IV Skew
-7.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +2 more 2027-02-19 (173d) 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 1 6 288.7% 0.90 0.0415 -0.07 0.00 3.85/4.70 3.17 8.50 0.02 0.00/0.35 0.00 -0.04 0.0359 -0.06 225.8% 13 50 4 8 250.8% 0.89 0.0508 -0.07 0.00 3.40/4.10 2.59 9.00 0.05 0.00/0.05 0.00 -0.01 0.0176 -0.01 126.6% 1 144 215 1 218.8% 0.88 0.0633 -0.06 0.00 2.78/3.70 2.77 9.50 0.05 0.00/0.05 0.00 -0.01 0.0249 -0.02 109.4% 2 128 57 11 186.7% 0.86 0.0807 -0.06 0.00 2.35/3.10 3.39 10.00 0.02 0.00/0.03 0.00 -0.00 0.0250 -0.01 82.8% 1 177 65 5 144.5% 0.86 0.1071 -0.05 0.00 1.78/2.54 2.12 10.50 0.02 0.00/0.08 0.00 -0.01 0.0666 -0.04 81.3% 4 86 1.4k 28 96.9% 0.87 0.1518 -0.03 0.00 1.38/1.74 1.61 11.00 0.04 0.03/0.20 0.00 -0.02 0.1469 -0.11 85.9% 8 106 247 57 82.0% 0.80 0.2356 -0.03 0.00 0.95/1.26 1.16 11.50 0.12 0.10/0.14 0.00 -0.02 0.2471 -0.15 64.8% 528 1.4k 542 1.9k 69.5% 0.67 0.3571 -0.04 0.01 0.63/0.76 0.72 12.00 0.24 0.21/0.24 0.01 -0.03 0.4116 -0.30 58.2% 238 513 323 177 71.9% 0.48 0.3820 -0.04 0.01 0.37/0.52 0.42 12.50 0.44 0.41/0.57 0.01 -0.04 0.4309 -0.52 63.7% 1.6k 1.4k 764 269 65.4% 0.28 0.3570 -0.03 0.00 0.21/0.23 0.25 13.00 0.73 0.66/0.89 0.00 -0.03 0.3836 -0.74 57.8% 48 51 923 799 63.3% 0.14 0.2366 -0.02 0.00 0.07/0.13 0.11 13.50 1.08 1.09/1.21 0.00 -0.01 0.2060 -0.92 50.8% 29 16 616 634 67.2% 0.07 0.1336 -0.01 0.00 0.05/0.06 0.06 14.00 1.29 1.36/1.76 0.00 -0.03 0.1697 -0.85 93.8% 1 9 386 68 70.3% 0.03 0.0703 -0.01 0.00 0.02/0.04 0.05 14.50 1.71 1.76/2.25 0.00 -0.03 0.1281 -0.88 107.4% 1 1 444 31 96.9% 0.05 0.0768 -0.02 0.00 0.00/0.13 0.02 15.00 4.40 1.97/2.63 0.00 -0.01 0.0522 -0.97 82.0% 4 1 52 2 89.8% 0.02 0.0364 -0.01 0.00 0.00/0.05 0.01 15.50 2.36 2.39/3.15 0.00 -0.01 0.0544 -0.96 103.1% 10 10 71 10 114.1% 0.03 0.0445 -0.01 0.00 0.00/0.10 0.04 16.00 — — — — — — — — — — — — — — — — — — 16.50 3.27 3.30/4.15 0.00 -0.01 0.0379 -0.97 125.0% 2 —
Greeks Profile 2026-09-04 · 5d · σ = 67.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $9 $11 $12 $14 $16 spot $12.40 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).