IV Skew
-6.2%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +7 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-05-21 (263d) 2027-08-20 (354d) 2027-11-19 (445d) 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 10 1 904.7% 0.95 0.0200 -0.08 0.00 3.60/4.60 3.77 2.00 0.05 0.00/0.45 0.00 -0.07 0.0198 -0.05 850.0% 2 3 32 4 603.1% 0.95 0.0274 -0.05 0.00 2.95/4.00 3.30 2.50 0.05 0.00/1.45 0.00 -0.15 0.0244 -0.10 1143.8% 2 4 2 8 1000.0% 0.88 0.0334 -0.16 0.00 2.35/4.90 2.76 3.00 0.05 0.00/0.75 0.00 -0.09 0.0416 -0.10 692.2% 2 1 1 6 851.6% 0.85 0.0457 -0.15 0.00 1.90/4.40 2.15 3.50 0.04 0.00/0.10 0.00 -0.02 0.0441 -0.04 298.4% 100 104 10 1 698.4% 0.81 0.0635 -0.14 0.00 1.35/3.90 1.83 4.00 0.05 0.00/0.30 0.00 -0.04 0.0886 -0.10 321.9% 6 2 2 1 275.0% 0.85 0.1377 -0.05 0.00 0.85/2.20 1.23 4.50 0.02 0.00/0.10 0.00 -0.02 0.1188 -0.06 173.4% 80 42 3 100 466.4% 0.71 0.1198 -0.12 0.00 0.70/2.55 0.88 5.00 0.05 0.00/0.05 0.00 -0.01 0.1968 -0.06 96.9% 300 7 13 12 105.5% 0.72 0.5216 -0.03 0.00 0.35/0.60 0.52 5.50 0.10 0.05/0.10 0.00 -0.02 0.6391 -0.22 75.0% 154 80 181 96 81.3% 0.39 0.7715 -0.02 0.00 0.10/0.20 0.15 6.00 0.30 0.20/0.40 0.00 -0.02 0.8393 -0.63 73.8% 42 612 477 4 73.4% 0.09 0.3482 -0.01 0.00 0.00/0.05 0.03 6.50 0.70 0.00/1.05 0.00 -0.07 0.2688 -0.63 230.5% 1 264 216 2 106.3% 0.06 0.1754 -0.01 0.00 0.00/0.05 0.04 7.00 1.48 0.95/2.00 0.00 -0.06 0.2220 -0.71 251.6% 4 98 253 10 134.4% 0.04 0.1114 -0.01 0.00 0.00/0.05 0.05 7.50 1.78 1.45/3.80 0.00 -0.16 0.1186 -0.56 544.5% 3 7 152 7 187.5% 0.07 0.1113 -0.02 0.00 0.00/0.10 0.03 8.00 2.31 1.95/2.65 0.00 -0.04 0.1447 -0.87 243.8% 3 5 260 51 234.4% 0.08 0.1029 -0.03 0.00 0.00/0.15 0.06 8.50 2.77 2.25/4.00 0.00 -0.11 0.1262 -0.73 428.9% 2 5 13 4 312.5% 0.12 0.1065 -0.05 0.00 0.00/0.30 0.10 9.00 3.08 2.80/3.50 0.00 -0.09 0.1162 -0.79 405.5% 1 4 1 4 320.3% 0.10 0.0891 -0.04 0.00 0.00/0.25 0.05 9.50 3.95 3.30/4.40 0.00 -0.06 0.0975 -0.87 354.7% 5 2
Greeks Profile 2026-09-04 · 4d · σ = 77.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $5 $6 $7 $8 spot $5.83 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).