IV Skew
-3.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +4 more 2027-03-19 (200d) 2027-07-16 (319d) 2027-10-15 (410d) 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 1 3 127.7% 0.91 0.0543 -0.07 0.00 2.80/4.70 3.40 19.50 0.10 0.00/0.40 0.00 -0.06 0.0538 -0.09 125.8% 5 51 6 2 118.0% 0.89 0.0673 -0.07 0.00 2.55/4.00 4.54 20.00 0.10 0.05/0.20 0.00 -0.04 0.0598 -0.07 97.3% 3 32 2 4 135.2% 0.82 0.0816 -0.11 0.01 2.40/3.60 2.95 20.50 0.19 0.05/0.25 0.00 -0.05 0.0793 -0.10 89.1% 9 12 79 1 89.1% 0.85 0.1074 -0.06 0.01 1.85/2.70 2.47 21.00 0.25 0.05/0.35 0.01 -0.05 0.1071 -0.13 84.0% 8 11 3 3 101.6% 0.76 0.1267 -0.10 0.01 1.70/2.30 1.82 21.50 0.30 0.30/0.40 0.01 -0.08 0.1356 -0.21 88.9% 38 59 14 1 99.8% 0.69 0.1463 -0.11 0.01 1.40/1.90 2.10 22.00 0.54 0.30/0.65 0.01 -0.09 0.1645 -0.29 85.7% 8 28 16 1 92.4% 0.62 0.1712 -0.11 0.01 1.00/1.55 1.43 22.50 0.73 0.50/0.85 0.01 -0.10 0.1821 -0.38 86.5% 65 41 59 14 95.9% 0.53 0.1720 -0.12 0.01 0.85/1.25 0.95 23.00 0.82 0.60/1.15 0.01 -0.10 0.1983 -0.47 83.2% 14 54 32 15 93.4% 0.44 0.1752 -0.11 0.01 0.70/0.90 0.80 23.50 1.16 1.05/1.40 0.01 -0.11 0.1814 -0.56 90.0% 9 34 125 119 89.5% 0.35 0.1718 -0.10 0.01 0.50/0.65 0.65 24.00 1.63 1.30/1.75 0.01 -0.10 0.1733 -0.65 88.5% 16 62 18 26 94.3% 0.29 0.1492 -0.10 0.01 0.35/0.60 0.42 24.50 1.72 1.45/2.15 0.01 -0.07 0.1637 -0.75 79.7% 3 19 68 123 93.9% 0.22 0.1303 -0.08 0.01 0.20/0.50 0.30 25.00 1.21 1.65/2.55 0.01 -0.04 0.1312 -0.87 66.4% 2 76 303 22 99.6% 0.18 0.1092 -0.08 0.01 0.15/0.45 0.25 25.50 1.40 2.15/3.30 0.01 -0.07 0.1093 -0.83 95.1% 4 37 1.0k 118 100.2% 0.14 0.0906 -0.07 0.01 0.15/0.30 0.22 26.00 3.10 2.70/3.50 0.00 -0.04 0.0837 -0.90 86.3% 15 25 90 8 92.6% 0.08 0.0680 -0.04 0.00 0.05/0.20 0.15 26.50 3.45 2.85/3.90 0.01 -0.11 0.0804 -0.81 139.8% 2 4 102 10 101.6% 0.08 0.0583 -0.04 0.00 0.00/0.25 0.15 27.00 2.87 3.30/4.50 0.01 -0.13 0.0712 -0.80 163.1% 4 14
Greeks Profile 2026-09-04 · 4d · σ = 89.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $16 $20 $23 $26 $30 spot $23.04 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).