IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 1/15137d +6 more 2027-02-19 (172d) 2027-04-16 (228d) 2027-05-21 (263d) 2027-08-20 (354d) 2027-11-19 (445d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 19 0.0% 1.00 — -0.00 — 0.00/0.00 4.08 25.00 0.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 178 — — 19 0.0% 1.00 — -0.00 — 0.00/0.00 5.40 25.50 0.11 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 118 — — 201 0.0% 1.00 — -0.00 — 0.00/0.00 3.08 26.00 0.17 0.00/0.00 0.00 -0.00 0.0002 -0.00 25.0% 246 — — 17 0.0% 1.00 — -0.00 — 0.00/0.00 2.61 26.50 0.27 0.00/0.00 0.00 -0.00 0.0028 -0.00 25.0% 92 — — 37 0.0% 1.00 — -0.00 — 0.00/0.00 2.26 27.00 0.31 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 200 — — 14 0.0% 1.00 — -0.00 — 0.00/0.00 2.30 27.50 0.46 0.00/0.00 0.00 -0.00 0.0015 -0.00 12.5% 1.0k — — 69 0.0% 1.00 — -0.00 — 0.00/0.00 1.50 28.00 0.64 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 258 — — 124 0.0% 1.00 — -0.00 — 0.00/0.00 1.20 28.50 0.81 0.00/0.00 0.00 -0.00 0.0074 -0.00 3.1% 253 — — 496 1.6% 0.00 0.0184 -0.00 0.00 0.00/0.00 0.94 29.00 1.07 0.00/0.00 — 0.00 — -1.00 0.0% 345 — — 136 6.3% 0.00 0.0049 -0.00 0.00 0.00/0.00 0.73 29.50 1.33 0.00/0.00 — 0.00 — -1.00 0.0% 233 — — 632 12.5% 0.00 0.0110 -0.00 0.00 0.00/0.00 0.60 30.00 1.80 0.00/0.00 — 0.00 — -1.00 0.0% 291 — — 526 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.39 30.50 2.10 0.00/0.00 — 0.00 — -1.00 0.0% 105 — — 362 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 31.00 2.17 0.00/0.00 — 0.00 — -1.00 0.0% 82 — — 101 25.0% 0.00 0.0018 -0.00 0.00 0.00/0.00 0.23 31.50 1.66 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 585 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.19 32.00 2.60 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 284 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.22 32.50 3.60 0.00/0.00 — 0.00 — -1.00 0.0% 4 —
Greeks Profile 2026-09-04 · 4d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $20 $24 $29 $33 $37 spot $28.82 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).