IV Skew
3.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 1 1 70.3% 0.82 0.0052 -1.42 0.19 46.00/54.50 24.73 580.00 — — — — — — — — — 10 1 42.7% 0.86 0.0070 -0.74 0.16 30.90/35.80 38.20 590.00 — — — — — — — — — — — — — — — — — — 592.50 1.73 0.60/2.20 0.13 -0.43 0.0072 -0.10 33.9% 22 14 3 6 40.1% 0.84 0.0084 -0.77 0.18 26.10/31.20 33.85 595.00 — — — — — — — — — — — — — — — — — — 597.50 2.19 1.25/2.55 0.15 -0.47 0.0092 -0.13 31.6% 44 20 5 1 36.3% 0.81 0.0102 -0.77 0.20 20.80/26.40 22.45 600.00 2.44 1.60/4.40 0.20 -0.72 0.0101 -0.19 37.0% 30 30 10 2 39.5% 0.74 0.0113 -0.99 0.24 18.30/23.70 19.60 605.00 3.70 2.25/3.80 0.21 -0.60 0.0129 -0.20 30.0% 5 22 1 — 38.5% 0.71 0.0121 -1.00 0.25 15.40/21.70 6.70 607.50 4.00 2.80/4.40 0.22 -0.65 0.0142 -0.24 29.7% 1 8 12 9 37.3% 0.69 0.0130 -1.01 0.26 14.30/19.70 25.58 610.00 4.65 3.80/5.30 0.24 -0.71 0.0152 -0.28 30.2% 132 1 — — — — — — — — — 612.50 5.26 3.30/9.30 0.27 -1.05 0.0128 -0.35 39.9% 4 4 — — — — — — — — — 615.00 7.14 4.30/7.80 0.27 -0.85 0.0160 -0.37 32.3% 5 3 27 16 33.4% 0.55 0.0163 -1.00 0.29 8.20/12.60 10.45 620.00 — — — — — — — — — 6 11 33.0% 0.47 0.0166 -0.99 0.29 6.80/10.00 7.90 625.00 — — — — — — — — — 10 3 31.4% 0.38 0.0166 -0.90 0.28 4.90/7.40 5.01 630.00 14.20 11.00/16.50 0.28 -0.94 0.0150 -0.61 35.3% 51 46 3 155 30.8% 0.30 0.0154 -0.80 0.25 2.75/5.50 4.30 635.00 — — — — — — — — — 10 1 30.8% 0.23 0.0134 -0.69 0.22 1.20/4.10 2.97 640.00 — — — — — — — — — 82 5 44.0% 0.25 0.0100 -1.05 0.23 0.00/6.60 4.30 645.00 — — — — — — — — — 16 279 29.6% 0.11 0.0087 -0.41 0.14 1.20/1.90 1.55 650.00 — — — — — — — — — 150 2 39.5% 0.11 0.0064 -0.54 0.13 0.15/2.50 0.75 660.00 — — — — — — — — — 2 24 37.8% 0.05 0.0038 -0.29 0.08 0.10/1.20 0.40 670.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 32.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $436 $529 $622 $716 $809 spot $622.18 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).