IV Skew
50.0%
25Δ put − call
Expiry 9/42d 9/119d 9/1816d 9/2523d 10/230d 10/937d 10/1644d 12/18107d +3 more 2027-01-15 (135d) 2027-03-19 (198d) 2028-01-21 (506d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 3.00 0.05 0.00/1.05 0.00 -0.17 0.0151 -0.05 1085.9% 10 11 — — — — — — — — — 4.00 0.15 0.00/0.30 0.00 -0.04 0.0160 -0.02 540.6% 2 193 3 6 609.4% 0.94 0.0312 -0.11 0.00 3.30/4.10 3.60 4.50 — — — — — — — — — 12 3 296.9% 0.99 0.0126 -0.01 0.00 3.00/3.30 3.40 5.00 — — — — — — — — — 8 2 454.7% 0.92 0.0558 -0.11 0.00 2.20/3.10 2.63 5.50 0.05 0.00/1.00 0.00 -0.15 0.0577 -0.11 532.8% 10 2 162 4 386.7% 0.90 0.0765 -0.11 0.00 1.70/2.60 2.05 6.00 0.02 0.00/0.05 0.00 -0.01 0.0180 -0.01 181.3% 6 701 109 8 162.5% 0.98 0.0492 -0.01 0.00 1.50/1.80 1.72 6.50 0.03 0.00/0.60 0.00 -0.09 0.1076 -0.12 303.1% 10 67 576 103 121.9% 0.97 0.0922 -0.01 0.00 1.10/1.30 1.15 7.00 0.05 0.00/0.10 0.00 -0.01 0.0977 -0.03 125.0% 71 107 120 4 106.3% 0.90 0.2771 -0.03 0.00 0.55/0.85 0.75 7.50 0.02 0.05/0.10 0.00 -0.02 0.2628 -0.09 97.7% 202 1.2k 1.1k 65 57.8% 0.78 0.8458 -0.03 0.00 0.30/0.35 0.35 8.00 0.25 0.15/0.40 0.00 -0.06 0.5217 -0.34 114.8% 226 4.7k 858 311 64.8% 0.28 0.8509 -0.03 0.00 0.10/0.15 0.11 8.50 0.70 0.35/0.70 0.00 -0.06 0.5571 -0.62 111.7% 2 24 649 99 62.5% 0.03 0.1925 -0.01 0.00 0.00/0.05 0.05 9.00 0.95 0.70/1.15 0.00 -0.05 0.3519 -0.81 127.7% 1 10 747 6 182.0% 0.17 0.2233 -0.07 0.00 0.00/0.45 0.05 9.50 1.41 1.25/1.60 0.00 -0.06 0.2194 -0.86 165.6% 4 10 374 1 149.2% 0.05 0.1069 -0.02 0.00 0.00/0.15 0.15 10.00 — — — — — — — — — 1 — 343.8% 0.21 0.1360 -0.15 0.00 0.00/1.00 0.24 10.50 — — — — — — — — — 1 1 374.6% 0.19 0.1167 -0.15 0.00 0.00/1.00 0.65 11.00 3.00 1.70/4.20 0.00 -0.06 0.0971 -0.91 264.8% 6 3 1 — 546.1% 0.27 0.0988 -0.28 0.00 —/0.95 0.05 11.50 — — — — — — — — — — — — — — — — — — 12.00 3.79 1.85/5.00 0.00 -0.35 0.0860 -0.70 665.6% 1 2 3 1 453.9% 0.14 0.0815 -0.16 0.00 0.00/1.00 0.07 12.50 — — — — — — — — — — — — — — — — — — 13.00 4.70 4.70/5.00 0.00 -0.03 0.0331 -0.97 298.4% 7 9 — — — — — — — — — 13.50 5.18 5.10/5.50 0.00 -0.01 0.0168 -0.99 276.6% 3 4 — — — — — — — — — 14.00 5.78 5.30/6.00 0.00 -0.07 0.0467 -0.94 417.2% 3 3
Greeks Profile 2026-09-04 · 2d · σ = 88.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $8 $9 $11 spot $8.26 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).