IV Skew
-6.2%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +2 more 2027-03-19 (200d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 16.00 0.04 0.00/0.05 0.00 -0.01 0.0064 -0.01 120.3% 23 96 — — — — — — — — — 16.50 0.06 0.00/0.10 0.00 -0.01 0.0126 -0.01 123.4% 22 44 — — — — — — — — — 17.00 0.11 0.03/0.20 0.00 -0.03 0.0249 -0.03 134.8% 30 268 — — — — — — — — — 17.50 0.08 0.00/0.26 0.00 -0.03 0.0319 -0.04 125.8% 4 38 219 33 143.0% 0.91 0.0500 -0.07 0.00 3.55/4.50 4.21 18.00 0.12 0.08/0.17 0.00 -0.03 0.0387 -0.05 112.1% 24 404 163 9 124.4% 0.90 0.0599 -0.06 0.00 3.00/4.00 3.65 18.50 0.15 0.08/0.19 0.00 -0.03 0.0499 -0.06 101.6% 60 100 314 70 125.2% 0.86 0.0767 -0.08 0.00 2.61/3.60 4.70 19.00 0.33 0.15/0.32 0.00 -0.05 0.0735 -0.10 106.3% 103 1.2k 58 8 122.3% 0.82 0.0941 -0.09 0.01 2.16/3.25 3.75 19.50 — — — — — — — — — 351 59 114.3% 0.78 0.1148 -0.10 0.01 2.05/2.51 2.20 20.00 0.43 0.35/0.50 0.01 -0.08 0.1212 -0.20 101.2% 3.0k 1.3k 171 14 107.6% 0.72 0.1375 -0.10 0.01 1.76/2.01 1.98 20.50 — — — — — — — — — 419 84 112.7% 0.64 0.1460 -0.12 0.01 1.45/1.82 1.78 21.00 — — — — — — — — — 264 88 111.5% 0.56 0.1552 -0.13 0.01 1.17/1.54 1.37 21.50 — — — — — — — — — 388 1.7k 108.8% 0.48 0.1610 -0.12 0.01 0.96/1.22 1.09 22.00 — — — — — — — — — 74 342 111.7% 0.41 0.1528 -0.12 0.01 0.75/1.09 1.03 22.50 — — — — — — — — — 195 821 107.4% 0.33 0.1481 -0.11 0.01 0.59/0.81 0.88 23.00 — — — — — — — — — 69 594 110.9% 0.27 0.1313 -0.11 0.01 0.44/0.74 0.58 23.50 — — — — — — — — — 276 288 110.7% 0.21 0.1158 -0.09 0.01 0.32/0.61 0.50 24.00 — — — — — — — — — 329 1.1k 110.2% 0.16 0.0990 -0.08 0.01 0.25/0.47 0.35 24.50 — — — — — — — — — 643 780 108.2% 0.12 0.0815 -0.06 0.00 0.25/0.28 0.29 25.00 2.25 2.95/3.95 0.00 -0.04 0.0756 -0.91 97.1% 4 8 78 498 110.9% 0.09 0.0669 -0.05 0.00 0.12/0.32 0.15 25.50 — — — — — — — — — — — — — — — — — — 29.00 10.07 5.95/7.75 0.00 -0.11 0.0407 -0.88 210.2% 2 1 — — — — — — — — — 30.00 11.10 6.95/8.75 0.00 -0.11 0.0359 -0.89 225.6% 2 1 — — — — — — — — — 31.00 11.33 7.95/9.85 0.00 -0.14 0.0336 -0.88 254.3% 1 1 — — — — — — — — — 32.00 9.47 8.95/10.75 0.00 -0.12 0.0289 -0.91 253.9% 1 2 — — — — — — — — — 35.00 13.87 11.95/13.80 0.00 -0.13 0.0232 -0.91 299.6% 3 2 — — — — — — — — — 36.00 14.40 12.95/14.80 0.00 -0.13 0.0216 -0.92 310.9% 8 —
Greeks Profile 2026-09-04 · 4d · σ = 106.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $15 $18 $22 $25 $28 spot $21.74 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).