IV Skew
-13.1%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 1/15137d +3 more 2027-02-19 (172d) 2028-01-21 (508d) 2028-06-16 (655d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 12k 1.5k 106.3% 0.95 0.0403 -0.04 0.00 3.75/4.05 3.84 20.00 0.05 0.03/0.06 0.00 -0.02 0.0286 -0.03 89.1% 570 568 700 83 80.5% 0.97 0.0380 -0.02 0.00 3.25/3.45 3.47 20.50 0.07 0.06/0.11 0.00 -0.03 0.0471 -0.05 90.6% 583 347 3.0k 377 97.3% 0.90 0.0721 -0.06 0.00 2.85/3.10 2.97 21.00 0.11 0.11/0.12 0.00 -0.04 0.0659 -0.07 85.9% 1.0k 1.9k 809 659 85.9% 0.88 0.0929 -0.06 0.00 2.33/2.64 2.50 21.50 0.16 0.14/0.27 0.01 -0.06 0.0937 -0.13 89.1% 58 161 1.7k 239 94.5% 0.80 0.1181 -0.08 0.01 2.05/2.26 2.12 22.00 0.24 0.24/0.28 0.01 -0.06 0.1225 -0.17 82.6% 1.1k 3.6k 541 160 87.5% 0.75 0.1468 -0.09 0.01 1.62/1.85 1.74 22.50 0.37 0.26/0.40 0.01 -0.07 0.1588 -0.23 76.0% 369 378 1.6k 715 87.7% 0.66 0.1669 -0.10 0.01 1.31/1.51 1.37 23.00 0.52 0.54/0.58 0.01 -0.09 0.1752 -0.33 82.8% 1.1k 804 579 203 85.8% 0.58 0.1831 -0.11 0.01 1.05/1.16 1.13 23.50 0.79 0.77/0.80 0.01 -0.10 0.1871 -0.42 84.0% 692 443 4.3k 1.5k 86.7% 0.48 0.1845 -0.11 0.01 0.86/0.88 0.86 24.00 0.96 1.01/1.09 0.01 -0.10 0.1885 -0.52 84.9% 2.2k 2.2k 1.0k 544 87.5% 0.40 0.1767 -0.11 0.01 0.65/0.70 0.68 24.50 1.35 1.30/1.42 0.01 -0.10 0.1792 -0.61 86.1% 461 554 2.7k 3.8k 89.1% 0.32 0.1606 -0.10 0.01 0.51/0.54 0.51 25.00 1.75 1.69/1.77 0.01 -0.10 0.1598 -0.68 89.6% 2.9k 12k 2.9k 2.1k 90.0% 0.25 0.1412 -0.09 0.01 0.38/0.42 0.42 25.50 2.05 1.97/2.21 0.01 -0.08 0.1419 -0.75 89.1% 103 337 3.5k 4.1k 92.0% 0.19 0.1198 -0.08 0.01 0.30/0.32 0.31 26.00 2.42 2.33/2.64 0.01 -0.07 0.1203 -0.81 89.1% 1.8k 763 1.8k 1.4k 93.4% 0.15 0.0993 -0.07 0.01 0.22/0.25 0.23 26.50 1.77 2.62/3.05 0.00 -0.04 0.0918 -0.90 78.1% 6 125 1.9k 1.7k 95.7% 0.11 0.0810 -0.06 0.00 0.18/0.19 0.18 27.00 3.31 2.89/3.70 0.00 -0.03 0.0683 -0.93 79.3% 34 30 1.7k 414 98.0% 0.09 0.0655 -0.05 0.00 0.13/0.16 0.16 27.50 3.45 3.40/4.15 0.00 -0.02 0.0522 -0.95 82.8% 4 98
Greeks Profile 2026-09-04 · 4d · σ = 85.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $20 $24 $27 $31 spot $23.80 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).