IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 3/19200d 4/16228d 5/21263d +2 more 2027-06-17 (290d) 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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 6.55 2.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 10 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 5.50 3.00 0.08 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 4.50 4.00 0.03 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.50 5.00 0.04 0.00/0.00 0.00 -0.00 0.0023 -0.00 50.0% 21 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.27 6.00 0.10 0.00/0.00 0.00 -0.00 0.0060 -0.00 25.0% 6 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 0.77 7.00 0.40 0.00/0.00 0.00 -0.00 0.0520 -0.00 3.1% 6 — — 69 12.5% 0.00 0.0007 -0.00 0.00 0.00/0.00 0.20 8.00 0.90 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 2 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.15 9.00 1.65 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 4 50.0% 0.00 0.0063 -0.00 0.00 0.00/0.00 0.05 10.00 2.60 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 3 50.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.05 11.00 — — — — — — — — — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.07 12.00 — — — — — — — — — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 13.00 — — — — — — — — — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 14.00 — — — — — — — — — — 36 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.04 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $6 $7 $8 $9 spot $7.14 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).