IV Skew
-2.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 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 2 212.5% 0.88 0.0513 -0.08 0.00 2.95/5.05 4.45 12.00 0.03 0.00/0.13 0.00 -0.02 0.0302 -0.03 124.2% 3 1.5k 5 1 194.5% 0.86 0.0623 -0.08 0.00 2.70/4.35 3.92 12.50 0.02 0.00/0.01 0.00 -0.00 0.0064 -0.00 68.8% 16 44 8 2 224.4% 0.80 0.0693 -0.12 0.01 1.63/3.35 2.60 13.00 0.02 0.00/0.02 0.00 -0.00 0.0162 -0.01 64.1% 244 119 54 2 169.5% 0.80 0.0916 -0.09 0.01 1.40/2.65 2.42 13.50 0.03 0.00/0.04 0.00 -0.00 0.0393 -0.02 59.4% 205 497 31 33 86.7% 0.87 0.1352 -0.04 0.00 1.22/2.32 1.61 14.00 0.08 0.07/0.09 0.00 -0.02 0.1176 -0.08 66.0% 80 646 115 36 53.1% 0.89 0.1987 -0.02 0.00 1.04/1.33 1.16 14.50 0.16 0.15/0.17 0.00 -0.03 0.2043 -0.16 64.8% 74 224 483 734 64.5% 0.71 0.2904 -0.04 0.01 0.84/0.94 0.91 15.00 0.30 0.28/0.31 0.01 -0.04 0.2924 -0.29 63.9% 695 625 41 296 65.0% 0.55 0.3337 -0.05 0.01 0.58/0.63 0.61 15.50 0.50 0.48/0.53 0.01 -0.05 0.3397 -0.45 63.9% 559 1.0k 599 1.2k 63.7% 0.38 0.3280 -0.04 0.01 0.34/0.41 0.41 16.00 0.80 0.75/0.85 0.01 -0.04 0.3193 -0.61 65.6% 622 687 305 557 66.8% 0.25 0.2600 -0.04 0.01 0.22/0.27 0.27 16.50 1.21 1.09/1.35 0.01 -0.04 0.2434 -0.72 75.4% 175 604 577 774 69.1% 0.15 0.1876 -0.03 0.00 0.14/0.17 0.17 17.00 1.58 1.47/1.68 0.00 -0.03 0.1880 -0.84 70.7% 63 624 2.8k 2.5k 70.7% 0.09 0.1247 -0.02 0.00 0.08/0.11 0.12 17.50 2.08 1.88/2.27 0.00 -0.03 0.1393 -0.87 84.6% 11 211 2.5k 502 73.4% 0.05 0.0799 -0.01 0.00 0.05/0.07 0.06 18.00 2.55 2.35/2.63 0.00 -0.02 0.0895 -0.93 78.9% 76 573 621 231 71.9% 0.02 0.0424 -0.01 0.00 0.01/0.05 0.05 18.50 3.05 1.99/3.95 0.00 -0.01 0.0623 -0.95 83.6% 34 60 2.4k 115 81.3% 0.02 0.0346 -0.01 0.00 0.02/0.04 0.02 19.00 3.54 3.35/3.65 0.00 -0.02 0.0607 -0.94 102.3% 27 115 398 57 92.2% 0.02 0.0312 -0.01 0.00 0.02/0.05 0.03 19.50 3.94 3.35/4.35 0.00 -0.08 0.0771 -0.83 180.5% 16 78
Greeks Profile 2026-09-04 · 5d · σ = 64.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $13 $16 $18 $20 spot $15.59 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).