IV Skew
3.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +10 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 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 50.8% 0.77 0.0099 -0.95 0.18 23.00/27.00 27.20 487.50 — — — — — — — — — 4 1 44.7% 0.77 0.0113 -0.85 0.18 21.00/23.80 25.50 490.00 3.20 3.00/3.90 0.16 -0.63 0.0119 -0.20 38.9% 332 492 — — — — — — — — — 492.50 4.48 3.30/4.30 0.18 -0.65 0.0132 -0.22 37.8% 6 71 12 4 42.4% 0.72 0.0133 -0.89 0.20 17.40/19.80 26.15 495.00 4.25 3.90/4.90 0.19 -0.69 0.0145 -0.25 37.2% 17 79 14 1 41.4% 0.69 0.0143 -0.91 0.21 14.60/17.90 31.65 497.50 5.26 4.40/6.80 0.21 -0.85 0.0143 -0.31 41.4% 993 66 101 52 40.1% 0.66 0.0154 -0.92 0.22 12.60/16.00 14.95 500.00 5.90 5.30/6.40 0.22 -0.76 0.0167 -0.33 36.4% 453 330 17 9 39.3% 0.62 0.0163 -0.93 0.23 12.60/14.30 17.25 502.50 6.40 6.00/8.60 0.23 -0.90 0.0157 -0.39 40.8% 12 61 24 3 38.2% 0.58 0.0172 -0.92 0.23 11.00/12.60 12.00 505.00 8.64 7.00/8.40 0.23 -0.81 0.0182 -0.42 36.1% 115 141 14 14 37.9% 0.53 0.0176 -0.93 0.24 8.00/11.20 10.88 507.50 8.35 8.00/9.70 0.24 -0.83 0.0183 -0.47 36.5% 21 6 42 97 37.2% 0.49 0.0180 -0.91 0.24 6.90/9.80 9.60 510.00 9.68 9.40/10.90 0.24 -0.83 0.0185 -0.51 36.2% 425 737 34 130 37.0% 0.44 0.0180 -0.90 0.24 7.20/8.60 8.31 512.50 11.50 10.50/14.10 0.24 -0.97 0.0156 -0.55 42.8% 17 19 45 486 36.7% 0.40 0.0177 -0.87 0.23 6.00/7.50 7.40 515.00 13.12 11.80/14.10 0.23 -0.82 0.0173 -0.60 37.5% 64 203 25 7 36.9% 0.36 0.0170 -0.84 0.22 5.30/6.60 10.00 517.50 13.90 13.10/15.40 0.22 -0.77 0.0171 -0.64 36.6% 53 72 127 143 36.3% 0.31 0.0164 -0.78 0.21 4.60/5.60 5.23 520.00 15.65 14.60/17.20 0.21 -0.74 0.0161 -0.68 37.1% 154 1.1k 52 11 36.5% 0.28 0.0154 -0.74 0.20 3.20/4.90 5.07 522.50 17.52 16.20/18.80 0.20 -0.68 0.0154 -0.72 36.6% 7 26 5.3k 75 36.4% 0.24 0.0143 -0.69 0.18 3.20/4.20 3.20 525.00 19.54 17.90/20.80 0.19 -0.65 0.0141 -0.75 37.4% 18 49 28 3 36.5% 0.21 0.0132 -0.63 0.17 2.05/3.60 3.30 527.50 32.45 19.70/25.20 0.20 -0.90 0.0116 -0.73 48.0% 10 12
Greeks Profile 2026-09-04 · 5d · σ = 37.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $356 $432 $509 $585 $661 spot $508.62 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).