IV Skew
11.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 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 7 2 74.8% 0.93 0.0246 -0.07 0.01 5.20/7.40 7.12 52.00 0.02 0.00/0.23 0.00 -0.03 0.0163 -0.03 59.2% 32 139 87 12 63.2% 0.94 0.0288 -0.06 0.01 4.90/6.35 6.12 53.00 0.02 0.00/0.02 0.00 -0.00 0.0068 -0.01 37.9% 16 58 23 5 71.5% 0.87 0.0427 -0.11 0.01 4.70/5.65 5.50 54.00 0.07 0.01/0.07 0.00 -0.02 0.0213 -0.03 40.2% 27 70 98 18 57.3% 0.87 0.0541 -0.09 0.01 3.70/4.55 4.10 55.00 0.08 0.00/0.08 0.01 -0.02 0.0323 -0.03 34.6% 8 209 98 9 58.3% 0.80 0.0699 -0.12 0.02 2.20/3.80 2.65 56.00 0.14 0.08/0.32 0.01 -0.06 0.0723 -0.13 42.0% 61 612 59 4 39.7% 0.79 0.1042 -0.08 0.02 1.88/2.59 2.41 57.00 0.26 0.12/0.32 0.02 -0.05 0.1090 -0.16 32.8% 183 296 166 8 35.2% 0.69 0.1453 -0.09 0.02 1.42/1.77 1.57 58.00 0.48 0.29/0.54 0.02 -0.07 0.1605 -0.29 30.8% 88 367 379 148 33.1% 0.53 0.1737 -0.09 0.03 0.94/1.13 0.96 59.00 0.94 0.82/0.94 0.03 -0.08 0.1895 -0.47 30.3% 72 55 9.7k 399 33.2% 0.36 0.1632 -0.09 0.03 0.56/0.70 0.62 60.00 1.58 1.23/1.60 0.03 -0.08 0.1632 -0.64 33.2% 11 73 9.6k 129 34.6% 0.23 0.1262 -0.07 0.02 0.26/0.44 0.30 61.00 2.31 0.89/2.56 0.02 -0.09 0.1133 -0.72 42.6% 2 61 986 193 30.9% 0.10 0.0812 -0.04 0.01 0.13/0.17 0.18 62.00 3.08 2.81/3.35 0.02 -0.07 0.0881 -0.81 43.8% 3 32 687 79 41.8% 0.10 0.0617 -0.05 0.01 0.05/0.24 0.07 63.00 3.97 3.55/4.35 0.02 -0.08 0.0666 -0.84 52.0% 2 15 319 50 48.0% 0.08 0.0465 -0.05 0.01 0.00/0.23 0.03 64.00 — — — — — — — — — 273 8 33.2% 0.01 0.0094 -0.01 0.00 0.00/0.02 0.02 65.00 5.92 4.10/6.50 0.02 -0.11 0.0450 -0.85 73.8% 4 2 22 1 62.3% 0.07 0.0315 -0.06 0.01 0.00/0.51 0.17 66.00 6.88 5.65/8.10 0.02 -0.20 0.0388 -0.79 106.2% 2 — 67 5 56.6% 0.03 0.0184 -0.03 0.00 0.00/0.23 0.03 67.00 — — — — — — — — — — — — — — — — — — 68.00 8.95 8.70/9.50 0.01 -0.04 0.0205 -0.95 69.7% 4 — — — — — — — — — — 69.00 10.20 8.20/11.40 0.02 -0.26 0.0285 -0.80 140.5% 2 —
Greeks Profile 2026-09-04 · 5d · σ = 31.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $41 $50 $59 $68 $77 spot $59.10 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).