IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +6 more 2027-01-15 (137d) 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2028-01-21 (508d) 2028-06-16 (655d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.39 6.00 0.03 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 3 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.75 6.50 0.17 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 4 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.72 7.00 0.03 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 7 — — 150 0.0% 1.00 — -0.00 — 0.00/0.00 2.89 7.50 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 7 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 2.00 8.00 0.07 0.00/0.00 0.00 -0.00 0.0002 -0.00 50.0% 7 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 1.78 8.50 0.10 0.00/0.00 0.00 -0.00 0.0106 -0.00 50.0% 2 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 1.42 9.00 0.10 0.00/0.00 0.00 -0.00 0.0021 -0.00 25.0% 11 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 0.77 9.50 0.20 0.00/0.00 0.00 -0.00 0.0238 -0.00 12.5% 363 — — 106 3.1% 0.00 0.0674 -0.00 0.00 0.00/0.00 0.40 10.00 0.45 0.00/0.00 — 0.00 — -1.00 0.0% 49 — — 54 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.20 10.50 0.77 0.00/0.00 — 0.00 — -1.00 0.0% 87 — — 134 25.0% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.12 11.00 1.15 0.00/0.00 — 0.00 — -1.00 0.0% 41 — — 7 50.0% 0.00 0.0134 -0.00 0.00 0.00/0.00 0.10 11.50 1.63 0.00/0.00 — 0.00 — -1.00 0.0% 23 — — 13 50.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.07 12.00 2.15 0.00/0.00 — 0.00 — -1.00 0.0% 8 — — 38 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 12.50 2.45 0.00/0.00 — 0.00 — -1.00 0.0% 6 — — 3 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 13.00 3.06 0.00/0.00 — 0.00 — -1.00 0.0% 6 — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.08 13.50 3.50 0.00/0.00 — 0.00 — -1.00 0.0% 6 —
Greeks Profile 2026-09-04 · 4d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $10 $11 $13 spot $9.89 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).