IV Skew
6.3%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +6 more 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 2028-01-21 (508d) 2028-06-16 (655d) 2028-12-15 (837d)
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 1 1168.8% 0.96 0.0301 -0.03 0.00 1.50/1.73 1.76 0.50 0.01 0.00/0.02 0.00 -0.00 0.0144 -0.01 675.0% 1 5 50 1 450.0% 0.97 0.0713 -0.01 0.00 1.02/1.31 1.13 1.00 0.01 0.00/0.01 0.00 -0.00 0.0302 -0.01 325.0% 1 345 211 5 318.8% 0.89 0.2612 -0.02 0.00 0.54/0.70 0.52 1.50 0.01 0.00/0.01 0.00 -0.00 0.1025 -0.01 162.5% 1 2.0k 1.3k 746 96.9% 0.77 1.4157 -0.01 0.00 0.16/0.20 0.19 2.00 0.04 0.04/0.05 0.00 -0.01 1.3655 -0.25 103.1% 545 4.2k 14k 6.1k 125.0% 0.13 0.7617 -0.01 0.00 0.02/0.03 0.03 2.50 0.37 0.36/0.41 0.00 -0.01 0.7617 -0.87 125.0% 221 893 10k 237 187.5% 0.05 0.2556 -0.01 0.00 0.01/0.02 0.01 3.00 0.85 0.75/0.93 0.00 -0.02 0.3869 -0.83 287.5% 1 469 2.1k 26 231.3% 0.03 0.1245 -0.00 0.00 0.00/0.02 0.01 3.50 1.42 1.22/1.50 0.00 0.00 0.0000 -1.00 100.0% 5 30 2.4k 3 275.0% 0.02 0.0830 -0.00 0.00 0.00/0.02 0.01 4.00 1.93 1.71/2.00 0.00 -0.04 0.2339 -0.81 525.0% 1 17 102 50 287.5% 0.01 0.0422 -0.00 0.00 0.00/0.01 0.05 4.50 — — — — — — — — — 3.5k 4 325.0% 0.01 0.0369 -0.00 0.00 0.00/0.01 0.02 5.00 2.72 2.76/3.00 0.00 -0.01 0.0835 -0.97 396.9% 2 — 3 2 387.5% 0.02 0.0483 -0.00 0.00 0.00/0.02 0.01 5.50 — — — — — — — — — 1.5k 1 375.0% 0.01 0.0249 -0.00 0.00 0.00/0.01 0.03 6.00 3.40 3.70/4.00 0.00 -0.05 0.1487 -0.85 703.1% — —
Greeks Profile 2026-09-04 · 4d · σ = 100.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $1 $2 $2 $2 $3 spot $2.14 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).