IV Skew
4.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 6 258.2% 0.83 0.0511 -0.13 0.00 2.27/4.30 3.55 13.00 0.10 0.00/0.43 0.00 -0.05 0.0493 -0.08 156.6% 4 6 1 4 84.4% 0.98 0.0270 -0.01 0.00 2.30/3.80 3.03 13.50 0.20 0.00/0.40 0.00 -0.04 0.0606 -0.09 135.2% 2 5 1 2 78.1% 0.97 0.0466 -0.01 0.00 2.25/2.88 2.40 14.00 0.04 0.00/0.21 0.00 -0.02 0.0666 -0.06 96.5% 2 5 18 4 138.9% 0.81 0.1002 -0.07 0.01 1.34/2.46 2.12 14.50 0.02 0.01/0.19 0.00 -0.02 0.0903 -0.07 79.7% 20 631 3 2 95.1% 0.82 0.1410 -0.05 0.01 1.44/2.16 1.56 15.00 0.03 0.00/0.03 0.00 -0.01 0.0874 -0.04 46.9% 10 767 178 4 73.0% 0.79 0.2059 -0.04 0.01 0.51/1.28 1.23 15.50 0.06 0.00/0.16 0.00 -0.03 0.2194 -0.17 58.6% 11 693 69 3 52.9% 0.71 0.3338 -0.04 0.01 0.39/0.78 0.73 16.00 0.17 0.14/0.21 0.01 -0.03 0.3638 -0.27 46.7% 132 369 249 133 52.7% 0.52 0.3905 -0.04 0.01 0.37/0.49 0.47 16.50 0.36 0.01/0.49 0.01 -0.04 0.3753 -0.48 54.9% 18 69 540 306 44.9% 0.31 0.4040 -0.03 0.01 0.01/0.22 0.20 17.00 0.74 0.19/0.99 0.01 -0.06 0.2547 -0.60 78.3% 20 25 419 266 53.9% 0.19 0.2617 -0.03 0.01 0.05/0.16 0.10 17.50 1.03 0.88/1.64 0.01 -0.04 0.2380 -0.74 69.9% 17 7 320 98 52.0% 0.09 0.1553 -0.02 0.00 0.01/0.13 0.04 18.00 — — — — — — — — — 17 3 75.4% 0.11 0.1282 -0.03 0.00 0.00/0.26 0.05 18.50 1.90 1.80/2.08 0.00 -0.02 0.1205 -0.91 69.5% 1 5 214 1 100.8% 0.13 0.1092 -0.04 0.00 0.00/0.41 0.01 19.00 2.38 2.10/3.25 0.00 -0.04 0.1085 -0.87 99.2% 3 4 15 1 96.9% 0.08 0.0799 -0.03 0.00 0.00/0.25 0.14 19.50 — — — — — — — — — 5 1 59.4% 0.00 0.0089 -0.00 0.00 0.00/0.01 0.02 20.00 3.70 3.20/4.20 0.00 -0.04 0.0780 -0.89 126.2% 1 4 26 — 135.9% 0.10 0.0675 -0.05 0.00 0.00/0.43 0.27 20.50 — — — — — — — — — — — — — — — — — — 21.00 4.85 4.20/4.55 0.00 -0.01 0.0376 -0.96 110.2% 1 2 — — — — — — — — — 25.00 8.75 7.95/9.60 0.00 -0.06 0.0337 -0.92 230.9% 1 —
Greeks Profile 2026-09-04 · 5d · σ = 53.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $14 $17 $19 $21 spot $16.52 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).