IV Skew
6.2%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +3 more 2027-01-15 (136d) 2027-02-19 (171d) 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 56 2 0.0% 1.00 — -0.00 — 0.00/0.00 4.17 5.00 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 5 48 6 0.0% 1.00 — -0.00 — 0.00/0.00 2.91 6.00 0.08 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 3 2 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.02 7.00 0.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 9 101 7 — 0.0% 1.00 — -0.00 — 0.00/0.00 1.35 7.50 0.02 0.00/0.00 0.00 -0.00 0.0021 -0.00 50.0% 6 9 31 28 0.0% 1.00 — -0.00 — 0.00/0.00 0.89 8.00 0.04 0.00/0.00 0.00 -0.00 0.0004 -0.00 25.0% 26 170 23 5 0.0% 1.00 — -0.00 — 0.00/0.00 0.46 8.50 0.09 0.00/0.00 0.00 -0.00 0.0602 -0.00 12.5% 489 597 693 749 6.3% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.18 9.00 0.36 0.00/0.00 — 0.00 — -1.00 0.0% 501 1.5k 2.7k 590 25.0% 0.00 0.0052 -0.00 0.00 0.00/0.00 0.07 9.50 0.75 0.00/0.00 — 0.00 — -1.00 0.0% 482 804 8.5k 756 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 10.00 1.17 0.00/0.00 — 0.00 — -1.00 0.0% 39 341 225 18 50.0% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.01 10.50 1.66 0.00/0.00 — 0.00 — -1.00 0.0% 49 169 245 5 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 11.00 2.17 0.00/0.00 — 0.00 — -1.00 0.0% 27 60 16 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 11.50 2.67 0.00/0.00 — 0.00 — -1.00 0.0% 2 14 127 11 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 12.00 3.20 0.00/0.00 — 0.00 — -1.00 0.0% 2 1 3 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.07 12.50 3.54 0.00/0.00 — 0.00 — -1.00 0.0% 1 1
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 $6 $7 $9 $10 $11 spot $8.78 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).