IV Skew
3.1%
25Δ put − call
Expiry 8/311d 9/12d 9/23d 9/34d 9/45d 9/1112d 9/1819d 9/2526d +13 more 2026-10-02 (33d) 2026-10-16 (47d) 2026-11-20 (82d) 2026-12-18 (110d) 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) 2028-06-16 (656d) 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 1 1 53.6% 0.96 0.0060 -0.78 0.03 23.80/27.90 39.00 527.50 — — — — — — — — — 1 1 43.5% 0.93 0.0106 -0.91 0.04 16.55/20.50 20.05 535.00 0.34 0.22/0.43 0.01 -0.06 0.0024 -0.01 25.6% 686 2.3k — — — — — — — — — 537.50 0.40 0.30/0.72 0.01 -0.17 0.0058 -0.02 26.2% 78 171 1 16 36.6% 0.90 0.0168 -1.00 0.05 12.55/15.60 14.42 540.00 0.59 0.41/0.92 0.02 -0.26 0.0100 -0.03 25.0% 414 3.3k 90 4 30.0% 0.89 0.0211 -0.86 0.05 9.90/12.70 27.50 542.50 1.02 0.81/1.14 0.03 -0.37 0.0164 -0.06 23.4% 878 40 13 2 30.2% 0.83 0.0291 -1.16 0.07 8.15/10.90 25.53 545.00 1.39 1.13/1.80 0.06 -0.69 0.0283 -0.12 24.2% 1.1k 597 2 2 27.9% 0.76 0.0383 -1.30 0.09 6.10/8.80 12.65 547.50 2.00 1.50/2.42 0.08 -0.94 0.0410 -0.20 23.6% 92 28 5 210 29.1% 0.65 0.0439 -1.61 0.11 4.90/7.50 5.89 550.00 2.77 2.23/3.15 0.10 -1.14 0.0537 -0.31 22.7% 351 1.4k 4 65 25.0% 0.54 0.0549 -1.47 0.11 3.15/5.30 4.50 552.50 3.56 3.00/5.10 0.11 -1.52 0.0508 -0.46 27.0% 120 475 33 23 23.6% 0.40 0.0564 -1.35 0.11 2.69/3.85 3.20 555.00 4.74 4.15/6.00 0.11 -1.36 0.0536 -0.60 24.9% 226 81 396 94 23.1% 0.26 0.0487 -1.11 0.09 1.99/2.77 2.19 557.50 6.40 4.75/7.30 0.10 -1.09 0.0478 -0.73 23.8% 46 84 41 197 21.3% 0.14 0.0356 -0.69 0.06 1.11/1.70 1.50 560.00 7.95 7.15/9.00 0.07 -0.79 0.0359 -0.84 23.8% 174 327 64 58 22.1% 0.08 0.0221 -0.46 0.04 0.59/1.25 0.98 562.50 9.28 8.50/11.20 0.05 -0.64 0.0251 -0.89 25.9% 74 34 83 194 21.8% 0.03 0.0114 -0.23 0.02 0.45/0.79 0.55 565.00 12.12 10.65/14.30 0.06 -0.88 0.0201 -0.89 33.4% 81 1.1k 79 210 20.7% 0.01 0.0041 -0.07 0.01 0.13/0.41 0.40 567.50 14.19 12.85/16.55 0.05 -0.74 0.0152 -0.91 35.4% 40 60 154 1.2k 23.5% 0.01 0.0031 -0.07 0.01 0.10/0.43 0.17 570.00 16.64 15.10/18.10 0.02 -0.29 0.0086 -0.96 31.5% 155 100 31 1.7k 23.2% 0.00 0.0011 -0.03 0.00 0.02/0.25 0.11 572.50 13.64 17.35/21.40 0.03 -0.61 0.0095 -0.94 41.1% 14 38
Greeks Profile 2026-08-31 · 1d · σ = 26.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $387 $470 $553 $636 $719 spot $553.11 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).