IV Skew
14.1%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +3 more 2027-01-15 (137d) 2027-04-16 (228d) 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 — 195.3% 0.92 0.1079 -0.02 0.00 1.25/2.00 2.13 5.00 0.05 0.00/0.15 0.00 -0.02 0.1079 -0.08 195.3% 1 1 — — 142.2% 0.89 0.1870 -0.02 0.00 0.80/1.45 1.54 5.50 — — — — — — — — — 5 — 89.8% 0.84 0.3988 -0.02 0.00 0.50/0.75 1.09 6.00 0.05 0.00/0.10 0.00 -0.01 0.3974 -0.13 77.3% 130 157 10k 5.1k 65.6% 0.56 0.8762 -0.02 0.00 0.15/0.30 0.20 6.50 0.15 0.10/0.20 0.00 -0.02 1.0061 -0.43 57.0% 122 264 5.2k 145 63.3% 0.17 0.5786 -0.01 0.00 0.00/0.10 0.10 7.00 0.50 0.30/0.60 0.00 -0.03 0.4831 -0.71 103.1% 8 146 129 31 82.8% 0.07 0.2236 -0.01 0.00 0.00/0.05 0.02 7.50 0.97 0.65/1.10 0.00 -0.04 0.2871 -0.79 147.7% 4 36 91 1 131.3% 0.08 0.1703 -0.02 0.00 0.00/0.10 0.05 8.00 1.42 1.25/1.55 0.00 -0.03 0.1975 -0.86 160.9% 7 23 59 2 204.7% 0.13 0.1541 -0.04 0.00 0.00/0.25 0.08 8.50 1.98 1.50/2.25 0.00 -0.07 0.1577 -0.77 282.0% 1 11 113 5 182.8% 0.06 0.0939 -0.02 0.00 0.00/0.10 0.05 9.00 2.40 2.05/2.75 0.00 -0.08 0.1345 -0.79 314.1% 3 1 40 25 258.6% 0.11 0.1048 -0.04 0.00 0.00/0.25 0.30 9.50 — — — — — — — — — 23 1 196.9% 0.03 0.0444 -0.01 0.00 0.00/0.05 0.10 10.00 — — — — — — — — — 45 15 303.1% 0.09 0.0796 -0.04 0.00 0.00/0.25 0.41 10.50 — — — — — — — — — — — — — — — — — — 11.00 2.35 4.10/4.80 0.00 0.00 0.0000 -1.00 100.0% — 1 — — — — — — — — — 11.50 4.95 4.60/5.30 0.00 0.00 0.0000 -1.00 100.0% 6 3
Greeks Profile 2026-09-04 · 4d · σ = 61.3%
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 $6.55 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).