IV Skew
-1.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +4 more 2027-01-15 (138d) 2027-03-19 (201d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 3 368.8% 0.96 0.0169 -0.04 0.00 5.30/6.40 5.69 6.00 — — — — — — — — — 19 11 514.8% 0.87 0.0293 -0.15 0.00 4.40/6.65 5.17 7.00 0.09 0.00/0.56 0.00 -0.06 0.0283 -0.07 334.0% — 1 1 1 400.8% 0.88 0.0365 -0.11 0.00 3.60/5.95 5.00 7.50 — — — — — — — — — 4 10 410.2% 0.85 0.0421 -0.13 0.00 3.30/5.65 6.25 8.00 0.01 0.00/0.56 0.00 -0.06 0.0431 -0.09 265.6% 3 4 — — — — — — — — — 9.00 0.05 0.00/0.09 0.00 -0.01 0.0389 -0.03 120.3% 80 77 — — — — — — — — — 9.50 0.07 0.00/0.25 0.00 -0.03 0.0819 -0.08 131.3% 2 148 36 55 99.6% 0.92 0.1131 -0.02 0.00 1.55/1.97 1.60 10.00 0.05 0.04/0.06 0.00 -0.01 0.0907 -0.05 82.0% 330 5.6k 4 5 75.0% 0.89 0.1796 -0.02 0.00 0.96/1.55 1.27 10.50 0.10 0.02/0.12 0.00 -0.01 0.1695 -0.09 68.0% 436 819 76 117 80.5% 0.75 0.2898 -0.04 0.00 0.85/0.95 0.89 11.00 0.22 0.22/0.25 0.00 -0.03 0.2924 -0.25 79.3% 1.5k 4.1k 458 300 77.5% 0.58 0.3692 -0.04 0.01 0.33/0.83 0.59 11.50 0.39 0.40/0.46 0.01 -0.04 0.3621 -0.42 79.1% 936 608 3.8k 3.0k 80.9% 0.40 0.3504 -0.04 0.01 0.36/0.39 0.39 12.00 0.71 0.65/0.87 0.01 -0.05 0.3245 -0.59 87.9% 876 457 1.5k 3.9k 82.8% 0.25 0.2834 -0.04 0.00 0.22/0.24 0.23 12.50 1.13 0.98/1.16 0.00 -0.03 0.2834 -0.75 82.8% 456 591 1.6k 2.6k 84.0% 0.15 0.2003 -0.03 0.00 0.13/0.14 0.13 13.00 1.48 1.17/1.55 0.00 -0.04 0.2010 -0.81 100.0% 151 492 2.2k 2.8k 83.2% 0.07 0.1229 -0.02 0.00 0.06/0.08 0.06 13.50 1.04 1.66/2.30 0.00 -0.03 0.1463 -0.88 102.7% 39 327 1.4k 817 87.5% 0.04 0.0750 -0.01 0.00 0.04/0.05 0.05 14.00 2.39 2.08/3.00 0.00 -0.04 0.1211 -0.86 133.6% 4 187 1.1k 108 92.2% 0.02 0.0464 -0.01 0.00 0.02/0.04 0.04 14.50 2.32 2.23/3.20 0.00 -0.07 0.1058 -0.82 184.4% 4 5 2.7k 484 100.0% 0.02 0.0330 -0.01 0.00 0.02/0.03 0.03 15.00 2.81 3.00/4.05 0.00 -0.04 0.0837 -0.89 159.8% 1 56 312 20 125.8% 0.03 0.0415 -0.01 0.00 0.00/0.10 0.02 15.50 3.48 3.55/4.25 0.00 -0.01 0.0456 -0.96 130.5% 1 79
Greeks Profile 2026-09-04 · 5d · σ = 78.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $10 $12 $13 $15 spot $11.66 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).