IV Skew
0.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +2 more 2027-02-19 (173d) 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 6 2 668.8% 0.98 0.0071 -0.05 0.00 7.05/7.85 7.03 3.00 — — — — — — — — — — 2 910.2% 0.92 0.0132 -0.16 0.00 5.40/7.10 6.45 4.00 — — — — — — — — — 1 — 551.6% 0.95 0.0165 -0.07 0.00 5.65/6.50 5.91 4.50 — — — — — — — — — — 1 415.6% 0.96 0.0178 -0.05 0.00 5.15/5.75 5.25 5.00 — — — — — — — — — — — — — — — — — — 6.00 0.10 0.00/1.52 0.00 -0.14 0.0300 -0.13 577.3% 2 3 — — — — — — — — — 7.00 0.09 0.00/0.52 0.00 -0.06 0.0487 -0.10 297.7% 2 18 1 — 280.5% 0.83 0.0762 -0.09 0.00 1.80/2.76 1.82 8.00 0.01 0.01/0.26 0.00 -0.03 0.0775 -0.09 176.6% 1 205 — — — — — — — — — 8.50 0.09 0.00/0.20 0.00 -0.03 0.1040 -0.09 131.3% 1 27 12 1 70.3% 0.95 0.1132 -0.01 0.00 0.67/1.98 1.55 9.00 0.04 0.00/0.09 0.00 -0.01 0.1363 -0.07 80.5% 8 170 2 1 70.3% 0.85 0.2766 -0.02 0.00 0.27/1.51 0.67 9.50 0.11 0.06/0.15 0.00 -0.02 0.2753 -0.16 74.6% 13 75 112 3 107.4% 0.62 0.2943 -0.05 0.00 0.45/0.99 0.53 10.00 0.25 0.20/0.30 0.00 -0.03 0.4170 -0.35 73.4% 84 102 76 190 63.3% 0.42 0.5111 -0.03 0.00 0.09/0.40 0.29 10.50 0.49 0.39/0.68 0.00 -0.04 0.4066 -0.56 80.5% 12 170 539 576 72.7% 0.23 0.3506 -0.03 0.00 0.10/0.18 0.15 11.00 0.89 0.41/1.28 0.00 -0.03 0.3482 -0.76 73.8% 9 95 92 10 84.4% 0.14 0.2236 -0.02 0.00 0.02/0.17 0.06 11.50 — — — — — — — — — 317 34 97.7% 0.10 0.1505 -0.02 0.00 0.00/0.15 0.05 12.00 — — — — — — — — — 18 4 199.6% 0.24 0.1289 -0.07 0.00 0.00/0.75 0.07 12.50 — — — — — — — — — 20 5 162.5% 0.13 0.1081 -0.04 0.00 0.00/0.32 0.07 13.00 2.80 2.25/3.45 0.00 -0.04 0.1070 -0.88 159.4% 26 5 — — — — — — — — — 13.50 3.27 2.10/4.50 0.00 -0.03 0.0821 -0.91 157.8% 16 2 15 40 137.5% 0.03 0.0457 -0.01 0.00 0.00/0.07 0.06 14.00 3.78 3.35/3.85 0.00 -0.04 0.0789 -0.89 192.2% 22 11 — — — — — — — — — 14.50 4.20 3.75/4.40 0.00 -0.05 0.0745 -0.88 224.2% 2 6 121 3 140.6% 0.01 0.0210 -0.01 0.00 0.01/0.02 0.02 15.00 4.70 4.25/5.40 0.00 -0.04 0.0592 -0.92 210.9% 4 6 — — — — — — — — — 15.50 5.45 4.75/5.40 0.00 -0.05 0.0612 -0.89 252.3% 4 5
Greeks Profile 2026-09-04 · 5d · σ = 71.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $10 $12 $13 spot $10.30 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).