IV Skew
-5.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 1/15138d 4/16229d +2 more 2027-06-17 (291d) 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 1 283 62.5% 1.00 0.0071 -0.01 0.00 3.85/4.85 4.44 21.00 — — — — — — — — — — — — — — — — — — 21.50 0.07 0.01/0.07 0.00 -0.01 0.0228 -0.02 69.5% 6 20 3 307 112.1% 0.87 0.0621 -0.07 0.01 3.00/4.40 3.41 22.00 0.10 0.05/0.11 0.00 -0.02 0.0415 -0.04 71.5% 90 247 5 3 135.2% 0.80 0.0703 -0.11 0.01 1.85/3.55 2.98 22.50 0.14 0.06/0.15 0.00 -0.02 0.0594 -0.06 67.2% 49 117 11 22 74.8% 0.88 0.0920 -0.05 0.01 2.35/2.80 2.51 23.00 0.19 0.12/0.23 0.01 -0.04 0.0886 -0.10 67.6% 268 258 4 8 81.1% 0.80 0.1158 -0.07 0.01 1.35/3.15 2.02 23.50 0.31 0.27/0.34 0.01 -0.05 0.1200 -0.17 70.9% 283 147 10 66 77.2% 0.74 0.1407 -0.08 0.01 1.64/2.07 1.71 24.00 0.42 0.26/0.45 0.01 -0.05 0.1567 -0.22 63.5% 459 831 163 148 63.3% 0.69 0.1875 -0.07 0.01 0.90/1.81 1.36 24.50 0.62 0.52/0.67 0.01 -0.07 0.1738 -0.32 69.5% 3.6k 161 395 408 69.8% 0.58 0.1883 -0.08 0.01 1.07/1.23 1.17 25.00 0.78 0.70/0.80 0.01 -0.07 0.2005 -0.41 65.4% 1.7k 842 13 745 76.5% 0.49 0.1759 -0.09 0.01 0.84/1.15 0.94 25.50 1.09 0.83/1.31 0.01 -0.08 0.1912 -0.51 70.3% 561 218 141 1.6k 75.0% 0.40 0.1742 -0.09 0.01 0.69/0.84 0.70 26.00 1.33 1.16/1.57 0.01 -0.08 0.1841 -0.60 70.6% 3.9k 923 20 1.2k 69.1% 0.31 0.1713 -0.07 0.01 0.46/0.57 0.50 26.50 1.69 1.44/1.94 0.01 -0.07 0.1692 -0.69 70.3% 255 271 298 750 75.0% 0.25 0.1431 -0.07 0.01 0.35/0.55 0.41 27.00 2.24 1.88/2.41 0.01 -0.07 0.1403 -0.74 77.9% 310 364 1.7k 529 69.5% 0.17 0.1224 -0.05 0.01 0.25/0.31 0.31 27.50 2.47 1.88/2.81 0.01 -0.03 0.1194 -0.87 59.8% 52 768 607 1.3k 75.2% 0.14 0.0995 -0.05 0.01 0.21/0.29 0.24 28.00 3.09 2.62/3.30 0.01 -0.05 0.1008 -0.84 80.5% 345 870 405 308 75.0% 0.10 0.0783 -0.04 0.01 0.16/0.20 0.30 28.50 3.45 3.05/3.85 0.01 -0.05 0.0850 -0.86 87.9% 132 124 916 728 72.1% 0.06 0.0562 -0.03 0.00 0.07/0.15 0.13 29.00 3.92 3.40/4.00 0.00 -0.01 0.0340 -0.98 57.4% 260 228
Greeks Profile 2026-09-04 · 5d · σ = 73.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $22 $25 $29 $33 spot $25.34 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).