IV Skew
-6.8%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +2 more 2027-03-19 (200d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 16.00 0.04 0.00/0.05 0.00 -0.01 0.0094 -0.01 131.3% 23 96 — — — — — — — — — 16.50 0.06 0.00/0.10 0.00 -0.02 0.0170 -0.02 135.9% 22 44 — — — — — — — — — 17.00 0.11 0.03/0.20 0.00 -0.04 0.0294 -0.05 147.7% 30 268 — — — — — — — — — 17.50 0.08 0.00/0.26 0.00 -0.04 0.0366 -0.06 137.9% 4 38 219 33 156.6% 0.89 0.0521 -0.08 0.00 3.55/4.50 4.21 18.00 0.12 0.08/0.17 0.00 -0.04 0.0438 -0.06 122.7% 24 404 163 9 136.3% 0.89 0.0622 -0.08 0.00 3.00/4.00 3.65 18.50 0.15 0.08/0.19 0.00 -0.04 0.0553 -0.07 111.3% 60 100 314 70 137.1% 0.84 0.0765 -0.09 0.01 2.61/3.60 4.70 19.00 0.33 0.15/0.32 0.00 -0.07 0.0759 -0.12 116.4% 103 1.2k 58 8 134.0% 0.80 0.0912 -0.11 0.01 2.16/3.25 3.75 19.50 — — — — — — — — — 351 59 125.0% 0.76 0.1092 -0.11 0.01 2.05/2.51 2.20 20.00 0.43 0.35/0.50 0.01 -0.09 0.1165 -0.22 110.9% 3.0k 1.3k 171 14 118.0% 0.71 0.1283 -0.12 0.01 1.76/2.01 1.98 20.50 — — — — — — — — — 419 84 123.4% 0.63 0.1342 -0.13 0.01 1.45/1.82 1.78 21.00 — — — — — — — — — 264 88 122.1% 0.56 0.1419 -0.14 0.01 1.17/1.54 1.37 21.50 — — — — — — — — — 388 1.7k 119.1% 0.49 0.1471 -0.14 0.01 0.96/1.22 1.09 22.00 — — — — — — — — — 74 342 122.5% 0.42 0.1403 -0.14 0.01 0.75/1.09 1.03 22.50 — — — — — — — — — 195 821 117.8% 0.35 0.1379 -0.12 0.01 0.59/0.81 0.88 23.00 — — — — — — — — — 69 594 121.5% 0.29 0.1244 -0.12 0.01 0.44/0.74 0.58 23.50 — — — — — — — — — 276 288 121.3% 0.24 0.1122 -0.11 0.01 0.32/0.61 0.50 24.00 — — — — — — — — — 329 1.1k 120.7% 0.19 0.0987 -0.09 0.01 0.25/0.47 0.35 24.50 — — — — — — — — — 643 780 118.4% 0.14 0.0843 -0.08 0.01 0.25/0.28 0.29 25.00 2.25 2.95/3.95 0.00 -0.06 0.0807 -0.88 106.3% 4 8 78 498 121.5% 0.12 0.0713 -0.07 0.00 0.12/0.32 0.15 25.50 — — — — — — — — — — — — — — — — — — 29.00 10.07 5.95/7.75 0.01 -0.14 0.0428 -0.86 230.1% 2 1 — — — — — — — — — 30.00 11.10 6.95/8.75 0.00 -0.15 0.0382 -0.87 247.1% 2 1 — — — — — — — — — 31.00 11.33 7.95/9.85 0.01 -0.18 0.0355 -0.86 278.7% 1 1 — — — — — — — — — 32.00 9.47 8.95/10.75 0.00 -0.15 0.0314 -0.88 278.1% 1 2 — — — — — — — — — 35.00 13.87 11.95/13.80 0.00 -0.17 0.0256 -0.89 328.1% 3 2 — — — — — — — — — 36.00 14.40 12.95/14.80 0.00 -0.18 0.0240 -0.89 340.6% 8 —
Greeks Profile 2026-09-04 · 4d · σ = 116.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $15 $18 $22 $25 $28 spot $21.74 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).