IV Skew
0.0%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 1/15136d +2 more 2027-04-16 (227d) 2028-01-21 (507d)
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 — 0.0% 1.00 — -0.00 — 0.00/0.00 11.60 10.00 — — — — — — — — — 1 — 0.0% 1.00 — -0.00 — 0.00/0.00 10.80 11.00 — — — — — — — — — 1 — 0.0% 1.00 — -0.00 — 0.00/0.00 4.63 14.00 0.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 107 163 — — — — — — — — — 14.50 0.13 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 30 113 11 2 0.0% 1.00 — -0.00 — 0.00/0.00 4.03 15.00 0.20 0.00/0.00 0.00 -0.00 0.0004 -0.00 50.0% 84 68 1 — 0.0% 1.00 — -0.00 — 0.00/0.00 3.65 15.50 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 622 641 16 12 0.0% 1.00 — -0.00 — 0.00/0.00 2.20 16.00 0.36 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 94 243 — — — — — — — — — 16.50 0.60 0.00/0.00 0.00 -0.00 0.0047 -0.00 25.0% 74 676 47 13 0.0% 1.00 — -0.00 — 0.00/0.00 2.00 17.00 0.82 0.00/0.00 0.00 -0.00 0.0010 -0.00 12.5% 107 1.5k 52 115 0.0% 1.00 — -0.00 — 0.00/0.00 1.34 17.50 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 345 382 693 705 3.1% 0.00 0.0002 -0.00 0.00 0.00/0.00 1.10 18.00 1.24 0.00/0.00 — 0.00 — -1.00 0.0% 781 972 198 216 12.5% 0.00 0.0035 -0.00 0.00 0.00/0.00 0.91 18.50 1.59 0.00/0.00 — 0.00 — -1.00 0.0% 53 126 283 165 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.75 19.00 2.00 0.00/0.00 — 0.00 — -1.00 0.0% 68 293 139 18 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.64 19.50 2.33 0.00/0.00 — 0.00 — -1.00 0.0% 14 111 490 251 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 20.00 2.67 0.00/0.00 — 0.00 — -1.00 0.0% 113 185 772 763 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 20.50 3.13 0.00/0.00 — 0.00 — -1.00 0.0% 19 24 430 164 50.0% 0.00 0.0006 -0.00 0.00 0.00/0.00 0.38 21.00 3.20 0.00/0.00 — 0.00 — -1.00 0.0% 5 161 483 46 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.30 21.50 3.01 0.00/0.00 — 0.00 — -1.00 0.0% 1 12
Greeks Profile 2026-09-04 · 3d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $15 $18 $20 $23 spot $17.76 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).