IV Skew
1.2%
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) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 55 6 71.6% 0.83 0.0611 -0.11 0.02 3.15/5.30 3.90 46.50 0.02 0.00/0.02 0.00 -0.00 0.0172 -0.01 28.1% 1 75 160 16 48.6% 0.88 0.0713 -0.06 0.01 2.57/3.40 3.11 47.00 0.03 0.00/0.03 0.00 -0.01 0.0288 -0.02 26.6% 6 325 19 8 42.8% 0.86 0.0867 -0.06 0.01 2.18/2.89 2.55 47.50 0.03 0.00/0.03 0.00 -0.01 0.0390 -0.02 23.0% 56 564 241 192 31.3% 0.89 0.1052 -0.04 0.01 2.09/2.28 2.18 48.00 0.05 0.04/0.07 0.01 -0.01 0.0811 -0.06 23.4% 12 397 160 148 26.7% 0.86 0.1431 -0.04 0.01 1.42/1.79 1.53 48.50 0.09 0.08/0.09 0.01 -0.02 0.1273 -0.08 20.7% 59 657 2.2k 392 26.3% 0.78 0.1944 -0.05 0.02 1.03/1.40 1.19 49.00 0.15 0.13/0.16 0.01 -0.03 0.2092 -0.16 19.7% 247 365 327 121 25.4% 0.67 0.2431 -0.06 0.02 0.57/1.04 0.82 49.50 0.27 0.26/0.29 0.02 -0.04 0.2969 -0.29 19.5% 192 104 6.0k 1.6k 19.8% 0.55 0.3405 -0.05 0.02 0.53/0.60 0.55 50.00 0.46 0.42/0.50 0.02 -0.04 0.3405 -0.45 19.8% 551 2.8k 2.7k 561 19.5% 0.23 0.2648 -0.04 0.02 0.15/0.21 0.21 51.00 1.18 0.89/1.15 0.02 -0.03 0.2541 -0.75 21.3% 172 63 2.4k 300 20.1% 0.06 0.1029 -0.01 0.01 0.03/0.06 0.05 52.00 2.04 1.74/2.34 0.02 -0.07 0.1267 -0.77 40.7% 40 3 108 396 21.9% 0.02 0.0301 -0.01 0.00 0.01/0.02 0.01 53.00 2.80 2.53/4.45 0.02 -0.09 0.0861 -0.78 58.0% 4 1 59 1 25.0% 0.01 0.0112 -0.00 0.00 0.00/0.01 0.04 54.00 4.05 3.60/5.85 0.02 -0.13 0.0647 -0.78 78.6% 1 — 45 4 30.5% 0.00 0.0080 -0.00 0.00 0.00/0.01 0.01 55.00 5.05 4.55/6.30 0.01 -0.10 0.0542 -0.85 73.7% 1 — 5 — 49.6% 0.03 0.0235 -0.02 0.00 0.00/0.08 0.02 56.00 6.20 5.45/7.35 0.01 -0.09 0.0448 -0.87 80.9% 7 1 — — — — — — — — — 57.00 6.73 6.50/8.55 0.01 -0.12 0.0393 -0.86 96.0% 6 — — — — — — — — — — 58.00 8.32 7.45/9.75 0.01 -0.13 0.0348 -0.86 108.1% 4 —
Greeks Profile 2026-09-04 · 5d · σ = 19.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $43 $50 $58 $65 spot $50.10 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).