IV Skew
-2.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +6 more 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2028-01-21 (508d) 2028-06-16 (655d) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 85.0% 0.95 0.0188 -0.08 0.01 7.50/9.90 10.45 56.00 — — — — — — — — — — — — — — — — — — 57.00 0.24 0.12/0.24 0.01 -0.05 0.0180 -0.04 66.8% 354 115 19 1 73.3% 0.92 0.0300 -0.10 0.01 5.50/8.05 6.35 58.00 0.27 0.25/0.28 0.01 -0.06 0.0266 -0.06 65.6% 207 345 4 4 57.3% 0.93 0.0338 -0.07 0.01 5.05/6.25 5.70 59.00 0.40 0.33/0.40 0.01 -0.09 0.0373 -0.09 63.7% 304 303 41 54 67.8% 0.85 0.0510 -0.14 0.02 4.85/5.20 5.02 60.00 0.56 0.53/0.60 0.01 -0.12 0.0508 -0.14 64.6% 1.7k 2.3k 17 36 67.8% 0.79 0.0632 -0.17 0.02 4.05/4.50 4.17 61.00 0.77 0.75/0.82 0.02 -0.15 0.0646 -0.20 64.0% 312 341 30 14 65.6% 0.72 0.0757 -0.19 0.02 3.40/3.65 3.50 62.00 1.10 0.96/1.17 0.02 -0.17 0.0777 -0.27 63.2% 1.2k 465 11 132 62.8% 0.65 0.0879 -0.20 0.03 2.65/2.98 2.90 63.00 1.44 1.40/1.49 0.03 -0.20 0.0872 -0.36 63.4% 1.2k 720 6 473 63.7% 0.55 0.0921 -0.22 0.03 2.17/2.41 2.35 64.00 1.87 1.84/1.95 0.03 -0.21 0.0924 -0.45 63.5% 945 581 290 1.7k 65.2% 0.46 0.0904 -0.22 0.03 1.83/1.90 1.87 65.00 2.41 2.30/2.48 0.03 -0.20 0.0940 -0.54 62.6% 964 1.3k 117 806 66.1% 0.38 0.0852 -0.21 0.03 1.45/1.53 1.50 66.00 3.03 2.90/3.15 0.03 -0.20 0.0880 -0.63 63.7% 387 616 235 1.0k 66.1% 0.30 0.0777 -0.20 0.02 1.11/1.20 1.16 67.00 3.70 3.55/3.85 0.02 -0.18 0.0794 -0.71 64.0% 162 218 304 685 66.7% 0.23 0.0675 -0.17 0.02 0.85/0.94 0.88 68.00 4.35 4.25/4.70 0.02 -0.16 0.0680 -0.77 65.5% 150 441 207 517 64.8% 0.16 0.0566 -0.14 0.02 0.52/0.74 0.71 69.00 5.48 5.05/5.90 0.02 -0.17 0.0558 -0.80 74.2% 84 252 831 2.3k 69.0% 0.13 0.0462 -0.13 0.01 0.52/0.58 0.52 70.00 6.10 5.80/6.25 0.01 -0.09 0.0441 -0.89 62.6% 194 962 388 625 71.5% 0.10 0.0373 -0.11 0.01 0.38/0.53 0.41 71.00 7.35 6.65/7.55 0.01 -0.11 0.0380 -0.89 73.3% 48 139 589 4.9k 69.5% 0.07 0.0280 -0.08 0.01 0.28/0.33 0.32 72.00 7.78 7.75/8.10 0.01 -0.07 0.0283 -0.93 70.1% 52 450
Greeks Profile 2026-09-04 · 4d · σ = 63.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $45 $55 $64 $74 $84 spot $64.39 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).