IV Skew
12.5%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +4 more 2026-12-18 (108d) 2027-01-15 (136d) 2027-03-19 (199d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 16 0.0% 1.00 — -0.00 — 0.00/0.00 3.53 8.50 0.03 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 17 — — 15 0.0% 1.00 — -0.00 — 0.00/0.00 3.08 9.00 0.03 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 19 — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 2.80 9.50 0.03 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 8 — — 337 0.0% 1.00 — -0.00 — 0.00/0.00 2.04 10.00 0.11 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 223 — — 57 0.0% 1.00 — -0.00 — 0.00/0.00 1.48 10.50 0.17 0.00/0.00 0.00 -0.00 0.0020 -0.00 50.0% 258 — — 91 0.0% 1.00 — -0.00 — 0.00/0.00 1.55 11.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 829 — — 173 0.0% 1.00 — -0.00 — 0.00/0.00 1.35 11.50 0.40 0.00/0.00 0.00 -0.00 0.0273 -0.00 25.0% 474 — — 3.2k 0.0% 1.00 — -0.00 — 0.00/0.00 0.95 12.00 0.65 0.00/0.00 0.00 -0.00 0.0060 -0.00 6.3% 344 — — 1.3k 6.3% 0.00 0.0127 -0.00 0.00 0.00/0.00 0.70 12.50 1.01 0.00/0.00 — 0.00 — -1.00 0.0% 117 — — 5.2k 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 13.00 1.37 0.00/0.00 — 0.00 — -1.00 0.0% 53 — — 309 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.35 13.50 1.78 0.00/0.00 — 0.00 — -1.00 0.0% 20 — — 2.5k 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.29 14.00 2.31 0.00/0.00 — 0.00 — -1.00 0.0% 7 — — 483 50.0% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.24 14.50 3.11 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 294 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 15.00 3.34 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 21 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.13 15.50 3.61 0.00/0.00 — 0.00 — -1.00 0.0% — — — 302 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.07 16.00 — — — — — — — — — — — — — — — — — — 17.50 5.49 0.00/0.00 — 0.00 — -1.00 0.0% 7 —
Greeks Profile 2026-09-04 · 3d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $9 $10 $12 $14 $16 spot $12.25 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).