IV Skew
-34.4%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 1/15137d +2 more 2027-04-16 (228d) 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 36 4 1650.0% 0.96 0.0125 -0.09 0.00 2.80/3.70 3.45 1.00 0.05 0.00/0.05 0.00 -0.01 0.0081 -0.01 706.3% 3 5 8 2 809.4% 0.95 0.0273 -0.05 0.00 2.20/3.70 3.25 1.50 — — — — — — — — — — — — — — — — — 2.85 2.00 0.03 — — — — — — — — — — — — — — — — 2.22 2.50 — — — — — — — — — 2 2 564.1% 0.82 0.1043 -0.08 0.00 0.80/2.65 1.85 3.00 0.10 0.00/0.05 0.00 -0.01 0.0885 -0.04 206.3% 3 31 104 83 278.1% 0.80 0.2212 -0.04 0.00 0.45/1.55 0.75 3.50 0.05 0.00/0.10 0.00 -0.01 0.2326 -0.09 159.4% 10 241 88 4 142.2% 0.71 0.5318 -0.03 0.00 0.30/0.60 0.35 4.00 0.10 0.00/0.10 0.00 -0.01 0.7284 -0.18 81.3% 44 334 225 18 115.6% 0.38 0.7303 -0.02 0.00 0.10/0.20 0.15 4.50 0.30 0.25/0.60 0.00 -0.03 0.5673 -0.58 153.1% 84 26 217 83 121.9% 0.13 0.3908 -0.01 0.00 0.00/0.10 0.05 5.00 0.53 0.40/1.05 0.00 -0.01 0.3374 -0.92 99.2% 2 60 315 145 192.2% 0.13 0.2462 -0.02 0.00 0.00/0.15 0.05 5.50 1.23 0.45/1.65 0.00 -0.09 0.2019 -0.64 412.5% 1 4 59 14 254.7% 0.13 0.1870 -0.03 0.00 0.00/0.20 0.10 6.00 1.48 1.10/2.15 0.00 -0.09 0.1729 -0.67 465.6% 2 2 — — — — — — — — — 6.50 1.98 1.50/2.70 0.00 -0.11 0.1486 -0.67 539.1% 1 6 37 10 510.9% 0.26 0.1411 -0.09 0.00 0.00/0.75 0.06 7.00 2.50 2.05/3.20 0.00 -0.11 0.1350 -0.69 579.7% 2 3 — — — — — — — — — 7.50 2.80 2.75/3.70 0.00 -0.01 0.0571 -0.97 262.5% 2 2 2 — 579.7% 0.24 0.1181 -0.10 0.00 0.00/0.75 0.10 8.00 3.50 3.00/3.80 0.00 -0.03 0.0939 -0.91 384.4% 1 — — — — — — — — — 0.34 9.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 134.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $3 $4 $4 $5 $6 spot $4.30 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).