IV Skew
-6.2%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 12/18109d +3 more 2027-01-15 (137d) 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 — — — — — — — — — 1.00 0.05 0.00/0.00 — — — — 50.0% — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 6.53 2.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 — — 20 0.0% 1.00 — -0.00 — 0.00/0.00 4.09 3.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 3 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.10 4.00 0.10 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.50 5.00 0.25 0.00/1.35 0.00 -0.14 0.0506 -0.16 590.6% — 1 — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.16 5.50 — — — — — — — — — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 2.45 6.00 0.14 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 1.75 7.00 0.11 0.00/0.00 0.00 -0.00 0.0028 -0.00 25.0% 3 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 0.45 7.50 0.22 0.00/0.00 0.00 -0.00 0.0039 -0.00 6.3% 50 — — 16 12.5% 0.00 0.0474 -0.00 0.00 0.00/0.00 0.30 8.00 0.49 0.00/0.00 — 0.00 — -1.00 0.0% 3 — — 4 25.0% 0.00 0.0015 -0.00 0.00 0.00/0.00 0.20 8.50 0.60 0.00/0.00 — 0.00 — -1.00 0.0% — — — 1 50.0% 0.00 0.0121 -0.00 0.00 0.00/0.00 0.20 9.00 — — — — — — — — — — 1 50.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.23 9.50 1.15 0.00/0.00 — 0.00 — -1.00 0.0% — — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 10.00 1.85 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 10.50 2.55 0.00/0.00 — 0.00 — -1.00 0.0% — — — 40 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 11.00 2.74 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — — — — — — — — 11.50 3.60 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — — — — — — — — — 12.00 4.10 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-04 · 4d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $7 $8 $9 $10 spot $7.69 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).