IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +6 more 2026-12-18 (109d) 2027-01-15 (137d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-12-17 (473d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.68 36.50 0.32 0.00/0.00 0.00 -0.00 0.0005 -0.00 25.0% 108 — — 17 0.0% 1.00 — -0.00 — 0.00/0.00 3.35 37.00 0.46 0.00/0.00 0.00 -0.00 0.0027 -0.00 25.0% 331 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 3.56 37.50 0.67 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 136 — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 2.90 38.00 0.67 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 678 — — 17 0.0% 1.00 — -0.00 — 0.00/0.00 2.10 38.50 0.97 0.00/0.00 0.00 -0.00 0.0041 -0.00 12.5% 176 — — 34 0.0% 1.00 — -0.00 — 0.00/0.00 1.90 39.00 1.03 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 576 — — 60 0.0% 1.00 — -0.00 — 0.00/0.00 1.89 39.50 1.41 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 116 — — 463 0.0% 1.00 — -0.00 — 0.00/0.00 1.63 40.00 1.50 0.00/0.00 0.00 -0.00 0.3118 -0.01 1.6% 1.0k — — 85 3.1% 0.00 0.1100 -0.00 0.00 0.00/0.00 1.45 40.50 1.75 0.00/0.00 — 0.00 — -1.00 0.0% 122 — — 1.4k 6.3% 0.00 0.0103 -0.00 0.00 0.00/0.00 1.25 41.00 2.05 0.00/0.00 — 0.01 — -1.00 0.0% 760 — — 88 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.02 41.50 2.50 0.00/0.00 — 0.01 — -1.00 0.0% 64 — — 379 12.5% 0.00 0.0022 -0.00 0.00 0.00/0.00 0.88 42.00 2.89 0.00/0.00 — 0.01 — -1.00 0.0% 257 — — 201 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.73 42.50 3.15 0.00/0.00 — 0.01 — -1.00 0.0% 34 — — 338 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 43.00 3.75 0.00/0.00 — 0.01 — -1.00 0.0% 233 — — 93 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.45 43.50 4.09 0.00/0.00 — 0.01 — -1.00 0.0% 67 — — 187 25.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.44 44.00 4.35 0.00/0.00 — 0.01 — -1.00 0.0% 57 —
Greeks Profile 2026-09-04 · 4d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $28 $34 $40 $46 $52 spot $40.14 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).