IV Skew
-3.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +3 more 2027-01-15 (138d) 2027-03-19 (201d) 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 23 2 117.4% 0.84 0.0507 -0.12 0.01 3.85/5.80 4.42 31.00 — — — — — — — — — — — — — — — — — — 31.50 0.03 0.00/0.30 0.01 -0.03 0.0482 -0.06 63.7% 4 61 251 2 66.7% 0.89 0.0666 -0.05 0.01 3.15/3.65 3.44 32.00 0.09 0.01/0.24 0.01 -0.03 0.0559 -0.06 53.9% 7 363 7 104 59.2% 0.88 0.0821 -0.05 0.01 2.40/3.40 2.90 32.50 0.08 0.05/0.10 0.01 -0.02 0.0663 -0.06 44.5% 10 4 43 2 73.4% 0.78 0.0971 -0.09 0.01 1.93/3.50 2.50 33.00 0.14 0.05/0.14 0.01 -0.03 0.0965 -0.09 42.0% 5 50 3 1 66.9% 0.75 0.1165 -0.09 0.01 1.80/2.72 3.50 33.50 0.16 0.13/0.20 0.01 -0.04 0.1377 -0.14 39.8% 44 80 80 2 51.3% 0.72 0.1585 -0.07 0.01 1.41/1.66 1.69 34.00 0.26 0.22/0.34 0.01 -0.05 0.1809 -0.23 41.1% 150 148 24 24 48.2% 0.64 0.1877 -0.08 0.02 1.01/1.29 1.30 34.50 0.37 0.34/0.48 0.01 -0.06 0.2226 -0.33 39.6% 17 260 240 56 46.1% 0.55 0.2089 -0.08 0.02 0.74/0.97 0.90 35.00 0.57 0.52/0.66 0.02 -0.06 0.2543 -0.45 37.8% 64 312 99 97 44.2% 0.44 0.2166 -0.07 0.02 0.55/0.70 0.65 35.50 0.84 0.77/0.93 0.02 -0.06 0.2509 -0.57 38.0% 76 30 122 108 43.8% 0.33 0.2022 -0.07 0.01 0.31/0.50 0.46 36.00 1.11 1.05/1.34 0.01 -0.06 0.2043 -0.67 43.2% 33 104 203 73 43.6% 0.24 0.1741 -0.06 0.01 0.22/0.35 0.33 36.50 1.46 1.38/1.63 0.01 -0.04 0.1818 -0.78 39.2% 24 12 218 127 43.7% 0.17 0.1393 -0.05 0.01 0.16/0.24 0.20 37.00 1.83 1.71/2.17 0.01 -0.05 0.1372 -0.80 49.2% 20 23 59 22 42.8% 0.10 0.1031 -0.03 0.01 0.10/0.15 0.13 37.50 2.36 2.10/3.05 0.01 -0.10 0.0987 -0.74 80.3% 3 8 282 34 51.4% 0.10 0.0857 -0.04 0.01 0.06/0.18 0.12 38.00 2.69 2.57/3.05 0.01 -0.04 0.0875 -0.89 53.1% 5 4 14 8 49.6% 0.06 0.0608 -0.03 0.01 0.03/0.11 0.06 38.50 3.54 2.80/3.60 0.01 -0.05 0.0760 -0.88 63.3% 4 2 164 55 58.4% 0.07 0.0557 -0.03 0.01 0.03/0.25 0.05 39.00 3.99 3.25/4.90 0.01 -0.04 0.0638 -0.90 66.8% 2 3
Greeks Profile 2026-09-04 · 5d · σ = 41.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $25 $30 $35 $40 $46 spot $35.15 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).