IV Skew
-7.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +2 more 2027-03-19 (201d) 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 11 6 712.5% 0.99 0.0106 -0.01 0.00 1.86/2.36 2.23 0.50 — — — — — — — — — 3 5 881.3% 0.92 0.0530 -0.04 0.00 1.35/1.81 1.67 1.00 — — — — — — — — — 654 13 309.4% 0.95 0.1018 -0.01 0.00 1.05/1.21 1.13 1.50 0.01 0.00/0.01 0.00 -0.00 0.0325 -0.01 200.0% 1 184 905 122 168.8% 0.92 0.2883 -0.01 0.00 0.52/0.73 0.68 2.00 0.01 0.00/0.01 0.00 -0.00 0.1239 -0.02 106.3% 12 1.6k 3.0k 2.3k 78.1% 0.67 1.5296 -0.01 0.00 0.15/0.17 0.15 2.50 0.05 0.05/0.07 0.00 -0.01 1.6693 -0.32 70.3% 1.8k 3.0k 10k 3.5k 96.9% 0.11 0.6345 -0.01 0.00 0.02/0.03 0.03 3.00 0.45 0.40/0.49 0.00 -0.01 0.6656 -0.87 106.3% 140 301 4.4k 874 140.6% 0.04 0.2047 -0.00 0.00 0.01/0.02 0.02 3.50 0.83 0.79/1.00 0.00 -0.02 0.3538 -0.84 231.3% 2 102 1.8k 181 184.4% 0.03 0.1167 -0.00 0.00 0.01/0.02 0.02 4.00 1.28 1.19/1.53 0.00 -0.02 0.2562 -0.84 318.8% 1 79 1.1k 4 206.3% 0.02 0.0612 -0.00 0.00 0.00/0.02 0.02 4.50 1.83 1.71/2.01 0.00 -0.02 0.1945 -0.88 346.9% 1 1 4.5k 485 256.3% 0.02 0.0640 -0.00 0.00 0.01/0.02 0.01 5.00 2.31 2.11/2.45 0.00 -0.01 0.1094 -0.95 306.3% 25 2
Greeks Profile 2026-09-04 · 5d · σ = 74.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $2 $3 $3 $3 spot $2.59 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).