IV Skew
12.5%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 1/15137d +2 more 2027-04-16 (228d) 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 — 4 0.0% 1.00 — -0.00 — 0.00/0.00 3.45 1.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 3 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.25 1.50 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.85 2.00 0.03 —/0.00 0.00 -0.00 0.0000 — 50.0% — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.22 2.50 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.85 3.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 3 — — 83 0.0% 1.00 — -0.00 — 0.00/0.00 0.75 3.50 0.05 0.00/0.00 0.00 -0.00 0.0007 -0.00 50.0% 10 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 0.35 4.00 0.10 0.00/0.00 0.00 -0.00 0.0713 -0.00 25.0% 44 — — 18 12.5% 0.00 0.0198 -0.00 0.00 0.00/0.00 0.15 4.50 0.30 0.00/0.00 — 0.00 — -1.00 0.0% 84 — — 83 50.0% 0.00 0.0309 -0.00 0.00 0.00/0.00 0.05 5.00 0.53 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 145 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 5.50 1.23 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 14 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 6.00 1.48 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — — — — — — — — 6.50 1.98 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 10 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.06 7.00 2.50 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — — — — — — — — 7.50 2.80 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.10 8.00 3.50 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — 50.0% — 0.0000 -0.00 0.00 —/0.00 0.34 9.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $3 $4 $4 $5 $6 spot $4.30 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).