IV Skew
1.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 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 166 35 63.6% 0.93 0.0238 -0.09 0.01 7.40/8.20 7.75 71.00 0.02 0.00/0.06 0.00 -0.01 0.0098 -0.01 41.8% 326 147 215 13 57.4% 0.92 0.0287 -0.09 0.01 6.70/7.20 6.84 72.00 0.05 0.04/0.10 0.01 -0.02 0.0165 -0.03 40.9% 36 574 231 84 51.1% 0.91 0.0353 -0.09 0.02 5.80/6.20 6.05 73.00 0.08 0.07/0.08 0.01 -0.02 0.0188 -0.03 34.2% 561 713 198 24 48.5% 0.87 0.0460 -0.10 0.02 4.95/5.30 4.98 74.00 0.24 0.12/0.24 0.01 -0.05 0.0402 -0.08 38.7% 281 1.1k 453 225 41.7% 0.85 0.0594 -0.10 0.02 4.05/4.30 4.20 75.00 0.25 0.22/0.30 0.02 -0.06 0.0568 -0.11 35.2% 1.1k 1.6k 399 313 43.5% 0.77 0.0749 -0.13 0.03 3.20/3.60 3.40 76.00 0.40 0.38/0.44 0.02 -0.08 0.0811 -0.17 33.4% 266 729 487 590 38.7% 0.71 0.0960 -0.13 0.03 2.37/2.73 2.48 77.00 0.66 0.59/0.67 0.03 -0.09 0.1079 -0.26 32.4% 733 378 911 854 35.2% 0.61 0.1178 -0.13 0.04 1.80/1.97 1.94 78.00 0.97 0.92/1.03 0.04 -0.11 0.1273 -0.38 32.4% 806 1.3k 2.8k 1.7k 34.4% 0.49 0.1258 -0.13 0.04 1.30/1.41 1.35 79.00 1.51 1.42/1.49 0.04 -0.11 0.1348 -0.51 32.1% 193 472 4.2k 2.5k 33.9% 0.37 0.1205 -0.12 0.03 0.88/0.97 0.90 80.00 2.00 1.91/2.08 0.03 -0.10 0.1260 -0.64 32.2% 73 410 2.6k 722 33.0% 0.25 0.1046 -0.10 0.03 0.57/0.62 0.61 81.00 2.95 2.50/2.89 0.03 -0.10 0.1005 -0.73 35.4% 114 68 4.4k 974 33.5% 0.17 0.0804 -0.08 0.02 0.35/0.41 0.38 82.00 3.76 3.05/3.60 0.02 -0.07 0.0804 -0.83 33.9% 87 42 1.1k 426 33.5% 0.10 0.0567 -0.06 0.02 0.21/0.25 0.23 83.00 4.63 3.85/4.85 0.02 -0.11 0.0611 -0.81 47.9% 28 79 600 329 33.7% 0.06 0.0369 -0.04 0.01 0.10/0.15 0.11 84.00 5.53 4.85/5.75 0.02 -0.10 0.0501 -0.85 50.8% 7 16 939 574 34.9% 0.03 0.0239 -0.03 0.01 0.07/0.10 0.07 85.00 6.15 5.85/6.45 0.01 -0.05 0.0359 -0.92 44.5% 9 6 210 227 35.4% 0.02 0.0143 -0.02 0.00 0.04/0.06 0.06 86.00 9.09 6.65/8.50 0.02 -0.08 0.0333 -0.91 55.1% 1 1
Greeks Profile 2026-09-04 · 5d · σ = 33.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $55 $67 $79 $91 $102 spot $78.82 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).