IV Skew
-1.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +3 more 2027-01-15 (138d) 2027-03-19 (201d) 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 6 4 195.3% 0.93 0.0321 -0.06 0.00 4.70/5.85 5.26 14.00 — — — — — — — — — 5 4 147.3% 0.93 0.0421 -0.05 0.00 3.80/4.60 4.20 15.00 0.03 0.00/0.06 0.00 -0.01 0.0167 -0.01 93.8% 3 638 — — — — — — — — — 15.50 0.10 0.00/0.13 0.00 -0.02 0.0333 -0.03 96.9% 2 15 3 6 116.8% 0.91 0.0638 -0.04 0.00 2.75/3.20 3.04 16.00 0.04 0.03/0.05 0.00 -0.01 0.0332 -0.02 75.8% 45 4.2k 12 35 102.7% 0.89 0.0816 -0.04 0.00 2.31/3.10 2.44 16.50 0.07 0.06/0.08 0.00 -0.02 0.0596 -0.05 73.8% 100 31 29 12 106.3% 0.83 0.1068 -0.06 0.01 1.87/2.80 2.05 17.00 0.11 0.11/0.13 0.00 -0.02 0.0983 -0.09 71.9% 302 1.2k 43 26 77.9% 0.83 0.1469 -0.05 0.01 1.56/1.93 1.63 17.50 0.22 0.19/0.22 0.01 -0.04 0.1484 -0.15 71.1% 1.1k 139 370 59 75.0% 0.75 0.1924 -0.06 0.01 1.14/1.58 1.23 18.00 0.34 0.31/0.35 0.01 -0.05 0.1996 -0.24 70.5% 1.2k 743 35 411 72.5% 0.64 0.2323 -0.06 0.01 1.00/1.04 1.02 18.50 0.50 0.48/0.54 0.01 -0.06 0.2381 -0.36 70.5% 12k 704 234 3.4k 72.0% 0.52 0.2492 -0.06 0.01 0.73/0.77 0.75 19.00 0.76 0.72/0.79 0.01 -0.06 0.2509 -0.48 71.5% 2.0k 1.1k 270 1.6k 72.9% 0.40 0.2381 -0.06 0.01 0.54/0.55 0.54 19.50 1.05 0.97/1.11 0.01 -0.06 0.2429 -0.61 71.3% 9.3k 706 598 3.0k 71.7% 0.28 0.2131 -0.05 0.01 0.35/0.39 0.37 20.00 1.40 1.34/1.46 0.01 -0.05 0.2091 -0.71 73.8% 945 951 544 1.0k 72.7% 0.20 0.1721 -0.05 0.01 0.24/0.27 0.25 20.50 1.93 1.69/2.04 0.01 -0.06 0.1643 -0.76 84.4% 343 1.1k 1.8k 1.3k 73.0% 0.13 0.1302 -0.03 0.00 0.16/0.18 0.18 21.00 2.31 2.11/2.52 0.01 -0.05 0.1332 -0.81 91.2% 5.1k 562 2.4k 696 74.2% 0.08 0.0935 -0.03 0.00 0.10/0.13 0.11 21.50 2.65 2.51/2.94 0.00 -0.04 0.1068 -0.87 90.6% 26 187 5.7k 912 76.2% 0.05 0.0656 -0.02 0.00 0.07/0.09 0.08 22.00 3.22 2.95/3.45 0.00 -0.04 0.0864 -0.89 96.9% 39 230 2.6k 562 82.0% 0.04 0.0505 -0.02 0.00 0.05/0.09 0.05 22.50 3.50 3.25/4.80 0.01 -0.09 0.0815 -0.81 152.0% 9 81
Greeks Profile 2026-09-04 · 5d · σ = 71.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $13 $16 $19 $22 $25 spot $18.99 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).