IV Skew
24.2%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 30 1 236.7% 0.85 0.0294 -0.16 0.01 5.10/7.00 6.05 20.00 — — — — — — — — — — 2 238.5% 0.81 0.0342 -0.18 0.01 3.10/6.30 6.75 21.00 — — — — — — — — — 1 1 235.4% 0.77 0.0389 -0.20 0.01 2.20/5.60 5.42 22.00 0.25 0.00/1.15 0.01 -0.10 0.0484 -0.16 150.8% 16 14 57 3 93.4% 0.87 0.0672 -0.06 0.01 2.30/3.40 3.45 23.00 0.15 0.00/0.15 0.00 -0.02 0.0518 -0.06 64.5% 15 35 — — — — — — — — — 23.50 0.60 0.00/0.60 0.01 -0.06 0.0820 -0.15 85.9% 2 20 4 1 99.9% 0.77 0.0911 -0.09 0.01 1.55/2.70 2.23 24.00 0.10 0.00/1.35 0.01 -0.10 0.0865 -0.25 109.0% 2 52 — — — — — — — — — 24.50 0.15 0.00/0.75 0.01 -0.06 0.1261 -0.22 70.3% 50 50 11 1 53.4% 0.76 0.1756 -0.05 0.01 1.15/1.75 1.19 25.00 0.05 0.00/0.90 0.01 -0.06 0.1563 -0.28 64.1% 1 36 — — — — — — — — — 25.50 0.40 0.00/0.70 0.01 -0.07 0.1636 -0.37 68.9% 1 6 8 12 43.9% 0.55 0.2687 -0.05 0.01 0.45/0.70 0.50 26.00 0.57 0.00/0.70 0.01 -0.06 0.2230 -0.45 53.0% 1 18 69 43 39.8% 0.27 0.2495 -0.04 0.01 0.10/0.25 0.17 27.00 1.12 0.60/1.85 0.01 -0.10 0.1246 -0.58 93.6% 2 8 120 2 54.7% 0.17 0.1400 -0.04 0.01 0.00/0.20 0.08 28.00 2.01 1.50/2.30 0.01 -0.06 0.1271 -0.75 75.4% 1 1 62 50 48.8% 0.05 0.0655 -0.01 0.00 0.00/0.05 0.13 29.00 2.64 2.30/4.20 0.01 -0.07 0.0932 -0.80 89.5% 1 1 9 3 78.9% 0.10 0.0642 -0.04 0.01 0.00/0.30 0.11 30.00 3.64 1.90/5.60 0.01 -0.22 0.0520 -0.64 214.6% 1 1 954 3 111.9% 0.13 0.0572 -0.07 0.01 0.00/0.60 0.10 31.00 4.79 3.50/6.40 0.00 -0.02 0.0402 -0.95 79.3% — 1 14 13 128.3% 0.13 0.0482 -0.07 0.01 0.00/0.65 0.28 32.00 5.90 4.10/7.70 0.00 -0.01 0.0200 -0.98 75.8% 10 1 — — — — — — — — — 33.00 6.85 4.90/8.40 0.01 -0.24 0.0404 -0.71 252.0% 2 — — — — — — — — — — 34.00 7.80 5.90/9.80 0.01 -0.29 0.0353 -0.69 298.2% 10 —
Greeks Profile 2026-09-04 · 6d · σ = 48.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $22 $26 $30 $34 spot $26.13 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).