IV Skew
2.8%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 1 225.8% 0.98 0.0022 -0.06 0.00 27.15/27.65 27.48 35.00 — — — — — — — — — — — — — — — — — — 52.00 0.04 0.00/0.05 0.00 -0.01 0.0046 -0.01 60.9% 1 1 1 1 60.9% 0.93 0.0287 -0.06 0.01 6.35/6.70 6.30 56.00 — — — — — — — — — — — — — — — — — — 57.00 0.03 0.00/0.06 0.01 -0.02 0.0222 -0.03 39.1% 25 2 — — — — — — — — — 58.00 0.11 0.01/0.07 0.01 -0.02 0.0321 -0.04 34.0% 1 12 2 8 40.8% 0.87 0.0643 -0.06 0.02 3.40/3.75 3.72 59.00 0.03 0.02/0.09 0.01 -0.02 0.0506 -0.06 29.4% 1 52 7 6 33.9% 0.83 0.0921 -0.06 0.02 2.49/2.78 2.63 60.00 0.11 0.08/0.15 0.01 -0.03 0.0883 -0.11 26.3% 9 33 22 79 26.8% 0.77 0.1423 -0.06 0.02 1.63/1.83 1.76 61.00 0.22 0.17/0.26 0.02 -0.04 0.1511 -0.20 23.0% 10 50 137 42 24.6% 0.61 0.1951 -0.07 0.03 0.94/1.10 0.97 62.00 0.55 0.41/0.57 0.03 -0.05 0.2093 -0.38 22.8% 6 259 83 279 23.6% 0.41 0.2052 -0.06 0.03 0.43/0.58 0.49 63.00 1.07 0.88/1.07 0.03 -0.05 0.2152 -0.60 22.4% 4 90 83 18 23.4% 0.22 0.1587 -0.05 0.02 0.15/0.27 0.22 64.00 1.73 1.54/1.83 0.02 -0.04 0.1556 -0.77 24.5% 1 22 396 88 23.4% 0.10 0.0935 -0.03 0.01 0.05/0.11 0.05 65.00 2.56 2.41/2.73 0.02 -0.04 0.1007 -0.86 28.1% 1 3 16 26 26.6% 0.06 0.0542 -0.02 0.01 0.01/0.07 0.01 66.00 — — — — — — — — — 238 2 29.9% 0.04 0.0337 -0.02 0.01 0.00/0.05 0.06 67.00 — — — — — — — — — 31 6 34.8% 0.03 0.0252 -0.02 0.01 0.00/0.05 0.10 68.00 — — — — — — — — — 879 1 39.6% 0.03 0.0200 -0.02 0.01 0.00/0.05 0.18 69.00 — — — — — — — — — 2 2 44.1% 0.02 0.0162 -0.02 0.00 0.00/0.05 0.05 70.00 6.80 7.45/7.80 0.01 -0.02 0.0222 -0.96 50.0% 2 — — — — — — — — — — 73.00 10.60 10.25/10.90 0.00 -0.01 0.0095 -0.98 56.3% 6 — — — — — — — — — — 75.00 12.60 11.35/12.95 0.01 -0.10 0.0200 -0.91 100.5% 2 — — — — — — — — — — 76.00 13.62 13.30/13.85 0.00 -0.01 0.0067 -0.99 68.4% 4 — — — — — — — — — — 77.00 14.60 13.35/14.95 0.01 -0.10 0.0169 -0.92 110.6% 4 —
Greeks Profile 2026-09-04 · 6d · σ = 23.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $44 $53 $62 $72 $81 spot $62.47 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).