IV Skew
-6.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +3 more 2027-03-19 (201d) 2027-12-17 (474d) 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 139 2 1376.6% 0.96 0.0050 -0.13 0.00 7.10/8.60 7.95 2.00 — — — — — — — — — 97 2 634.4% 0.98 0.0077 -0.04 0.00 6.10/8.00 7.10 3.00 — — — — — — — — — 509 6 407.8% 0.98 0.0087 -0.02 0.00 5.10/6.80 6.30 4.00 0.05 0.00/0.35 0.00 -0.04 0.0125 -0.03 490.6% 2 16 235 2 356.3% 0.97 0.0178 -0.03 0.00 4.30/5.70 5.23 5.00 0.06 0.00/0.95 0.00 -0.09 0.0242 -0.08 531.3% 2 11 184 100 324.2% 0.93 0.0344 -0.05 0.00 3.30/4.90 4.33 6.00 0.05 0.00/0.95 0.00 -0.09 0.0372 -0.10 420.3% 2 9 78 24 145.3% 0.98 0.0257 -0.01 0.00 2.30/3.50 3.70 7.00 0.05 0.00/0.75 0.00 -0.07 0.0591 -0.12 295.3% 6 9 33 1 175.4% 0.87 0.1041 -0.04 0.00 1.55/2.65 2.13 8.00 0.05 0.00/0.75 0.00 -0.06 0.1009 -0.17 215.6% 28 8 22 1 173.0% 0.71 0.1706 -0.07 0.00 0.35/1.40 0.81 9.00 0.05 0.00/0.75 0.00 -0.05 0.1996 -0.26 140.2% 2 11 — — — — — — — — — 9.50 0.07 0.05/0.20 0.00 -0.02 0.5386 -0.25 50.8% 26 52 57 12 61.3% 0.45 0.5578 -0.03 0.00 0.15/0.40 0.16 10.00 0.30 0.20/0.80 0.00 -0.04 0.4359 -0.54 78.9% 80 293 10 14 57.0% 0.19 0.4096 -0.02 0.00 0.00/0.10 0.10 10.50 0.60 0.55/0.85 0.00 -0.03 0.3497 -0.72 83.6% 4 13 42 5 80.1% 0.13 0.2347 -0.02 0.00 0.00/0.20 0.10 11.00 1.11 0.55/1.65 0.00 -0.07 0.1834 -0.67 171.1% 10 10 30 30 167.2% 0.25 0.1639 -0.06 0.00 0.00/0.75 0.05 11.50 — — — — — — — — — 90 10 133.6% 0.12 0.1307 -0.03 0.00 0.00/0.30 0.04 12.00 2.20 1.90/2.40 0.00 -0.00 0.0574 -0.98 81.3% 1 9 20 — 209.4% 0.20 0.1160 -0.07 0.00 0.00/0.75 0.05 12.50 2.47 2.10/3.20 0.00 -0.00 0.0413 -0.98 93.8% 4 2 2 2 110.9% 0.02 0.0379 -0.01 0.00 0.00/0.05 0.16 13.00 — — — — — — — — — — — — — — — — — — 14.00 3.76 3.60/4.90 0.00 -0.03 0.0604 -0.93 185.2% 1 — — — — — — — — — — 14.50 4.52 4.30/4.80 0.00 -0.04 0.0611 -0.92 217.2% 1 1 250 — 291.0% 0.15 0.0679 -0.08 0.00 0.00/0.75 1.20 15.00 4.92 4.60/5.90 0.00 -0.03 0.0478 -0.94 210.9% — —
Greeks Profile 2026-09-04 · 5d · σ = 70.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $10 $11 $13 spot $9.87 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).