IV Skew
4.3%
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) 2027-05-21 (264d) 2027-08-20 (355d) 2027-11-19 (446d) 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 5 2 173.4% 0.96 0.0317 -0.02 0.00 3.40/3.80 3.60 8.50 0.02 0.00/0.05 0.00 -0.01 0.0162 -0.01 135.9% 4 24 2 5 121.9% 0.98 0.0254 -0.01 0.00 2.90/3.20 3.10 9.00 0.05 0.00/0.05 0.00 -0.01 0.0224 -0.01 117.2% 25 109 2 4 101.6% 0.98 0.0346 -0.01 0.00 2.40/2.70 2.47 9.50 0.05 0.00/0.05 0.00 -0.01 0.0314 -0.02 98.4% 25 43 8 6 135.9% 0.89 0.0967 -0.04 0.00 1.80/2.20 2.04 10.00 0.05 0.00/0.10 0.00 -0.01 0.0669 -0.04 93.8% 10 57 2 2 110.9% 0.87 0.1379 -0.03 0.00 1.35/1.70 1.50 10.50 0.03 0.00/0.05 0.00 -0.01 0.0756 -0.03 62.5% 1 137 5 5 55.5% 0.92 0.1898 -0.01 0.00 0.95/1.20 1.09 11.00 0.03 0.00/0.05 0.00 -0.01 0.1847 -0.07 53.9% 16 3.3k 89 30 68.0% 0.73 0.3478 -0.03 0.00 0.50/0.75 0.60 11.50 0.07 0.05/0.15 0.00 -0.02 0.3994 -0.23 53.9% 69 393 690 84 58.8% 0.53 0.4813 -0.03 0.01 0.20/0.40 0.34 12.00 0.25 0.20/0.35 0.01 -0.03 0.5211 -0.47 54.3% 550 64 822 150 49.6% 0.26 0.4673 -0.02 0.00 0.05/0.15 0.10 12.50 0.60 0.40/0.80 0.01 -0.04 0.3396 -0.65 77.7% 1 55 233 2 48.4% 0.09 0.2375 -0.01 0.00 0.00/0.05 0.05 13.00 0.98 0.80/1.15 0.00 -0.03 0.2650 -0.80 75.4% 1 3 44 5 64.1% 0.07 0.1431 -0.01 0.00 0.00/0.10 0.07 13.50 1.55 1.35/1.70 0.00 -0.01 0.1381 -0.94 62.5% 6 4 13 — 78.1% 0.05 0.0985 -0.01 0.00 0.00/0.10 0.10 14.00 1.95 1.80/2.55 0.00 -0.04 0.1410 -0.85 116.8% 4 80 — — — — — — — — — 14.50 2.37 2.25/2.70 0.00 -0.04 0.1153 -0.86 138.7% 4 3 4 3 89.8% 0.02 0.0388 -0.01 0.00 0.00/0.05 0.03 15.00 2.93 2.75/3.20 0.00 -0.04 0.0966 -0.87 153.9% 5 4 1 — 110.9% 0.02 0.0263 -0.01 0.00 0.00/0.05 0.05 16.00 3.89 3.80/4.20 0.00 -0.00 0.0221 -0.99 106.3% 2 3 — — — — — — — — — 17.00 5.00 4.70/5.20 0.00 -0.05 0.0580 -0.91 205.9% 3 3
Greeks Profile 2026-09-04 · 5d · σ = 56.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $10 $12 $14 $16 spot $12.02 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).