IV Skew
-3.3%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 1/15137d 2/19172d +5 more 2027-04-16 (228d) 2027-05-21 (263d) 2027-08-20 (354d) 2027-11-19 (445d) 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 2.2k 19 84.8% 0.95 0.0398 -0.04 0.00 3.55/4.35 4.08 25.00 0.07 0.05/0.09 0.00 -0.02 0.0295 -0.03 73.0% 178 440 36 19 92.2% 0.91 0.0599 -0.06 0.01 2.84/4.30 5.40 25.50 0.11 0.06/0.13 0.00 -0.02 0.0432 -0.04 69.7% 118 59 1.3k 201 85.5% 0.88 0.0752 -0.07 0.01 2.80/3.40 3.08 26.00 0.17 0.12/0.20 0.00 -0.04 0.0670 -0.08 70.9% 246 372 28 17 94.1% 0.82 0.0932 -0.10 0.01 2.25/3.35 2.61 26.50 0.27 0.14/0.36 0.01 -0.05 0.0939 -0.12 71.9% 92 23 366 37 58.8% 0.86 0.1230 -0.05 0.01 1.51/2.58 2.26 27.00 0.31 0.26/0.35 0.01 -0.06 0.1231 -0.16 66.6% 200 196 172 14 62.1% 0.78 0.1594 -0.07 0.01 1.44/1.97 2.30 27.50 0.46 0.38/0.50 0.01 -0.08 0.1538 -0.24 66.6% 1.0k 20 307 69 68.6% 0.67 0.1747 -0.10 0.01 1.25/1.67 1.50 28.00 0.64 0.55/0.66 0.01 -0.09 0.1802 -0.32 66.0% 258 102 53 124 73.2% 0.58 0.1773 -0.11 0.01 1.08/1.40 1.20 28.50 0.81 0.75/0.95 0.01 -0.10 0.1897 -0.42 68.4% 253 117 251 496 68.8% 0.48 0.1919 -0.11 0.01 0.81/1.05 0.94 29.00 1.07 0.93/1.55 0.01 -0.11 0.1702 -0.51 77.6% 345 210 70 136 69.7% 0.39 0.1825 -0.10 0.01 0.62/0.85 0.73 29.50 1.33 1.13/1.62 0.01 -0.09 0.1892 -0.61 67.0% 233 139 1.3k 632 69.9% 0.31 0.1665 -0.09 0.01 0.51/0.62 0.60 30.00 1.80 1.50/1.80 0.01 -0.08 0.1788 -0.72 62.9% 291 270 201 526 69.9% 0.23 0.1448 -0.08 0.01 0.37/0.48 0.39 30.50 2.10 1.47/2.25 0.01 -0.10 0.1345 -0.73 81.3% 105 108 449 362 69.9% 0.17 0.1201 -0.07 0.01 0.28/0.35 0.35 31.00 2.17 1.90/2.88 0.01 -0.04 0.1175 -0.87 60.0% 82 128 211 101 70.1% 0.12 0.0953 -0.05 0.01 0.20/0.26 0.23 31.50 1.66 2.25/3.45 0.01 -0.04 0.0898 -0.90 63.5% 5 5 796 585 72.7% 0.09 0.0750 -0.05 0.00 0.17/0.20 0.19 32.00 2.60 2.70/4.25 0.01 -0.06 0.0824 -0.87 84.8% 5 17 328 284 81.6% 0.09 0.0645 -0.05 0.00 0.12/0.28 0.22 32.50 3.60 3.30/4.10 0.01 -0.09 0.0738 -0.85 105.1% 4 4
Greeks Profile 2026-09-04 · 4d · σ = 73.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $20 $24 $29 $33 $37 spot $28.82 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).