IV Skew
-9.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 7 3 275.4% 0.91 0.0225 -0.11 0.00 6.00/9.15 7.49 15.00 — — — — — — — — — 1 2 177.3% 0.86 0.0490 -0.10 0.01 3.00/6.15 4.89 18.00 — — — — — — — — — — — — — — — — — — 18.50 0.08 0.00/0.08 0.00 -0.01 0.0263 -0.02 75.0% — 5 — — — — — — — — — 19.00 0.35 0.00/2.13 0.01 -0.16 0.0585 -0.23 200.4% — 3 — — — — — — — — — 19.50 0.20 0.00/2.14 0.01 -0.15 0.0674 -0.25 183.0% — — — — — — — — — — — 20.00 0.02 0.00/0.04 0.00 -0.01 0.0649 -0.03 46.1% 26 17 — — — — — — — — — 20.50 0.03 0.01/0.15 0.01 -0.03 0.1458 -0.12 54.7% 6 224 2 48 57.2% 0.77 0.2052 -0.05 0.01 1.07/1.30 1.25 21.00 0.08 0.06/0.10 0.01 -0.02 0.2218 -0.12 35.9% 31 26 161 4 58.4% 0.65 0.2461 -0.06 0.01 0.30/1.67 1.67 21.50 0.18 0.10/0.28 0.01 -0.04 0.3289 -0.30 41.0% 61 160 112 1.3k 42.4% 0.52 0.3650 -0.04 0.01 0.41/0.52 0.48 22.00 0.41 0.38/0.45 0.01 -0.04 0.4125 -0.48 37.5% 336 365 240 137 41.3% 0.34 0.3435 -0.04 0.01 0.22/0.30 0.30 22.50 0.63 0.62/0.73 0.01 -0.03 0.3826 -0.69 35.9% 281 529 387 217 45.1% 0.21 0.2502 -0.03 0.01 0.09/0.20 0.15 23.00 1.00 0.98/1.17 0.01 -0.03 0.2535 -0.80 43.2% 149 484 105 40 48.0% 0.13 0.1710 -0.03 0.01 0.03/0.13 0.08 23.50 1.40 1.45/1.89 0.01 -0.03 0.1748 -0.84 54.3% 30 103 764 15 51.6% 0.08 0.1137 -0.02 0.00 0.01/0.09 0.05 24.00 1.91 0.65/3.45 0.01 -0.18 0.0810 -0.62 183.2% 1 103 280 1 85.7% 0.16 0.1083 -0.05 0.01 0.00/0.55 0.12 24.50 1.55 1.01/3.65 0.01 -0.16 0.0827 -0.67 170.5% 1 333 195 20 62.9% 0.05 0.0595 -0.02 0.00 0.00/0.13 0.01 25.00 2.60 1.88/4.05 0.01 -0.15 0.0778 -0.70 173.6% 3 368 52 10 185.3% 0.29 0.0712 -0.16 0.01 0.00/2.13 0.05 25.50 2.87 2.15/4.55 0.01 -0.16 0.0713 -0.72 184.8% 10 11 260 10 66.4% 0.02 0.0259 -0.01 0.00 0.00/0.06 0.06 26.00 3.15 2.61/5.85 0.00 -0.05 0.0657 -0.89 108.2% 34 —
Greeks Profile 2026-09-04 · 5d · σ = 39.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $15 $19 $22 $25 $29 spot $22.01 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).