IV Skew
-4.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 99 72 85.0% 0.86 0.0606 -0.09 0.01 3.65/4.40 3.92 33.50 0.25 0.22/0.26 0.01 -0.05 0.0564 -0.09 68.2% 82 1.5k 1.2k 171 78.8% 0.84 0.0712 -0.09 0.01 3.30/3.80 3.85 34.00 0.29 0.30/0.33 0.01 -0.06 0.0707 -0.13 67.4% 616 521 185 38 84.4% 0.78 0.0800 -0.11 0.01 2.93/3.60 3.23 34.50 0.41 0.40/0.44 0.01 -0.07 0.0859 -0.17 67.4% 174 150 6.0k 609 68.4% 0.78 0.1000 -0.09 0.01 2.58/2.71 2.70 35.00 0.53 0.50/0.55 0.01 -0.08 0.1017 -0.21 65.8% 1.1k 2.4k 87 78 68.3% 0.72 0.1130 -0.10 0.01 2.14/2.46 2.54 35.50 0.70 0.60/0.73 0.01 -0.09 0.1166 -0.27 65.1% 1.1k 267 2.7k 296 68.3% 0.66 0.1234 -0.11 0.02 1.93/2.04 1.98 36.00 0.87 0.84/0.91 0.02 -0.10 0.1259 -0.34 66.7% 790 903 212 313 68.8% 0.60 0.1298 -0.12 0.02 1.64/1.77 1.70 36.50 1.10 1.08/1.13 0.02 -0.11 0.1318 -0.40 67.7% 399 221 1.4k 3.0k 68.2% 0.53 0.1345 -0.12 0.02 1.40/1.47 1.47 37.00 1.34 1.30/1.38 0.02 -0.11 0.1358 -0.47 67.5% 1.5k 1.7k 295 1.3k 67.0% 0.46 0.1366 -0.12 0.02 1.11/1.25 1.22 37.50 1.53 1.49/1.72 0.02 -0.11 0.1360 -0.54 67.3% 513 256 1.6k 2.3k 69.6% 0.40 0.1279 -0.12 0.02 1.00/1.06 1.07 38.00 1.89 1.87/1.99 0.02 -0.11 0.1295 -0.60 68.7% 1.2k 724 1.1k 30k 69.5% 0.34 0.1214 -0.11 0.02 0.81/0.89 0.85 38.50 2.03 2.14/2.35 0.02 -0.10 0.1232 -0.66 68.3% 714 210 2.9k 15k 70.5% 0.29 0.1113 -0.11 0.01 0.68/0.75 0.68 39.00 2.60 2.54/2.74 0.01 -0.10 0.1110 -0.71 70.8% 234 160 902 656 72.1% 0.24 0.0998 -0.10 0.01 0.56/0.66 0.60 39.50 2.80 2.78/3.10 0.01 -0.08 0.1030 -0.78 66.8% 50 20 4.5k 5.5k 71.4% 0.20 0.0891 -0.09 0.01 0.47/0.50 0.49 40.00 3.15 3.20/3.50 0.01 -0.07 0.0898 -0.82 67.9% 105 396 351 728 72.1% 0.16 0.0776 -0.08 0.01 0.37/0.43 0.39 40.50 3.64 3.55/3.95 0.01 -0.06 0.0768 -0.86 67.2% 20 12 4.4k 32k 72.5% 0.13 0.0666 -0.07 0.01 0.31/0.34 0.33 41.00 4.13 3.90/4.40 0.01 -0.04 0.0626 -0.90 64.7% 5 457
Greeks Profile 2026-09-04 · 5d · σ = 67.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $26 $32 $37 $43 $48 spot $37.08 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).