IV Skew
24.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 30 1 236.7% 0.87 0.0299 -0.16 0.01 5.10/7.00 6.05 20.00 — — — — — — — — — — 2 238.5% 0.82 0.0357 -0.19 0.01 3.10/6.30 6.75 21.00 — — — — — — — — — 1 1 235.4% 0.78 0.0414 -0.22 0.01 2.20/5.60 5.42 22.00 0.25 0.00/1.15 0.01 -0.10 0.0490 -0.14 150.8% 16 14 57 3 93.4% 0.89 0.0657 -0.06 0.01 2.30/3.40 3.45 23.00 0.15 0.00/0.15 0.00 -0.02 0.0448 -0.04 64.5% 15 35 — — — — — — — — — 23.50 0.60 0.00/0.60 0.01 -0.06 0.0819 -0.13 85.9% 2 20 4 1 99.9% 0.79 0.0955 -0.09 0.01 1.55/2.70 2.23 24.00 0.10 0.00/1.35 0.01 -0.10 0.0913 -0.23 109.0% 2 52 — — — — — — — — — 24.50 0.15 0.00/0.75 0.01 -0.06 0.1313 -0.20 70.3% 50 50 11 1 53.4% 0.77 0.1846 -0.05 0.01 1.15/1.75 1.19 25.00 0.05 0.00/0.90 0.01 -0.06 0.1664 -0.26 64.1% 1 36 — — — — — — — — — 25.50 0.40 0.00/0.70 0.01 -0.08 0.1779 -0.36 68.9% 1 6 8 12 43.9% 0.55 0.2942 -0.05 0.01 0.45/0.70 0.50 26.00 0.57 0.00/0.70 0.01 -0.06 0.2442 -0.45 53.0% 1 18 69 43 39.8% 0.25 0.2623 -0.04 0.01 0.10/0.25 0.17 27.00 1.12 0.60/1.85 0.01 -0.11 0.1355 -0.59 93.6% 2 8 120 2 54.7% 0.15 0.1391 -0.04 0.01 0.00/0.20 0.08 28.00 2.01 1.50/2.30 0.01 -0.07 0.1323 -0.77 75.4% 1 1 62 50 48.8% 0.04 0.0544 -0.01 0.00 0.00/0.05 0.13 29.00 2.64 2.30/4.20 0.01 -0.07 0.0940 -0.83 89.5% 1 1 9 3 78.9% 0.07 0.0584 -0.03 0.00 0.00/0.30 0.11 30.00 3.64 1.90/5.60 0.01 -0.24 0.0556 -0.66 214.6% 1 1 954 3 111.9% 0.11 0.0544 -0.06 0.01 0.00/0.60 0.10 31.00 4.79 3.50/6.40 0.00 -0.02 0.0332 -0.96 79.3% — 1 14 13 128.3% 0.10 0.0454 -0.07 0.01 0.00/0.65 0.28 32.00 5.90 4.10/7.70 0.00 -0.00 0.0142 -0.99 75.8% 10 1 — — — — — — — — — 33.00 6.85 4.90/8.40 0.01 -0.25 0.0421 -0.74 252.0% 2 — — — — — — — — — — 34.00 7.80 5.90/9.80 0.01 -0.30 0.0370 -0.72 298.2% 10 —
Greeks Profile 2026-09-04 · 5d · σ = 48.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $22 $26 $30 $34 spot $26.13 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).