IV Skew
5.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +7 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 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 27 13 120.7% 0.89 0.0492 -0.07 0.01 3.75/5.10 3.88 23.00 0.02 0.00/0.06 0.00 -0.01 0.0170 -0.01 64.1% 1 89 143 2 78.7% 0.91 0.0639 -0.04 0.01 2.10/4.40 2.81 24.00 0.02 0.00/0.15 0.00 -0.02 0.0465 -0.04 60.9% 15 32 3 15 89.3% 0.84 0.0848 -0.07 0.01 2.16/2.94 2.62 24.50 0.01 0.00/0.09 0.00 -0.02 0.0656 -0.06 55.3% 1 13 712 164 73.4% 0.83 0.1070 -0.06 0.01 1.50/2.39 1.88 25.00 0.04 0.00/0.02 0.00 -0.00 0.0426 -0.02 32.8% 21 395 17 53 63.1% 0.80 0.1392 -0.06 0.01 1.25/1.90 1.63 25.50 0.04 0.02/0.05 0.00 -0.01 0.1070 -0.05 32.2% 51 288 518 38 70.7% 0.70 0.1547 -0.08 0.01 0.90/1.65 0.93 26.00 0.06 0.02/0.10 0.01 -0.02 0.2112 -0.12 30.1% 73 394 1.5k 37 35.4% 0.71 0.3078 -0.04 0.01 0.65/0.85 0.56 26.50 0.15 0.10/0.30 0.01 -0.04 0.3029 -0.30 36.1% 33 198 4.2k 632 27.3% 0.54 0.4581 -0.04 0.01 0.30/0.44 0.37 27.00 0.30 0.27/0.36 0.01 -0.03 0.4803 -0.46 26.1% 43 128 270 478 26.0% 0.31 0.4290 -0.03 0.01 0.15/0.21 0.20 27.50 0.66 0.48/0.96 0.01 -0.06 0.2562 -0.60 47.7% 38 256 583 319 27.0% 0.15 0.2701 -0.02 0.01 0.05/0.10 0.08 28.00 1.35 0.18/1.56 0.01 -0.08 0.1739 -0.65 67.2% 2 105 118 81 27.1% 0.06 0.1297 -0.01 0.00 0.01/0.04 0.03 28.50 — — — — — — — — — 128 2 33.6% 0.04 0.0846 -0.01 0.00 0.00/0.04 0.05 29.00 2.29 1.70/4.05 0.01 -0.13 0.1011 -0.68 112.2% 2 2 648 2 68.2% 0.15 0.1082 -0.05 0.01 0.00/0.52 0.12 29.50 — — — — — — — — — 24 15 46.1% 0.03 0.0473 -0.01 0.00 0.00/0.04 0.03 30.00 5.39 2.35/4.95 0.01 -0.11 0.0860 -0.76 115.2% — — 2 1 122.3% 0.19 0.0703 -0.11 0.01 0.00/1.17 0.01 31.00 4.40 2.49/6.05 0.01 -0.06 0.0686 -0.87 98.4% 6 1 61 30 127.5% 0.15 0.0572 -0.09 0.01 0.00/0.95 0.03 32.00 — — — — — — — — — — — — — — — — — — 33.00 6.30 5.15/8.05 0.01 -0.12 0.0495 -0.83 159.4% 4 1
Greeks Profile 2026-09-04 · 5d · σ = 26.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $19 $23 $27 $31 $35 spot $27.06 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).