IV Skew
-9.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 1/15138d 4/16229d +1 more 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 32 47 562.5% 0.97 0.0162 -0.02 0.00 3.45/4.20 3.74 2.00 0.03 0.00/0.14 0.00 -0.02 0.0160 -0.03 556.3% — 1 15 3 739.1% 0.92 0.0303 -0.08 0.00 2.77/3.60 3.40 2.50 0.25 0.00/0.13 0.00 -0.02 0.0232 -0.03 440.6% — 1 8 1 607.8% 0.90 0.0435 -0.07 0.00 2.27/3.10 3.02 3.00 0.01 0.00/0.13 0.00 -0.02 0.0347 -0.04 356.3% 12 16 3 5 565.6% 0.86 0.0584 -0.08 0.00 1.78/2.71 2.19 3.50 0.07 0.00/0.10 0.00 -0.02 0.0483 -0.04 267.2% 4 14 17 17 159.4% 0.98 0.0462 -0.01 0.00 1.69/1.84 1.75 4.00 0.05 0.00/0.05 0.00 -0.01 0.0603 -0.03 178.1% 1 419 93 28 106.3% 0.98 0.0699 -0.00 0.00 1.15/1.37 1.14 4.50 0.02 0.00/0.01 0.00 -0.00 0.0455 -0.01 93.8% 21 87 224 28 65.6% 0.97 0.1584 -0.00 0.00 0.70/0.82 0.82 5.00 0.01 0.01/0.02 0.00 -0.00 0.1981 -0.05 73.4% 113 735 544 693 61.7% 0.75 0.7725 -0.01 0.00 0.30/0.36 0.36 5.50 0.07 0.07/0.08 0.00 -0.01 0.7905 -0.25 59.4% 554 1.7k 2.1k 2.1k 68.8% 0.32 0.7680 -0.02 0.00 0.10/0.11 0.10 6.00 0.32 0.31/0.35 0.00 -0.01 0.8493 -0.72 59.4% 1.0k 2.4k 3.6k 1.6k 79.7% 0.10 0.3358 -0.01 0.00 0.03/0.04 0.03 6.50 0.74 0.74/0.82 0.00 -0.01 0.3255 -0.91 76.6% 157 515 3.3k 125 103.1% 0.06 0.1691 -0.01 0.00 0.01/0.04 0.01 7.00 1.23 1.19/1.29 0.00 -0.01 0.1975 -0.92 115.6% 9 375 2.2k 69 115.6% 0.03 0.0857 -0.01 0.00 0.01/0.02 0.02 7.50 1.86 1.67/1.99 0.00 -0.02 0.1644 -0.89 171.9% 2 24 911 72 118.8% 0.01 0.0353 -0.00 0.00 0.00/0.01 0.01 8.00 2.24 2.16/2.46 0.00 -0.02 0.1187 -0.92 185.9% 13 10 382 6 165.6% 0.03 0.0571 -0.01 0.00 0.00/0.04 0.01 8.50 2.75 2.62/2.86 0.00 -0.03 0.1148 -0.89 243.8% 4 4 319 50 168.8% 0.02 0.0336 -0.00 0.00 0.00/0.02 0.01 9.00 2.92 3.10/3.35 0.00 -0.03 0.0960 -0.91 260.9% 7 24 73 2 246.9% 0.06 0.0677 -0.02 0.00 0.00/0.11 0.09 9.50 3.31 3.40/3.85 0.00 -0.03 0.0843 -0.91 282.8% 2 1
Greeks Profile 2026-09-04 · 5d · σ = 60.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $5 $6 $7 $7 spot $5.75 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).