IV Skew
3.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +3 more 2027-01-15 (138d) 2027-03-19 (201d) 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 2 6 478.1% 0.90 0.0325 -0.09 0.00 3.50/4.65 3.55 5.50 — — — — — — — — — 1 1 423.4% 0.89 0.0404 -0.09 0.00 2.94/4.15 2.13 6.00 0.15 0.00/0.23 0.00 -0.03 0.0311 -0.04 257.8% 6 2 — — — — — — — — — 6.50 0.01 0.00/0.07 0.00 -0.01 0.0234 -0.02 168.8% 1 3 5 4 189.1% 0.94 0.0557 -0.03 0.00 2.35/3.15 3.06 7.00 0.01 0.00/0.02 0.00 -0.00 0.0139 -0.01 112.5% 34 41 27 6 275.8% 0.83 0.0825 -0.08 0.00 1.42/2.63 1.99 7.50 0.02 0.00/0.24 0.00 -0.03 0.0788 -0.08 159.4% 1 1.4k 85 3 193.0% 0.83 0.1180 -0.06 0.00 1.14/1.97 1.55 8.00 0.01 0.00/0.10 0.00 -0.01 0.0897 -0.05 99.6% 310 1.3k 113 76 114.5% 0.84 0.1861 -0.03 0.00 0.93/1.31 1.03 8.50 0.02 0.00/0.05 0.00 -0.01 0.1206 -0.04 62.5% 20 1.4k 456 84 55.9% 0.86 0.3516 -0.01 0.00 0.45/0.97 0.71 9.00 0.20 0.05/0.20 0.00 -0.02 0.3442 -0.19 69.1% 63 498 387 208 66.0% 0.59 0.5220 -0.03 0.00 0.34/0.50 0.38 9.50 0.28 0.18/0.31 0.00 -0.02 0.5891 -0.40 58.2% 217 94 991 646 65.2% 0.33 0.4921 -0.03 0.00 0.17/0.23 0.20 10.00 0.61 0.48/0.92 0.00 -0.04 0.3713 -0.61 91.4% 96 49 565 180 64.5% 0.14 0.3018 -0.02 0.00 0.06/0.10 0.08 10.50 0.96 0.85/1.12 0.00 -0.02 0.3065 -0.82 75.0% 12 20 461 112 76.6% 0.08 0.1670 -0.01 0.00 0.04/0.07 0.05 11.00 1.14 1.12/1.79 0.00 -0.02 0.1893 -0.89 88.3% 6 2 149 530 75.0% 0.02 0.0684 -0.00 0.00 0.00/0.04 0.04 11.50 1.94 1.53/2.30 0.00 -0.01 0.1101 -0.94 92.2% 6 9 1.0k 70 96.9% 0.03 0.0631 -0.01 0.00 0.02/0.04 0.03 12.00 2.37 2.22/2.88 0.00 -0.04 0.1226 -0.87 155.5% 3 11 222 27 106.3% 0.02 0.0427 -0.01 0.00 0.00/0.05 0.03 12.50 2.38 2.45/3.55 0.00 -0.03 0.0941 -0.91 157.0% 6 2 226 5 114.1% 0.01 0.0293 -0.00 0.00 0.00/0.04 0.01 13.00 — — — — — — — — — 101 1 183.6% 0.07 0.0664 -0.03 0.00 0.00/0.25 0.03 13.50 — — — — — — — — — — — — — — — — — — 14.00 4.57 3.85/5.05 0.00 -0.02 0.0494 -0.95 180.5% 1 9 — — — — — — — — — 15.00 5.04 4.95/6.05 0.00 -0.03 0.0484 -0.94 227.3% — 7
Greeks Profile 2026-09-04 · 5d · σ = 62.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $10 $11 $13 spot $9.63 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).