IV Skew
34.8%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 1/15137d +7 more 2027-03-19 (200d) 2027-04-16 (228d) 2027-05-21 (263d) 2027-08-20 (354d) 2027-11-19 (445d) 2028-01-21 (508d) 2028-03-17 (564d)
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 1 370.3% 0.95 0.0304 -0.04 0.00 3.00/4.40 3.09 4.50 — — — — — — — — — 28 1 445.3% 0.90 0.0483 -0.09 0.00 2.70/4.20 3.54 5.00 0.06 0.00/2.15 0.00 -0.18 0.0394 -0.16 721.9% — 1 66 2 421.9% 0.86 0.0623 -0.10 0.00 2.00/4.10 2.79 5.50 1.26 0.00/2.15 0.00 -0.18 0.0496 -0.18 632.8% — 1 33 1 207.8% 0.93 0.0782 -0.03 0.00 1.70/2.65 1.82 6.00 0.05 0.00/1.00 0.00 -0.09 0.0822 -0.17 359.4% 1 51 30 28 224.6% 0.85 0.1241 -0.06 0.00 1.10/2.55 1.80 6.50 0.04 0.00/0.05 0.00 -0.01 0.0624 -0.02 106.3% 5 139 16 40 159.4% 0.82 0.1938 -0.04 0.00 0.85/1.70 1.30 7.00 0.10 0.00/0.30 0.00 -0.03 0.1993 -0.14 133.6% 4 1.2k 110 223 75.0% 0.83 0.4032 -0.02 0.00 0.50/0.80 0.60 7.50 0.10 0.05/0.30 0.00 -0.03 0.3657 -0.23 98.0% 58 500 1.7k 712 78.9% 0.55 0.5955 -0.03 0.00 0.20/0.50 0.35 8.00 0.25 0.20/0.30 0.00 -0.03 0.7027 -0.45 66.8% 119 549 1.6k 307 63.3% 0.22 0.5517 -0.02 0.00 0.05/0.15 0.13 8.50 0.60 0.50/1.00 0.00 -0.04 0.3782 -0.65 116.4% 1 352 1.7k 662 85.2% 0.11 0.2702 -0.02 0.00 0.00/0.15 0.11 9.00 0.94 0.85/1.45 0.00 -0.04 0.2779 -0.78 126.2% 12 68 40 47 99.2% 0.06 0.1462 -0.01 0.00 0.00/0.10 0.10 9.50 1.32 1.10/2.10 0.00 -0.03 0.1941 -0.85 139.8% 1 7 5 4 133.6% 0.07 0.1190 -0.02 0.00 0.00/0.15 0.11 10.00 1.71 1.45/2.50 0.00 -0.01 0.0685 -0.97 103.1% 1 9 1 — 290.6% 0.24 0.1257 -0.09 0.00 0.00/0.95 1.31 10.50 2.37 2.00/2.65 0.00 -0.05 0.1225 -0.87 206.3% 3 4 1 — 228.1% 0.12 0.1027 -0.05 0.00 0.00/0.40 0.13 11.00 2.35 2.10/3.90 0.00 -0.01 0.0589 -0.96 157.8% 8 6 — — — — — — — — — 11.50 3.22 2.60/4.20 0.00 -0.14 0.0952 -0.73 414.1% 7 5 — — — — — — — — — 12.00 3.85 3.50/4.20 0.00 -0.06 0.0823 -0.88 285.9% 3 1
Greeks Profile 2026-09-04 · 4d · σ = 72.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $8 $9 $10 spot $8.05 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).