IV Skew
-5.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 10 12 278.1% 0.87 0.0481 -0.10 0.00 2.94/5.40 3.80 10.00 0.05 0.00/0.02 0.00 -0.00 0.0088 -0.01 106.3% 1 29 4 4 125.0% 0.97 0.0351 -0.02 0.00 2.96/3.20 3.32 10.50 0.02 0.00/0.23 0.00 -0.03 0.0468 -0.05 147.7% 27 75 38 11 184.0% 0.87 0.0734 -0.06 0.00 2.52/3.45 2.78 11.00 0.01 0.00/0.01 0.00 -0.00 0.0090 -0.00 68.8% 2 167 4 8 96.5% 0.94 0.0751 -0.02 0.00 1.49/2.95 2.51 11.50 0.03 0.00/0.11 0.00 -0.01 0.0647 -0.04 87.5% 15 191 82 4 84.8% 0.91 0.1190 -0.02 0.00 0.85/2.64 1.76 12.00 0.02 0.00/0.22 0.00 -0.02 0.1201 -0.09 85.9% 48 125 37 202 90.6% 0.81 0.1869 -0.04 0.00 0.99/1.76 1.25 12.50 0.03 0.01/0.04 0.00 -0.01 0.1484 -0.06 48.4% 476 917 667 507 51.2% 0.80 0.3424 -0.02 0.00 0.70/0.86 0.79 13.00 0.07 0.05/0.07 0.00 -0.01 0.3530 -0.13 38.3% 1.4k 3.8k 419 176 51.6% 0.58 0.4739 -0.03 0.01 0.21/0.46 0.38 13.50 0.21 0.20/0.22 0.01 -0.02 0.6361 -0.39 37.9% 992 3.4k 2.4k 1.9k 38.7% 0.29 0.5587 -0.02 0.01 0.14/0.15 0.14 14.00 0.47 0.42/0.53 0.01 -0.02 0.5288 -0.69 41.8% 943 1.5k 4.9k 1.3k 43.8% 0.12 0.2927 -0.01 0.00 0.05/0.07 0.05 14.50 0.88 0.78/0.98 0.00 -0.02 0.3016 -0.83 53.5% 124 1.5k 1.9k 643 46.9% 0.05 0.1270 -0.01 0.00 0.02/0.03 0.02 15.00 1.30 1.13/1.60 0.00 -0.04 0.1937 -0.80 91.8% 48 551 539 291 51.6% 0.02 0.0560 -0.00 0.00 0.01/0.02 0.01 15.50 1.84 1.57/2.23 0.00 -0.01 0.0962 -0.95 63.3% 4 72 2.4k 7 53.1% 0.01 0.0194 -0.00 0.00 0.00/0.01 0.01 16.00 2.23 2.15/2.53 0.00 -0.03 0.1144 -0.88 109.8% 46 254 465 1 67.2% 0.01 0.0222 -0.00 0.00 0.00/0.02 0.01 16.50 2.66 2.54/2.92 0.00 -0.01 0.0645 -0.95 93.0% 1 6 292 1 87.5% 0.02 0.0320 -0.01 0.00 0.00/0.05 0.01 17.00 3.20 2.85/4.30 0.00 -0.04 0.0834 -0.88 146.1% 2 4 218 1 75.0% 0.00 0.0068 -0.00 0.00 0.00/0.01 0.01 17.50 3.80 3.80/4.00 0.00 -0.01 0.0345 -0.98 104.7% 4 3
Greeks Profile 2026-09-04 · 5d · σ = 44.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $10 $12 $14 $16 $18 spot $13.64 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).