IV Skew
18.0%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 1/15136d +2 more 2027-04-16 (227d) 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 3 1 437.5% 0.85 0.0432 -0.20 0.00 2.30/4.70 3.74 9.50 0.04 0.00/0.10 0.00 -0.01 0.0170 -0.01 178.1% 57 159 6 1 373.0% 0.85 0.0524 -0.18 0.00 2.05/4.10 3.28 10.00 0.04 0.00/0.30 0.00 -0.04 0.0410 -0.05 203.1% 380 153 7 1 356.6% 0.82 0.0615 -0.19 0.00 1.60/3.70 2.85 10.50 0.05 0.00/0.30 0.00 -0.04 0.0541 -0.06 177.3% 81 275 6 2 243.4% 0.84 0.0833 -0.12 0.00 1.30/2.85 3.88 11.00 0.07 0.00/0.10 0.00 -0.01 0.0442 -0.03 112.5% 92 462 37 1 154.7% 0.87 0.1125 -0.07 0.00 0.80/2.10 1.95 11.50 0.11 0.00/0.20 0.00 -0.03 0.0919 -0.06 110.5% 211 944 176 6 142.2% 0.81 0.1563 -0.08 0.00 1.15/2.20 1.54 12.00 0.15 0.10/0.25 0.00 -0.04 0.1603 -0.13 107.0% 755 624 412 59 71.5% 0.85 0.2682 -0.03 0.00 0.50/1.45 0.95 12.50 0.35 0.30/0.60 0.00 -0.09 0.2070 -0.27 132.8% 537 851 654 425 91.8% 0.64 0.3372 -0.07 0.00 0.55/0.95 0.88 13.00 0.50 0.45/0.70 0.00 -0.09 0.2650 -0.38 119.1% 653 1.0k 1.5k 1.4k 112.1% 0.47 0.2937 -0.09 0.00 0.60/0.65 0.60 13.50 1.04 0.65/1.30 0.00 -0.11 0.2313 -0.51 142.6% 14 1.5k 1.7k 797 114.8% 0.34 0.2643 -0.09 0.00 0.40/0.50 0.45 14.00 1.12 0.95/1.50 0.00 -0.10 0.2329 -0.63 134.0% 50 463 560 244 123.0% 0.25 0.2115 -0.08 0.00 0.25/0.45 0.30 14.50 1.55 1.35/2.00 0.00 -0.11 0.1880 -0.70 152.3% 56 140 1.6k 1.1k 125.4% 0.17 0.1641 -0.06 0.00 0.20/0.30 0.25 15.00 1.80 1.65/2.65 0.00 -0.11 0.1532 -0.75 171.5% 122 131 1.1k 346 165.6% 0.18 0.1302 -0.09 0.00 0.10/0.60 0.18 15.50 1.60 1.80/3.40 0.00 -0.10 0.1288 -0.79 183.2% — 2 738 1.4k 137.1% 0.08 0.0906 -0.04 0.00 0.10/0.20 0.15 16.00 3.05 2.35/3.90 0.00 -0.11 0.1088 -0.81 207.4% 8 21 305 12 144.5% 0.06 0.0682 -0.03 0.00 0.10/0.15 0.12 16.50 3.60 2.85/4.20 0.00 -0.09 0.0928 -0.85 205.1% 4 71 285 133 150.0% 0.04 0.0508 -0.03 0.00 0.05/0.15 0.10 17.00 4.00 3.30/4.90 0.00 -0.11 0.0828 -0.85 237.5% 8 5
Greeks Profile 2026-09-04 · 3d · σ = 127.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $9 $11 $13 $15 $17 spot $13.34 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).