IV Skew
-3.0%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +8 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) 2028-12-15 (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 — — — — — — — — — 40.00 0.01 0.00/0.02 0.00 -0.00 0.0015 -0.00 84.4% 6 2 — — — — — — — — — 45.00 0.04 0.00/0.04 0.00 -0.01 0.0053 -0.01 57.8% 33 95 3 2 95.1% 0.91 0.0252 -0.09 0.01 6.45/9.65 7.80 46.00 0.05 0.00/0.29 0.01 -0.04 0.0190 -0.05 73.6% 10 15 11 10 59.0% 0.96 0.0195 -0.03 0.01 5.00/8.50 6.93 47.00 0.03 0.00/0.05 0.00 -0.02 0.0147 -0.02 52.7% 249 23 22 28 51.2% 0.96 0.0248 -0.03 0.01 4.45/7.05 5.96 48.00 — — — — — — — — — 32 6 62.7% 0.88 0.0461 -0.08 0.01 3.95/6.05 5.27 49.00 0.05 0.00/0.08 0.01 -0.02 0.0318 -0.04 42.6% 151 103 468 150 62.1% 0.83 0.0602 -0.10 0.02 3.05/5.30 3.85 50.00 0.10 0.08/0.12 0.01 -0.03 0.0512 -0.07 38.6% 2.4k 284 18 7 90.2% 0.69 0.0566 -0.19 0.02 1.75/4.15 2.95 51.00 — — — — — — — — — 86 131 60.5% 0.67 0.0864 -0.13 0.02 1.92/2.72 2.17 52.00 0.39 0.37/0.39 0.02 -0.06 0.1267 -0.23 34.6% 2.1k 21 21 278 38.7% 0.61 0.1438 -0.09 0.03 1.35/1.50 1.35 53.00 0.74 0.68/0.75 0.03 -0.07 0.1554 -0.38 35.5% 2.8k 21 223 3.1k 36.0% 0.46 0.1602 -0.08 0.03 0.83/0.91 0.86 54.00 1.20 1.11/1.28 0.03 -0.08 0.1558 -0.54 37.1% 1.7k 29 116 11k 38.2% 0.32 0.1362 -0.08 0.02 0.50/0.60 0.55 55.00 1.90 0.50/4.40 0.03 -0.12 0.0982 -0.62 56.5% 337 224 40 4.8k 41.6% 0.22 0.1044 -0.07 0.02 0.30/0.42 0.31 56.00 2.64 2.14/2.50 0.01 -0.03 0.1080 -0.87 28.9% 74 49 74 5.9k 44.2% 0.15 0.0777 -0.06 0.02 0.16/0.29 0.16 57.00 3.56 2.52/4.65 0.02 -0.17 0.0595 -0.68 86.8% 40 338 76 1.0k 45.3% 0.10 0.0552 -0.05 0.01 0.12/0.18 0.11 58.00 4.34 3.20/5.50 0.02 -0.17 0.0531 -0.73 91.3% 133 622 52 304 48.0% 0.07 0.0393 -0.04 0.01 0.01/0.13 0.08 59.00 5.41 4.15/6.45 0.02 -0.17 0.0466 -0.75 98.7% 185 517 1.2k 2.7k 47.7% 0.04 0.0247 -0.02 0.01 0.00/0.07 0.04 60.00 6.48 5.00/7.60 0.02 -0.20 0.0402 -0.75 114.0% 516 837 432 97 50.8% 0.03 0.0179 -0.02 0.00 0.04/0.07 0.04 61.00 7.35 5.40/8.90 0.02 -0.24 0.0348 -0.74 135.0% 82 1.0k
Greeks Profile 2026-09-04 · 6d · σ = 36.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $38 $46 $54 $62 $70 spot $53.66 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).