IV Skew
4.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 1/15138d 4/16229d +4 more 2027-06-17 (291d) 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 612 6 25.5% 0.84 0.0116 -0.59 0.20 19.50/22.70 20.70 687.50 0.37 0.10/0.50 0.08 -0.11 0.0076 -0.04 14.5% 3 199 140 8 22.2% 0.84 0.0133 -0.52 0.20 17.10/19.80 17.95 690.00 0.62 0.00/0.60 0.09 -0.12 0.0100 -0.06 13.7% 6 148 2.2k 1 22.2% 0.80 0.0152 -0.58 0.23 14.70/17.90 18.07 692.50 0.71 0.05/0.80 0.12 -0.16 0.0135 -0.08 13.2% 108 210 767 1 17.2% 0.82 0.0186 -0.45 0.22 12.60/14.50 13.23 695.00 0.90 0.05/1.05 0.16 -0.19 0.0180 -0.11 12.7% 12 20 1.3k 3 18.6% 0.75 0.0206 -0.55 0.26 10.10/13.10 11.50 697.50 1.28 0.70/1.65 0.21 -0.26 0.0234 -0.17 13.2% 2 37 494 12 16.9% 0.71 0.0244 -0.54 0.28 8.10/10.80 9.27 700.00 1.40 1.25/1.70 0.23 -0.25 0.0302 -0.20 11.3% 182 47 93 8 15.8% 0.66 0.0281 -0.54 0.30 6.30/8.80 7.25 702.50 2.22 1.80/2.50 0.28 -0.30 0.0360 -0.29 11.5% 31 13 70 37 12.6% 0.60 0.0371 -0.45 0.32 4.90/6.10 5.52 705.00 2.70 2.40/3.00 0.31 -0.29 0.0444 -0.37 10.3% 50 218 71 18 11.8% 0.51 0.0407 -0.43 0.33 3.60/4.50 4.15 707.50 3.98 3.20/4.90 0.33 -0.36 0.0395 -0.49 12.2% 21 37 260 85 11.1% 0.40 0.0422 -0.39 0.32 2.35/3.10 2.69 710.00 5.10 3.50/6.30 0.32 -0.34 0.0384 -0.59 12.2% 18 225 435 207 10.3% 0.29 0.0400 -0.32 0.28 1.50/1.95 1.77 712.50 4.25 4.80/7.90 0.30 -0.30 0.0352 -0.68 12.3% 2 2 202 52 9.3% 0.17 0.0333 -0.21 0.21 0.80/1.00 1.00 715.00 7.00 6.90/10.20 0.27 -0.31 0.0285 -0.73 13.9% 1 5 45 74 9.3% 0.10 0.0233 -0.15 0.15 0.35/0.60 0.53 717.50 — — — — — — — — — 221 164 9.3% 0.06 0.0149 -0.09 0.10 0.20/0.35 0.28 720.00 — — — — — — — — — 213 26 11.3% 0.06 0.0127 -0.12 0.10 0.10/0.45 0.15 722.50 — — — — — — — — — 41 14 14.5% 0.08 0.0122 -0.18 0.12 0.05/0.75 0.10 725.00 21.00 15.80/19.00 0.16 -0.19 0.0137 -0.89 16.9% 3 — — — — — — — — — — 732.50 26.60 24.10/26.40 0.12 -0.18 0.0087 -0.92 20.9% 1 —
Greeks Profile 2026-09-04 · 5d · σ = 12.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $495 $601 $707 $813 $919 spot $707.24 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).