IV Skew
-3.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 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 — 1 142.2% 0.97 0.0142 -0.03 0.00 6.60/7.25 6.98 19.00 — — — — — — — — — 22 69 167.2% 0.92 0.0291 -0.08 0.00 4.75/7.50 6.75 20.00 — — — — — — — — — — — — — — — — — — 22.00 0.14 0.01/0.19 0.00 -0.03 0.0413 -0.06 89.8% 16 93 — — — — — — — — — 22.50 0.18 0.08/0.21 0.00 -0.04 0.0560 -0.08 88.3% 10 3 17 1 112.5% 0.83 0.0741 -0.09 0.01 2.63/3.90 1.95 23.00 0.26 0.24/0.32 0.01 -0.06 0.0749 -0.14 96.7% 111 624 15 15 108.4% 0.79 0.0869 -0.10 0.01 2.15/3.55 2.23 23.50 0.42 0.23/0.70 0.01 -0.09 0.0882 -0.20 104.7% 11 45 16 2 110.0% 0.74 0.0973 -0.11 0.01 2.22/2.81 2.37 24.00 0.49 0.34/0.63 0.01 -0.08 0.1074 -0.23 93.4% 27 93 79 1 106.1% 0.69 0.1098 -0.11 0.01 1.53/2.76 3.10 24.50 0.74 0.50/0.87 0.01 -0.10 0.1180 -0.30 96.9% 4 108 81 12 104.5% 0.63 0.1191 -0.12 0.01 1.46/2.19 1.80 25.00 0.86 0.67/1.09 0.01 -0.11 0.1277 -0.36 96.9% 45 186 41 5 100.8% 0.57 0.1287 -0.12 0.01 1.23/1.78 1.36 25.50 1.14 0.87/1.34 0.01 -0.11 0.1339 -0.43 96.9% 22 161 18 174 101.4% 0.51 0.1301 -0.12 0.01 1.02/1.52 1.27 26.00 1.40 1.11/1.60 0.01 -0.11 0.1367 -0.50 96.5% 66 77 40 12 103.5% 0.44 0.1262 -0.13 0.01 0.83/1.34 0.98 26.50 1.60 1.44/1.97 0.01 -0.12 0.1287 -0.56 101.4% 2 38 29 51 100.2% 0.38 0.1255 -0.12 0.01 0.71/1.00 0.82 27.00 1.80 1.67/2.35 0.01 -0.11 0.1251 -0.62 100.6% 3 43 8 10 101.8% 0.32 0.1168 -0.11 0.01 0.53/0.90 0.68 27.50 2.02 1.99/2.76 0.01 -0.11 0.1162 -0.67 102.5% 2 7 81 22 98.2% 0.26 0.1099 -0.10 0.01 0.45/0.63 0.55 28.00 2.64 2.48/3.20 0.01 -0.11 0.1022 -0.71 111.3% 2 16 66 62 101.8% 0.23 0.0975 -0.09 0.01 0.30/0.63 0.46 28.50 3.54 2.27/3.65 0.01 -0.07 0.1010 -0.82 86.1% — 1 257 23 102.1% 0.18 0.0863 -0.08 0.01 0.22/0.53 0.38 29.00 4.56 2.83/4.05 0.01 -0.07 0.0863 -0.84 93.0% 10 15 16 30 104.9% 0.16 0.0755 -0.08 0.01 0.16/0.48 0.30 29.50 3.70 2.85/4.50 0.00 -0.01 0.0327 -0.98 55.5% — 3
Greeks Profile 2026-09-04 · 5d · σ = 98.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $18 $22 $26 $30 $34 spot $25.85 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).