IV Skew
18.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 1/15138d 3/19201d +2 more 2027-04-16 (229d) 2028-01-21 (509d)
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 3 448.4% 0.97 0.0102 -0.05 0.00 7.50/7.90 7.72 6.00 — — — — — — — — — 2 2 424.2% 0.95 0.0161 -0.08 0.00 5.40/8.60 7.32 7.00 — — — — — — — — — 3 2 206.3% 0.99 0.0074 -0.01 0.00 5.30/6.20 5.84 8.00 — — — — — — — — — 1 2 231.3% 0.97 0.0173 -0.02 0.00 3.50/7.10 4.79 8.50 — — — — — — — — — 2 2 547.7% 0.84 0.0280 -0.22 0.00 3.40/6.00 5.70 9.00 0.15 0.00/2.10 0.00 -0.19 0.0297 -0.15 497.7% — 1 — — — — — — — — — 10.00 0.05 0.00/0.05 0.00 -0.01 0.0204 -0.02 134.4% 1 3 — — — — — — — — — 10.50 0.40 0.00/2.20 0.00 -0.18 0.0456 -0.21 389.5% 22 11 — — — — — — — — — 11.00 0.28 0.00/0.10 0.00 -0.02 0.0486 -0.04 114.1% 10 269 — — — — — — — — — 12.00 0.49 0.00/0.20 0.00 -0.03 0.1153 -0.10 93.4% 220 232 8 10 71.5% 0.88 0.1750 -0.02 0.00 1.10/1.55 2.20 12.50 0.11 0.05/0.25 0.00 -0.03 0.1774 -0.16 84.4% 9 7 21 2 50.4% 0.83 0.3089 -0.02 0.00 0.55/1.10 1.55 13.00 0.22 0.20/0.40 0.01 -0.05 0.2391 -0.28 87.1% 129 100 58 20 72.1% 0.60 0.3339 -0.05 0.01 0.55/0.70 0.58 13.50 0.52 0.10/0.50 0.01 -0.04 0.4088 -0.39 58.2% 30 14 97 587 66.8% 0.42 0.3641 -0.04 0.01 0.30/0.40 0.39 14.00 0.87 0.55/0.90 0.01 -0.05 0.3000 -0.56 81.8% 19 277 19 11 68.4% 0.26 0.2970 -0.04 0.01 0.10/0.30 0.50 14.50 1.02 0.85/1.35 0.01 -0.05 0.2501 -0.68 89.1% 1 38 488 56 67.6% 0.14 0.2070 -0.02 0.00 0.05/0.15 0.07 15.00 1.00 0.95/1.70 0.00 -0.01 0.1892 -0.90 56.3% 4 23 98 10 76.6% 0.10 0.1390 -0.02 0.00 0.00/0.15 0.25 15.50 2.50 0.55/3.40 0.00 -0.04 0.1547 -0.82 106.6% — 1 96 7 121.9% 0.16 0.1239 -0.05 0.00 0.00/0.40 0.09 16.00 — — — — — — — — — 22 4 189.8% 0.24 0.1014 -0.09 0.00 0.00/0.95 0.07 16.50 — — — — — — — — — 2 2 115.6% 0.07 0.0690 -0.02 0.00 0.00/0.15 0.05 17.00 2.50 2.00/4.20 0.01 -0.16 0.0786 -0.69 280.9% 1 8 1 — 319.9% 0.32 0.0698 -0.19 0.01 0.00/2.15 0.55 17.50 — — — — — — — — — — — — — — — — — — 19.50 6.88 3.90/6.30 0.00 -0.12 0.0590 -0.81 284.8% 1 4 — — — — — — — — — 20.00 7.38 4.40/7.40 0.01 -0.22 0.0528 -0.71 400.8% 1 4 — — — — — — — — — 21.00 8.71 5.90/8.60 0.01 -0.25 0.0473 -0.70 457.0% — —
Greeks Profile 2026-09-04 · 5d · σ = 65.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $10 $12 $14 $16 $18 spot $13.73 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).