IV Skew
1.6%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 1/15137d +2 more 2027-02-19 (172d) 2028-01-21 (508d)
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 50.0% 1.00 0.0000 -0.00 0.00 2.35/2.95 2.74 0.50 0.07 0.00/0.05 0.00 -0.01 0.0081 -0.01 950.0% 4 4 106 4 600.0% 0.98 0.0204 -0.01 0.00 2.05/2.30 2.39 1.00 0.05 0.00/0.05 0.00 -0.01 0.0204 -0.02 600.0% 4 2 6 2 668.8% 0.92 0.0669 -0.04 0.00 1.45/1.80 1.66 1.50 0.12 0.00/0.05 0.00 -0.01 0.0424 -0.02 400.0% — 1 — — — — — — — — — 2.00 0.04 0.00/0.05 0.00 -0.01 0.0944 -0.04 265.6% 1 — — — — — — — — — — 2.50 0.05 0.00/0.05 0.00 -0.01 0.2522 -0.07 156.3% 18 753 231 30 54.7% 0.81 1.4895 -0.01 0.00 0.00/0.35 0.30 3.00 0.13 0.10/0.15 0.00 -0.02 0.8326 -0.34 132.8% 187 367 1.5k 1.1k 131.3% 0.24 0.7242 -0.02 0.00 0.05/0.10 0.08 3.50 0.42 0.40/0.50 0.00 -0.02 0.6740 -0.72 151.6% 87 1.0k 512 1 150.0% 0.07 0.2861 -0.01 0.00 0.00/0.05 0.04 4.00 0.82 0.75/0.95 0.00 0.00 0.0001 -1.00 50.0% 2 90 95 1 268.8% 0.13 0.2390 -0.02 0.00 0.00/0.15 0.01 4.50 1.25 1.15/1.70 0.00 -0.02 0.2390 -0.87 268.8% 2 16 38 2 243.8% 0.05 0.1208 -0.01 0.00 0.00/0.05 0.03 5.00 1.57 1.65/2.05 0.00 0.00 0.0001 -1.00 100.0% 2 16 343 3 415.6% 0.14 0.1656 -0.04 0.00 0.00/0.25 0.05 5.50 2.28 1.90/2.70 0.00 -0.08 0.1707 -0.71 605.5% 2 1 122 2 312.5% 0.04 0.0760 -0.01 0.00 0.00/0.05 0.03 6.00 2.75 2.65/3.20 0.00 -0.03 0.1239 -0.91 396.9% 1 3 51 51 609.4% 0.21 0.1423 -0.07 0.00 0.00/0.50 0.05 6.50 3.07 2.85/3.70 0.00 -0.09 0.1428 -0.74 689.1% 2 — 189 150 550.0% 0.14 0.1204 -0.05 0.00 0.00/0.30 0.05 7.00 3.58 — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 93.8%
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 $3.15 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).