IV Skew
1.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +6 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 20 33 49.4% 0.78 0.0094 -0.99 0.19 24.40/28.55 26.48 525.00 3.02 2.15/3.30 0.16 -0.58 0.0101 -0.16 37.5% 102 226 2 3 50.0% 0.75 0.0099 -1.07 0.20 21.35/26.95 11.83 527.50 — — — — — — — — — 48 10 45.5% 0.74 0.0111 -0.99 0.21 20.65/24.05 21.88 530.00 4.05 3.00/4.50 0.19 -0.69 0.0123 -0.22 37.4% 8 10 18 2 44.3% 0.72 0.0119 -1.01 0.22 18.10/22.05 15.90 532.50 5.00 3.95/5.15 0.20 -0.74 0.0133 -0.25 37.1% 2 30 16 6 43.5% 0.69 0.0127 -1.03 0.23 16.15/20.20 18.29 535.00 5.50 4.35/6.75 0.22 -0.87 0.0135 -0.30 40.1% 31 194 15 3 42.6% 0.66 0.0134 -1.05 0.24 14.75/18.40 16.00 537.50 6.15 5.35/7.00 0.23 -0.85 0.0149 -0.32 37.7% 7 6 64 8 44.0% 0.62 0.0135 -1.11 0.24 13.80/17.30 16.00 540.00 6.96 6.30/7.80 0.24 -0.87 0.0157 -0.36 37.1% 20 259 338 35 41.3% 0.55 0.0150 -1.08 0.25 11.35/13.75 11.75 545.00 8.96 8.30/10.00 0.25 -0.91 0.0166 -0.44 37.2% 26 9 — — — — — — — — — 547.50 10.00 8.90/11.10 0.26 -0.90 0.0169 -0.49 36.7% 11 5 35 26 40.3% 0.48 0.0154 -1.06 0.26 9.05/11.00 9.50 550.00 11.47 10.05/12.45 0.26 -0.90 0.0169 -0.53 36.8% 18 5 16 11 40.8% 0.44 0.0151 -1.06 0.25 7.60/10.05 8.35 552.50 12.87 11.20/13.85 0.25 -0.89 0.0167 -0.57 36.8% 3 6 15 39 39.8% 0.40 0.0151 -1.01 0.25 6.85/8.75 7.88 555.00 12.05 12.90/16.50 0.25 -0.97 0.0148 -0.60 40.7% 7 6 8 20 40.3% 0.36 0.0145 -0.99 0.24 5.10/7.95 6.15 557.50 — — — — — — — — — 21 31 36.6% 0.31 0.0151 -0.85 0.23 5.30/6.05 6.10 560.00 32.85 16.15/19.20 0.23 -0.85 0.0144 -0.68 39.0% 1 2 10 12 39.3% 0.29 0.0136 -0.88 0.22 4.40/6.00 5.10 562.50 30.00 16.40/21.90 0.23 -0.91 0.0129 -0.69 42.6% 2 1 16 8 37.0% 0.25 0.0133 -0.76 0.20 3.95/4.70 4.70 565.00 69.60 18.40/23.70 0.21 -0.87 0.0122 -0.72 42.8% — 1 11 7 38.5% 0.22 0.0121 -0.75 0.19 3.05/4.45 5.00 567.50 — — — — — — — — — — — — — — — — — — 570.00 25.10 22.75/26.40 0.18 -0.63 0.0112 -0.80 38.7% 22 5 — — — — — — — — — 575.00 79.00 26.85/32.00 0.17 -0.74 0.0093 -0.81 45.9% — 1
Greeks Profile 2026-09-04 · 5d · σ = 38.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $383 $465 $548 $630 $712 spot $547.51 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).