IV Skew
-0.4%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +8 more 2026-12-18 (108d) 2027-01-15 (136d) 2027-02-19 (171d) 2027-03-19 (199d) 2027-06-17 (289d) 2027-09-17 (381d) 2027-12-17 (472d) 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 — — — — — — — — — 9.00 0.10 0.00/0.05 0.00 -0.01 0.0076 -0.01 175.0% — 1 — — — — — — — — — 10.00 0.14 0.00/0.35 0.00 -0.05 0.0449 -0.06 210.5% — 1 — — — — — — — — — 10.50 0.15 0.00/0.35 0.00 -0.05 0.0589 -0.07 183.6% 2 4 1 7 264.8% 0.82 0.0830 -0.14 0.00 1.65/2.90 2.37 11.00 0.10 0.00/0.35 0.00 -0.05 0.0795 -0.08 157.0% — 5 6 6 128.9% 0.90 0.1114 -0.05 0.00 1.60/2.30 2.47 11.50 0.08 0.00/0.05 0.00 -0.01 0.0464 -0.02 76.6% 3 6.3k — — — — — — — — — 12.00 0.04 0.00/0.05 0.00 -0.01 0.0828 -0.02 57.8% 12 1.4k 2 2 81.3% 0.81 0.2809 -0.05 0.00 0.70/1.25 1.10 12.50 0.05 0.05/0.10 0.00 -0.02 0.2753 -0.10 54.3% 209 233 13 200 64.3% 0.66 0.4758 -0.05 0.00 0.35/0.75 0.60 13.00 0.20 0.15/0.25 0.00 -0.04 0.5640 -0.32 52.3% 421 532 276 229 51.6% 0.37 0.6105 -0.04 0.00 0.15/0.30 0.22 13.50 0.46 0.40/0.50 0.00 -0.04 0.6005 -0.62 52.5% 84 475 3.2k 560 54.7% 0.15 0.3555 -0.03 0.00 0.05/0.15 0.10 14.00 0.80 0.70/1.05 0.00 -0.04 0.3509 -0.80 66.0% 8 420 1.7k 80 60.2% 0.06 0.1587 -0.01 0.00 0.00/0.10 0.05 14.50 1.17 1.10/1.50 0.00 -0.02 0.1898 -0.91 69.5% 2 364 814 10 64.8% 0.02 0.0643 -0.01 0.00 0.00/0.05 0.05 15.00 1.77 1.50/1.95 0.00 0.00 0.0195 -1.00 50.0% 5 338 1.1k 5 78.1% 0.02 0.0428 -0.01 0.00 0.00/0.05 0.03 15.50 2.27 1.70/2.55 0.00 -0.08 0.1271 -0.83 164.5% 5 36 1.8k 1.6k 90.6% 0.01 0.0309 -0.01 0.00 0.00/0.05 0.05 16.00 2.65 2.30/3.00 0.00 -0.07 0.1035 -0.87 171.9% 4 2 14 1 103.1% 0.01 0.0244 -0.01 0.00 0.00/0.05 0.05 16.50 3.08 2.80/3.90 0.00 -0.03 0.0679 -0.94 148.4% 2 12 37 1 114.1% 0.01 0.0191 -0.01 0.00 0.00/0.05 0.05 17.00 3.63 3.30/4.30 0.00 -0.02 0.0434 -0.97 143.8% 2 4
Greeks Profile 2026-09-04 · 3d · σ = 52.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $9 $11 $13 $15 $17 spot $13.28 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).