IV Skew
37.5%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +4 more 2026-12-18 (108d) 2027-01-15 (136d) 2027-03-19 (199d) 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 — 156 0.0% 1.00 — -0.00 — 0.00/0.00 2.90 0.50 0.01 0.00/0.00 — — — — 50.0% 1 — — 33 0.0% 1.00 — -0.00 — 0.00/0.00 2.35 1.00 — — — — — — — — — — 7 0.0% 1.00 — -0.00 — 0.00/0.00 1.82 1.50 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — 18 0.0% 1.00 — -0.00 — 0.00/0.00 1.32 2.00 0.01 —/0.00 0.00 -0.00 0.0000 — 50.0% — — — 37 0.0% 1.00 — -0.00 — 0.00/0.00 1.11 2.50 0.04 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 50 — — 136 0.0% 1.00 — -0.00 — 0.00/0.00 0.46 3.00 0.02 0.00/0.00 0.00 -0.00 0.0525 -0.00 50.0% 40 — — 712 12.5% 0.01 0.4332 -0.00 0.00 0.00/0.00 0.08 3.50 0.21 0.00/0.00 — 0.00 — -1.00 0.0% 24 — — 614 50.0% 0.00 0.0047 -0.00 0.00 0.00/0.00 0.02 4.00 0.65 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 63 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 4.50 1.14 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 2 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.01 5.00 1.62 0.00/0.00 — 0.00 — -1.00 0.0% 6 — — 7 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.06 5.50 2.14 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 3 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 6.00 2.63 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 2 50.0% — 0.0000 -0.00 0.00 —/0.00 0.02 6.50 3.55 0.00/0.00 — 0.00 — -1.00 0.0% — — — 3 50.0% — 0.0000 -0.00 0.00 —/0.00 0.02 7.00 3.91 0.00/0.00 — 0.00 — -1.00 0.0% 1 —
Greeks Profile 2026-09-04 · 3d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $3 $3 $4 $4 spot $3.40 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).