IV Skew
2.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +2 more 2027-03-19 (201d) 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 2 273.4% 0.96 0.0251 -0.03 0.00 4.20/4.60 6.40 7.00 0.01 0.00/0.11 0.00 -0.02 0.0191 -0.03 234.4% 102 308 43 8 211.7% 0.94 0.0397 -0.03 0.00 3.10/3.60 3.35 8.00 0.10 0.00/0.10 0.00 -0.02 0.0299 -0.03 176.6% 1 78 20 13 222.7% 0.90 0.0580 -0.05 0.00 2.72/3.20 2.97 8.50 0.01 0.00/0.15 0.00 -0.02 0.0458 -0.05 166.4% 16 71 14 1 188.3% 0.89 0.0747 -0.05 0.00 2.10/2.69 2.40 9.00 0.03 0.00/0.03 0.00 -0.01 0.0294 -0.02 100.0% 5 27 45 2 114.1% 0.93 0.0849 -0.02 0.00 1.75/2.37 2.28 9.50 0.05 0.00/0.13 0.00 -0.02 0.0837 -0.06 112.5% 169 104 23 57 80.5% 0.94 0.1147 -0.01 0.00 1.37/1.70 1.45 10.00 0.07 0.04/0.09 0.00 -0.02 0.1258 -0.08 88.3% 433 153 23 14 91.8% 0.82 0.2159 -0.03 0.00 0.93/1.38 1.21 10.50 0.11 0.11/0.15 0.00 -0.03 0.2205 -0.16 83.2% 453 149 95 147 84.8% 0.69 0.3096 -0.04 0.00 0.70/0.84 0.69 11.00 0.27 0.25/0.34 0.00 -0.04 0.3017 -0.31 87.5% 823 474 97 362 83.4% 0.52 0.3553 -0.05 0.01 0.44/0.53 0.44 11.50 0.58 0.41/0.55 0.01 -0.04 0.3665 -0.48 80.9% 540 796 233 567 84.8% 0.35 0.3254 -0.04 0.00 0.26/0.33 0.31 12.00 0.83 0.75/0.95 0.01 -0.05 0.3013 -0.63 93.0% 688 755 362 483 84.0% 0.21 0.2561 -0.03 0.00 0.15/0.17 0.17 12.50 1.25 1.09/1.38 0.00 -0.04 0.2420 -0.75 97.7% 421 459 4.4k 1.9k 89.1% 0.13 0.1766 -0.03 0.00 0.08/0.12 0.11 13.00 1.68 1.52/1.79 0.00 -0.03 0.1818 -0.83 101.6% 76 411 377 337 93.0% 0.08 0.1162 -0.02 0.00 0.05/0.07 0.07 13.50 2.17 1.98/2.36 0.00 -0.04 0.1401 -0.85 123.8% 101 171 1.1k 469 103.1% 0.06 0.0837 -0.02 0.00 0.03/0.07 0.04 14.00 2.64 2.40/2.86 0.00 -0.03 0.1085 -0.89 129.7% 25 178 689 113 104.7% 0.03 0.0529 -0.01 0.00 0.02/0.04 0.03 14.50 2.79 2.85/3.30 0.00 -0.02 0.0748 -0.94 124.2% 16 33 1.3k 217 114.1% 0.03 0.0407 -0.01 0.00 0.02/0.03 0.03 15.00 3.55 3.35/3.95 0.00 -0.04 0.0796 -0.90 166.0% 12 84
Greeks Profile 2026-09-04 · 5d · σ = 82.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $10 $11 $13 $15 spot $11.49 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).