IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +7 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 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 — 1.5k 0.0% 1.00 — -0.00 — 0.00/0.00 3.84 20.00 0.05 0.00/0.00 0.00 -0.00 0.0011 -0.00 50.0% 570 — — 83 0.0% 1.00 — -0.00 — 0.00/0.00 3.47 20.50 0.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 583 — — 377 0.0% 1.00 — -0.00 — 0.00/0.00 2.97 21.00 0.11 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1.0k — — 659 0.0% 1.00 — -0.00 — 0.00/0.00 2.50 21.50 0.16 0.00/0.00 0.00 -0.00 0.0003 -0.00 25.0% 58 — — 239 0.0% 1.00 — -0.00 — 0.00/0.00 2.12 22.00 0.24 0.00/0.00 0.00 -0.00 0.0064 -0.00 25.0% 1.1k — — 160 0.0% 1.00 — -0.00 — 0.00/0.00 1.74 22.50 0.37 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 369 — — 715 0.0% 1.00 — -0.00 — 0.00/0.00 1.37 23.00 0.52 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1.1k — — 203 0.0% 1.00 — -0.00 — 0.00/0.00 1.13 23.50 0.79 0.00/0.00 0.00 -0.00 0.0015 -0.00 3.1% 692 — — 1.5k 3.1% 0.01 0.2842 -0.00 0.00 0.00/0.00 0.86 24.00 0.96 0.00/0.00 — 0.00 — -1.00 0.0% 2.2k — — 544 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.68 24.50 1.35 0.00/0.00 — 0.00 — -1.00 0.0% 461 — — 3.8k 12.5% 0.00 0.0013 -0.00 0.00 0.00/0.00 0.51 25.00 1.75 0.00/0.00 — 0.00 — -1.00 0.0% 2.9k — — 2.1k 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.42 25.50 2.05 0.00/0.00 — 0.00 — -1.00 0.0% 103 — — 4.1k 25.0% 0.00 0.0024 -0.00 0.00 0.00/0.00 0.31 26.00 2.42 0.00/0.00 — 0.00 — -1.00 0.0% 1.8k — — 1.4k 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.23 26.50 1.77 0.00/0.00 — 0.00 — -1.00 0.0% 6 — — 1.7k 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.18 27.00 3.31 0.00/0.00 — 0.00 — -1.00 0.0% 34 — — 414 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.16 27.50 3.45 0.00/0.00 — 0.00 — -1.00 0.0% 4 —
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 $17 $20 $24 $27 $31 spot $23.80 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).