IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 12/18109d +3 more 2027-01-15 (137d) 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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.81 19.50 0.05 0.00/0.00 0.00 -0.00 0.0011 -0.00 50.0% 2 — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 6.15 20.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 42 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.47 20.50 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 33 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.60 21.00 0.23 0.00/0.00 0.00 -0.00 0.0004 -0.00 25.0% 24 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 3.20 21.50 0.26 0.00/0.00 0.00 -0.00 0.0083 -0.00 25.0% 179 — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 1.98 22.00 0.50 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 63 — — 13 0.0% 1.00 — -0.00 — 0.00/0.00 1.38 22.50 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 44 — — 24 0.0% 1.00 — -0.00 — 0.00/0.00 1.24 23.00 0.83 0.00/0.00 0.00 -0.00 0.0719 -0.00 3.1% 1.4k — — 42 3.1% 0.00 0.0069 -0.00 0.00 0.00/0.00 0.93 23.50 1.02 0.00/0.00 — 0.00 — -1.00 0.0% 203 — — 53 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.67 24.00 1.35 0.00/0.00 — 0.00 — -1.00 0.0% 62 — — 2.4k 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.45 24.50 1.54 0.00/0.00 — 0.00 — -1.00 0.0% 39 — — 157 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.43 25.00 2.14 0.00/0.00 — 0.00 — -1.00 0.0% 1.1k — — 63 25.0% 0.00 0.0011 -0.00 0.00 0.00/0.00 0.30 25.50 2.31 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 2.7k 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.22 26.00 3.04 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 63 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.17 26.50 1.58 0.00/0.00 — 0.00 — -1.00 0.0% — — — 17 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.14 27.00 3.19 0.00/0.00 — 0.00 — -1.00 0.0% 1 —
Greeks Profile 2026-09-04 · 4d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $16 $20 $23 $27 $30 spot $23.21 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).