IV Skew
-3.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +2 more 2027-02-19 (173d) 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 2 1 329.7% 0.91 0.0390 -0.07 0.00 3.60/4.70 4.64 7.00 0.04 0.00/0.05 0.00 -0.01 0.0169 -0.02 184.4% 5 313 2 — 271.9% 0.91 0.0478 -0.06 0.00 3.00/4.20 3.20 7.50 0.28 0.00/0.05 0.00 -0.01 0.0223 -0.02 159.4% 2 13 15 20 253.9% 0.88 0.0614 -0.06 0.00 2.60/3.70 5.72 8.00 0.05 0.00/0.15 0.00 -0.02 0.0482 -0.05 171.1% 11 193 17 1 186.3% 0.89 0.0781 -0.04 0.00 1.90/3.20 4.50 8.50 0.33 0.00/0.05 0.00 -0.01 0.0426 -0.03 112.5% 2 8 48 9 68.8% 0.99 0.0260 -0.00 0.00 1.70/2.05 2.65 9.00 0.04 0.00/0.20 0.00 -0.03 0.1000 -0.09 128.1% 1 591 23 1 117.2% 0.85 0.1533 -0.04 0.00 1.20/1.85 2.02 9.50 0.10 0.05/0.10 0.00 -0.02 0.1442 -0.09 91.8% 23 134 521 33 81.3% 0.82 0.2501 -0.03 0.00 0.90/1.10 0.93 10.00 0.10 0.05/0.15 0.00 -0.02 0.2537 -0.15 73.0% 534 991 102 14 80.5% 0.66 0.3566 -0.04 0.00 0.55/0.75 0.65 10.50 0.28 0.20/0.35 0.00 -0.04 0.3596 -0.34 79.7% 523 268 155 378 73.6% 0.47 0.4242 -0.04 0.01 0.25/0.45 0.36 11.00 0.51 0.45/0.60 0.01 -0.04 0.3831 -0.53 81.6% 479 482 250 251 83.2% 0.30 0.3286 -0.04 0.00 0.20/0.25 0.22 11.50 0.84 0.75/0.90 0.00 -0.03 0.3457 -0.72 77.0% 257 534 655 432 85.5% 0.18 0.2375 -0.03 0.00 0.10/0.15 0.12 12.00 1.26 1.15/1.35 0.00 -0.03 0.2376 -0.83 84.4% 99 530 1.0k 156 81.3% 0.08 0.1418 -0.02 0.00 0.00/0.10 0.08 12.50 1.75 1.60/1.85 0.00 -0.02 0.1632 -0.88 96.9% 60 96 837 100 96.9% 0.06 0.1026 -0.02 0.00 0.00/0.10 0.05 13.00 2.22 2.05/2.35 0.00 -0.02 0.1143 -0.92 105.5% 17 98 231 59 112.5% 0.06 0.0806 -0.02 0.00 0.00/0.10 0.04 13.50 2.72 2.40/2.95 0.00 -0.01 0.0767 -0.95 109.4% 18 55 556 69 109.4% 0.03 0.0464 -0.01 0.00 0.00/0.05 0.05 14.00 3.20 3.00/3.40 0.00 -0.02 0.0741 -0.93 135.9% 3 27 261 5 121.9% 0.03 0.0389 -0.01 0.00 0.00/0.05 0.04 14.50 3.67 3.50/3.90 0.00 -0.02 0.0629 -0.94 150.0% 16 23
Greeks Profile 2026-09-04 · 5d · σ = 77.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $9 $11 $13 $14 spot $10.87 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).