IV Skew
-7.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +10 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 8 1 310.5% 0.91 0.0283 -0.09 0.00 4.35/5.70 5.41 10.00 — — — — — — — — — — — — — — — — — — 11.50 0.03 0.00/0.04 0.00 -0.01 0.0169 -0.01 115.6% 3 6 2 2 120.3% 0.97 0.0350 -0.02 0.00 3.30/3.50 3.75 12.00 0.02 0.00/0.04 0.00 -0.01 0.0223 -0.02 101.6% 6 81 1 1 120.3% 0.94 0.0570 -0.03 0.00 2.68/3.20 3.85 12.50 0.03 0.01/0.05 0.00 -0.01 0.0366 -0.03 93.8% 26 689 8 1 93.8% 0.94 0.0685 -0.02 0.00 2.33/2.50 2.94 13.00 0.07 0.02/0.07 0.00 -0.01 0.0600 -0.04 85.9% 1 686 7 10 87.1% 0.91 0.1071 -0.03 0.00 1.87/2.03 1.98 13.50 0.08 0.07/0.08 0.00 -0.02 0.1011 -0.08 80.5% 120 443 41 222 85.5% 0.84 0.1613 -0.04 0.00 1.44/1.62 1.50 14.00 0.17 0.12/0.18 0.00 -0.03 0.1622 -0.15 79.7% 788 694 6 21 82.0% 0.74 0.2195 -0.05 0.01 1.07/1.21 1.14 14.50 0.27 0.25/0.31 0.01 -0.05 0.2222 -0.26 80.5% 841 345 113 880 89.1% 0.61 0.2398 -0.06 0.01 0.76/1.00 0.85 15.00 0.47 0.45/0.49 0.01 -0.05 0.2615 -0.38 81.3% 638 7.7k 230 319 82.0% 0.48 0.2704 -0.06 0.01 0.55/0.60 0.63 15.50 0.73 0.68/0.73 0.01 -0.06 0.2790 -0.52 79.5% 792 777 3.4k 1.6k 87.7% 0.36 0.2384 -0.06 0.01 0.37/0.48 0.38 16.00 1.03 0.98/1.04 0.01 -0.05 0.2602 -0.65 78.9% 626 519 497 868 84.4% 0.25 0.2094 -0.05 0.01 0.24/0.28 0.27 16.50 1.27 1.31/1.47 0.01 -0.04 0.2131 -0.76 81.3% 248 616 5.4k 896 86.7% 0.17 0.1632 -0.04 0.00 0.15/0.20 0.16 17.00 1.84 1.72/1.88 0.00 -0.03 0.1627 -0.84 82.0% 29 220 857 324 88.7% 0.11 0.1211 -0.03 0.00 0.08/0.15 0.13 17.50 2.40 2.16/2.33 0.00 -0.02 0.1168 -0.90 84.0% 40 136 7.9k 402 92.2% 0.08 0.0883 -0.02 0.00 0.07/0.09 0.08 18.00 2.87 2.62/2.79 0.00 -0.02 0.0777 -0.94 84.0% 21 230 3.7k 91 93.0% 0.05 0.0607 -0.02 0.00 0.04/0.06 0.05 18.50 3.30 3.10/3.30 0.00 -0.01 0.0607 -0.95 93.0% 3 43 1.1k 238 98.4% 0.04 0.0456 -0.01 0.00 0.03/0.05 0.03 19.00 3.73 3.55/3.80 0.00 -0.01 0.0364 -0.97 90.6% 5 253
Greeks Profile 2026-09-04 · 5d · σ = 80.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $13 $15 $18 $20 spot $15.35 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).