IV Skew
-2.1%
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) 2027-12-17 (474d) 2028-01-21 (509d) 2028-03-17 (565d) 2028-06-16 (656d) 2028-12-15 (838d)
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 8 176.6% 0.98 0.0134 -0.01 0.00 4.50/5.95 5.50 10.00 — — — — — — — — — — — — — — — — — — 11.50 0.03 0.00/0.23 0.00 -0.03 0.0372 -0.05 150.0% 32 7 4 151 100.0% 0.98 0.0266 -0.01 0.00 2.81/3.60 3.21 12.00 0.03 0.00/0.06 0.00 -0.01 0.0240 -0.02 96.9% 257 316 5 7 129.3% 0.91 0.0690 -0.04 0.00 2.54/3.15 2.75 12.50 0.04 0.00/0.05 0.00 -0.01 0.0292 -0.02 79.7% 61 340 4 147 80.5% 0.95 0.0666 -0.02 0.00 1.86/2.60 2.22 13.00 0.07 0.07/0.08 0.00 -0.02 0.0733 -0.06 85.5% 131 664 1 10 76.6% 0.91 0.1175 -0.02 0.00 1.62/1.93 1.85 13.50 0.13 0.08/0.15 0.00 -0.02 0.1198 -0.09 78.9% 561 1.6k 232 53 87.7% 0.80 0.1802 -0.05 0.00 1.32/1.56 1.40 14.00 0.26 0.24/0.28 0.00 -0.04 0.1812 -0.20 86.3% 1.1k 8.1k 76 7 101.0% 0.67 0.2014 -0.07 0.01 1.01/1.40 1.12 14.50 0.40 0.40/0.44 0.01 -0.05 0.2297 -0.31 86.1% 787 780 433 1.5k 85.9% 0.57 0.2578 -0.06 0.01 0.77/0.84 0.84 15.00 0.63 0.45/0.65 0.01 -0.05 0.2918 -0.43 75.8% 13k 1.4k 1.1k 1.3k 87.9% 0.44 0.2527 -0.06 0.01 0.58/0.60 0.58 15.50 0.93 0.84/0.99 0.01 -0.06 0.2549 -0.56 87.1% 2.0k 615 2.3k 3.1k 88.3% 0.32 0.2292 -0.06 0.01 0.40/0.43 0.41 16.00 1.25 1.19/1.30 0.01 -0.05 0.2292 -0.68 88.3% 14k 1.3k 2.4k 3.8k 88.7% 0.23 0.1910 -0.05 0.01 0.27/0.30 0.30 16.50 1.59 1.50/1.74 0.01 -0.05 0.1904 -0.77 89.5% 2.2k 3.2k 5.7k 4.3k 89.8% 0.15 0.1479 -0.04 0.00 0.18/0.21 0.20 17.00 1.98 1.93/2.06 0.00 -0.03 0.1460 -0.86 84.8% 351 2.2k 1.1k 5.7k 91.8% 0.10 0.1092 -0.03 0.00 0.12/0.15 0.14 17.50 2.48 2.36/2.64 0.00 -0.03 0.1144 -0.88 98.8% 77 420 8.4k 4.5k 95.3% 0.07 0.0798 -0.02 0.00 0.09/0.11 0.10 18.00 2.88 2.55/3.45 0.00 -0.03 0.0930 -0.89 110.9% 103 1.9k 1.1k 537 97.3% 0.05 0.0562 -0.02 0.00 0.06/0.08 0.07 18.50 3.27 3.20/3.65 0.00 -0.02 0.0642 -0.94 104.7% 34 162 5.1k 4.1k 103.1% 0.04 0.0431 -0.01 0.00 0.05/0.07 0.06 19.00 3.72 3.40/4.05 0.00 -0.04 0.0717 -0.89 144.1% 36 423
Greeks Profile 2026-09-04 · 5d · σ = 80.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $13 $15 $17 $20 spot $15.17 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).