.1% 49 1.1k 1.5k 2.5k 28.3% 0.11 0.1267 -0.02 0.01 0.08/0.09 0.09 41.50 2.70 2.14/2.78 0.02 -0.08 0.1145 -0.72 57.8% 79 139 1.6k 280 31.3% 0.08 0.0904 -0.02 0.01 0.05/0.07 0.05 42.00 3.15 2.63/3.10 0.02 -0.07 0.1018 -0.77 59.3% 16 392 1.7k 229 31.6% 0.04 0.0582 -0.01 0.00 0.03/0.04 0.03 42.50 4.32 2.95/3.70 0.01 -0.07 0.0886 -0.79 63.2% 22 80 1.5k 276 35.5% 0.04 0.0463 -0.01 0.00 0.02/0.04 0.03 43.00 4.12 3.40/4.65 0.02 -0.10 0.0741 -0.77 81.1% 9 72 682 96 44.3% 0.05 0.0484 -0.02 0.01 0.01/0.07 0.04 43.50 — — — — — — — — — — — — — — — — — — 44.00 5.64 4.50/6.30 0.02 -0.15 0.0560 -0.74 114.4% 41 33
Greeks Profile 2026-09-04 · 6d · σ = 32.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $28 $34 $40 $46 $51 spot $39.60 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).