IV Skew
-4.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 10 10 203.1% 0.89 0.0316 -0.11 0.01 5.45/7.20 7.00 19.00 0.03 0.00/0.73 0.00 -0.08 0.0296 -0.08 175.0% 7 7 10 5 178.9% 0.87 0.0408 -0.11 0.01 4.60/6.10 5.05 20.00 0.04 0.00/0.75 0.00 -0.08 0.0392 -0.10 151.6% 4 10 2 2 159.8% 0.84 0.0534 -0.12 0.01 3.60/5.25 5.39 21.00 0.06 0.00/0.94 0.01 -0.09 0.0542 -0.14 138.3% 4 5 1 — 95.7% 0.87 0.0771 -0.06 0.01 2.65/3.50 5.87 22.00 0.01 0.00/0.09 0.00 -0.01 0.0423 -0.03 54.7% 25 87 32 4 94.7% 0.77 0.1117 -0.09 0.01 1.36/2.32 1.94 23.00 0.04 0.00/0.05 0.00 -0.01 0.0890 -0.05 38.7% 63 140 4 10 63.5% 0.77 0.1639 -0.06 0.01 1.28/1.62 1.43 23.50 0.07 0.07/0.10 0.01 -0.02 0.1723 -0.11 37.1% 65 96 50 25 67.6% 0.67 0.1848 -0.07 0.01 0.67/1.34 1.03 24.00 0.16 0.15/0.17 0.01 -0.03 0.2908 -0.20 33.6% 1.5k 1.4k 94 7 42.7% 0.60 0.3128 -0.05 0.01 0.58/0.72 0.65 24.50 0.32 0.32/0.35 0.01 -0.04 0.3831 -0.38 34.4% 860 276 359 662 37.9% 0.43 0.3574 -0.04 0.01 0.35/0.41 0.39 25.00 0.57 0.57/0.63 0.01 -0.04 0.3711 -0.58 36.4% 1.7k 849 603 621 38.1% 0.27 0.2974 -0.04 0.01 0.18/0.24 0.21 25.50 0.88 0.81/0.95 0.01 -0.03 0.3090 -0.75 35.5% 292 393 291 325 41.4% 0.17 0.2074 -0.03 0.01 0.08/0.16 0.11 26.00 1.35 1.20/1.48 0.01 -0.04 0.2017 -0.79 49.2% 167 347 357 425 37.5% 0.07 0.1172 -0.01 0.00 0.05/0.06 0.06 26.50 1.68 1.31/2.02 0.01 -0.05 0.1489 -0.81 63.1% 94 120 734 160 41.0% 0.04 0.0704 -0.01 0.00 0.03/0.04 0.03 27.00 2.16 2.05/2.41 0.01 -0.03 0.1136 -0.88 60.5% 84 1.8k 1.4k 48 53.9% 0.05 0.0685 -0.02 0.00 0.00/0.07 0.02 27.50 2.69 2.35/3.05 0.01 -0.06 0.0983 -0.84 84.8% 12 103 546 27 53.9% 0.03 0.0414 -0.01 0.00 0.00/0.04 0.01 28.00 3.07 2.80/4.10 0.01 -0.04 0.0789 -0.89 81.6% 7 77 267 52 54.7% 0.02 0.0246 -0.01 0.00 0.00/0.05 0.02 28.50 2.77 3.40/4.30 0.00 -0.02 0.0546 -0.94 74.6% 5 2
Greeks Profile 2026-09-04 · 5d · σ = 37.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $21 $25 $28 $32 spot $24.76 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).