IV Skew
-0.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 9/3031d 10/233d 10/1647d 12/18110d +6 more 2026-12-31 (123d) 2027-01-15 (138d) 2027-03-19 (201d) 2027-03-31 (213d) 2027-06-30 (304d) 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 1 3 50.0% 1.00 0.0000 -0.00 0.00 4.60/5.30 5.09 5.50 — — — — — — — — — 4 2 50.0% 1.00 0.0000 -0.00 0.00 4.10/4.80 4.60 6.00 — — — — — — — — — 1 18 243.8% 0.96 0.0261 -0.02 0.00 3.80/4.05 3.91 6.50 — — — — — — — — — — — — — — — — — — 7.00 0.10 0.00/0.23 0.00 -0.03 0.0358 -0.05 220.3% — 1 — — — — — — — — — 7.50 0.03 0.00/0.03 0.00 -0.00 0.0158 -0.01 123.4% 1 505 41 19 175.0% 0.92 0.0690 -0.03 0.00 2.27/2.60 2.40 8.00 0.09 0.00/0.16 0.00 -0.02 0.0571 -0.05 146.1% 2 313 538 33 90.6% 0.98 0.0481 -0.01 0.00 1.88/2.07 1.91 8.50 0.02 0.00/0.07 0.00 -0.01 0.0582 -0.03 97.7% 1 135 618 82 53.1% 0.99 0.0310 -0.00 0.00 1.43/1.48 1.43 9.00 0.02 0.00/0.07 0.00 -0.01 0.0955 -0.04 75.8% 17 49 323 28 71.9% 0.88 0.2256 -0.02 0.00 0.77/1.04 0.99 9.50 0.03 0.01/0.23 0.00 -0.02 0.2297 -0.14 80.5% 44 270 195 49 47.3% 0.80 0.4872 -0.02 0.00 0.48/0.55 0.49 10.00 0.05 0.05/0.06 0.00 -0.01 0.5072 -0.15 37.9% 596 232 374 293 43.9% 0.48 0.7411 -0.02 0.00 0.10/0.23 0.19 10.50 0.22 0.20/0.26 0.00 -0.02 0.8013 -0.53 40.6% 202 398 1.7k 1.2k 38.3% 0.13 0.4609 -0.01 0.00 0.04/0.05 0.05 11.00 0.68 0.37/0.66 0.00 -0.02 0.4537 -0.79 52.3% 16 105 1.3k 763 50.8% 0.06 0.1870 -0.01 0.00 0.01/0.03 0.02 11.50 0.94 0.63/2.99 0.00 -0.09 0.1559 -0.61 200.8% 2 6 1.3k 4 57.8% 0.02 0.0762 -0.00 0.00 0.00/0.03 0.01 12.00 1.24 0.80/3.50 0.00 -0.09 0.1469 -0.68 198.0% 1 10 37 1 81.3% 0.03 0.0753 -0.01 0.00 0.00/0.06 0.01 12.50 3.88 1.28/3.95 0.00 -0.09 0.1282 -0.72 214.1% 12 114 15 3 78.1% 0.01 0.0273 -0.00 0.00 0.00/0.02 0.01 13.00 2.42 2.41/2.80 0.00 -0.01 0.0760 -0.95 107.8% 3 115 — — — — — — — — — 13.50 4.75 2.05/4.95 0.00 -0.08 0.1018 -0.79 230.5% — 1 14 14 98.4% 0.01 0.0155 -0.00 0.00 0.00/0.02 0.01 14.00 5.27 2.55/5.45 0.00 -0.08 0.0908 -0.81 247.7% — 2
Greeks Profile 2026-09-04 · 5d · σ = 42.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $10 $12 $14 spot $10.45 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).