IV Skew
3.9%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +4 more 2027-01-15 (136d) 2027-02-19 (171d) 2027-12-17 (472d) 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 1 5 103.9% 0.97 0.0193 -0.03 0.00 5.05/5.80 5.52 27.00 — — — — — — — — — 2 1 202.1% 0.83 0.0419 -0.25 0.01 3.25/5.85 4.56 27.50 — — — — — — — — — 1 3 68.4% 0.98 0.0237 -0.02 0.00 3.30/4.45 3.87 28.50 0.08 0.03/0.21 0.00 -0.03 0.0357 -0.04 80.5% 3 25 2 11 114.5% 0.86 0.0651 -0.12 0.01 2.81/3.80 3.13 29.00 0.14 0.08/0.19 0.00 -0.04 0.0472 -0.05 74.2% 3 1 — — — — — — — — — 29.50 0.14 0.06/0.26 0.00 -0.04 0.0644 -0.07 68.8% — 8 17 1 67.6% 0.89 0.0923 -0.06 0.01 2.25/2.84 2.63 30.00 0.20 0.16/0.22 0.00 -0.05 0.0888 -0.09 63.3% 123 81 19 — 52.0% 0.90 0.1187 -0.05 0.01 1.48/2.50 2.19 30.50 0.36 0.23/0.49 0.01 -0.09 0.1241 -0.17 69.7% 4 20 18 20 54.3% 0.81 0.1709 -0.08 0.01 1.16/2.09 1.75 31.00 0.49 0.20/0.56 0.01 -0.08 0.1651 -0.21 60.0% 55 50 — — — — — — — — — 31.50 0.63 0.29/0.79 0.01 -0.10 0.2008 -0.31 59.7% 5 106 36 17 64.6% 0.58 0.2067 -0.13 0.01 0.97/1.30 1.15 32.00 0.70 0.62/0.89 0.01 -0.11 0.2213 -0.42 60.2% 85 205 32 24 66.8% 0.48 0.2035 -0.13 0.01 0.84/1.00 0.94 32.50 1.09 0.88/1.10 0.01 -0.11 0.2295 -0.53 59.2% 1 79 390 226 65.2% 0.37 0.1984 -0.12 0.01 0.63/0.75 0.70 33.00 2.02 1.16/1.86 0.01 -0.14 0.1764 -0.61 74.4% 2 129 131 16 72.5% 0.31 0.1650 -0.13 0.01 0.49/0.75 0.51 33.50 1.57 1.43/2.06 0.01 -0.11 0.1721 -0.71 68.2% 3 64 1.1k 316 65.8% 0.21 0.1483 -0.09 0.01 0.36/0.42 0.44 34.00 2.48 1.80/2.70 0.01 -0.12 0.1376 -0.75 79.3% 1 84 66 2 68.8% 0.16 0.1186 -0.08 0.01 0.28/0.35 0.30 34.50 2.06 2.20/3.40 0.01 -0.14 0.1121 -0.77 93.3% 12 2 875 621 73.8% 0.12 0.0948 -0.07 0.01 0.26/0.30 0.24 35.00 3.10 2.67/3.60 0.01 -0.11 0.0980 -0.83 89.3% 27 240 54 48 75.0% 0.09 0.0737 -0.06 0.00 0.16/0.27 0.19 35.50 — — — — — — — — — 631 596 73.2% 0.06 0.0527 -0.04 0.00 0.13/0.16 0.16 36.00 4.16 3.45/4.65 0.01 -0.09 0.0704 -0.88 98.2% 2 11 — — — — — — — — — 37.00 4.27 4.40/6.00 0.01 -0.13 0.0577 -0.87 127.9% 12 16
Greeks Profile 2026-09-04 · 3d · σ = 63.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $23 $27 $32 $37 $42 spot $32.31 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).