IV Skew
-53.5%
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 363 6 2500.0% 0.98 0.0022 -0.11 0.00 6.60/8.10 7.50 1.00 0.05 0.00/0.05 0.00 -0.01 0.0016 -0.00 887.5% — — 47 2 1346.9% 0.95 0.0093 -0.14 0.00 5.40/7.10 6.53 2.00 0.05 0.00/0.75 0.00 -0.10 0.0098 -0.04 1143.8% 2 1 11 20 1003.1% 0.92 0.0180 -0.15 0.00 4.60/6.00 4.09 3.00 0.05 0.00/0.75 0.00 -0.10 0.0189 -0.06 823.4% 3 2 2 — 750.0% 0.89 0.0312 -0.14 0.00 3.60/5.00 3.10 4.00 0.10 0.00/0.95 0.00 -0.12 0.0324 -0.10 672.7% — — 1 — 515.6% 0.86 0.0543 -0.12 0.00 2.40/4.00 2.50 5.00 0.25 0.00/1.35 0.00 -0.14 0.0506 -0.16 590.6% — 1 5 4 310.9% 0.82 0.1037 -0.08 0.00 1.35/2.75 2.45 6.00 0.14 0.00/0.75 0.00 -0.08 0.1029 -0.18 316.4% 5 10 5 5 252.3% 0.69 0.1742 -0.09 0.00 0.70/1.80 1.75 7.00 0.11 0.00/0.15 0.00 -0.02 0.3171 -0.14 88.3% 3 69 — — — — — — — — — 7.50 0.22 0.10/0.25 0.00 -0.03 0.6331 -0.36 73.0% 50 1 58 16 126.6% 0.41 0.3815 -0.05 0.00 0.15/0.50 0.30 8.00 0.49 0.40/0.80 0.00 -0.04 0.4104 -0.60 116.8% 3 61 20 4 133.6% 0.26 0.3017 -0.04 0.00 0.05/0.35 0.20 8.50 — — — — — — — — — 77 1 130.5% 0.14 0.2120 -0.03 0.00 0.00/0.20 0.20 9.00 — — — — — — — — — 14 1 227.3% 0.22 0.1624 -0.07 0.00 0.00/0.55 0.23 9.50 — — — — — — — — — 20 2 169.5% 0.08 0.1115 -0.03 0.00 0.00/0.15 0.10 10.00 — — — — — — — — — 131 40 386.7% 0.25 0.1017 -0.12 0.00 0.00/1.00 0.01 11.00 2.74 2.95/3.50 0.00 -0.06 0.0980 -0.87 271.9% 1 4 — — — — — — — — — 11.50 3.60 3.40/4.00 0.00 -0.06 0.0868 -0.88 293.8% 4 1 — — — — — — — — — 13.00 5.10 4.90/5.80 0.00 -0.01 0.0330 -0.97 246.9% 3 1 — — — — — — — — — 14.00 6.15 5.90/6.40 0.00 -0.03 0.0418 -0.95 320.3% 2 1
Greeks Profile 2026-09-04 · 4d · σ = 99.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $5 $7 $8 $9 $10 spot $7.69 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).