IV Skew
0.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +2 more 2027-02-19 (173d) 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 6 2 618.8% 0.98 0.0063 -0.04 0.00 7.05/7.85 7.03 3.00 — — — — — — — — — — 2 843.0% 0.93 0.0137 -0.14 0.00 5.40/7.10 6.45 4.00 — — — — — — — — — 1 — 510.9% 0.95 0.0157 -0.06 0.00 5.65/6.50 5.91 4.50 — — — — — — — — — — 1 384.4% 0.97 0.0161 -0.04 0.00 5.15/5.75 5.25 5.00 — — — — — — — — — — — — — — — — — — 6.00 0.10 0.00/1.52 0.00 -0.13 0.0310 -0.12 534.4% 2 3 — — — — — — — — — 7.00 0.09 0.00/0.52 0.00 -0.05 0.0475 -0.09 275.0% 2 18 1 — 259.8% 0.84 0.0784 -0.08 0.00 1.80/2.76 1.82 8.00 0.01 0.01/0.26 0.00 -0.03 0.0738 -0.08 163.3% 1 205 — — — — — — — — — 8.50 0.09 0.00/0.20 0.00 -0.02 0.0988 -0.08 121.9% 1 27 12 1 64.8% 0.97 0.0967 -0.01 0.00 0.67/1.98 1.55 9.00 0.04 0.00/0.09 0.00 -0.01 0.1251 -0.06 75.0% 8 170 2 1 64.8% 0.87 0.2752 -0.02 0.00 0.27/1.51 0.67 9.50 0.11 0.06/0.15 0.00 -0.02 0.2766 -0.15 69.1% 13 75 112 3 99.6% 0.62 0.3159 -0.05 0.00 0.45/0.99 0.53 10.00 0.25 0.20/0.30 0.00 -0.03 0.4459 -0.34 68.0% 84 102 76 190 58.6% 0.41 0.5491 -0.03 0.00 0.09/0.40 0.29 10.50 0.49 0.39/0.68 0.00 -0.03 0.4372 -0.57 74.6% 12 170 539 576 67.2% 0.22 0.3608 -0.02 0.00 0.10/0.18 0.15 11.00 0.89 0.41/1.28 0.00 -0.02 0.3588 -0.78 68.4% 9 95 92 10 78.1% 0.12 0.2180 -0.02 0.00 0.02/0.17 0.06 11.50 — — — — — — — — — 317 34 90.6% 0.08 0.1406 -0.02 0.00 0.00/0.15 0.05 12.00 — — — — — — — — — 18 4 184.8% 0.22 0.1317 -0.07 0.00 0.00/0.75 0.07 12.50 — — — — — — — — — 20 5 150.8% 0.11 0.1033 -0.03 0.00 0.00/0.32 0.07 13.00 2.80 2.25/3.45 0.00 -0.03 0.1017 -0.90 147.7% 26 5 — — — — — — — — — 13.50 3.27 2.10/4.50 0.00 -0.02 0.0743 -0.93 146.1% 16 2 15 40 127.3% 0.02 0.0366 -0.01 0.00 0.00/0.07 0.06 14.00 3.78 3.35/3.85 0.00 -0.03 0.0732 -0.91 178.1% 22 11 — — — — — — — — — 14.50 4.20 3.75/4.40 0.00 -0.04 0.0700 -0.90 207.8% 2 6 121 3 131.3% 0.01 0.0153 -0.00 0.00 0.01/0.02 0.02 15.00 4.70 4.25/5.40 0.00 -0.03 0.0528 -0.94 195.3% 4 6 — — — — — — — — — 15.50 5.45 4.75/5.40 0.00 -0.04 0.0565 -0.91 233.6% 4 5
Greeks Profile 2026-09-04 · 5d · σ = 66.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $10 $12 $13 spot $10.30 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).