IV Skew
-10.9%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 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 598 40 700.0% 0.99 0.0087 -0.01 0.00 2.85/3.60 3.05 1.00 — — — — — — — — — 7 7 512.5% 0.99 0.0162 -0.01 0.00 2.35/3.10 2.45 1.50 — — — — — — — — — — — — — — — — — — 2.00 0.03 0.00/0.20 0.00 -0.03 0.0465 -0.05 531.3% 10 4 1 1 281.3% 0.97 0.0520 -0.01 0.00 1.35/2.10 1.40 2.50 — — — — — — — — — 5 3 50.0% 1.00 0.0000 -0.00 0.00 0.85/1.55 1.00 3.00 — — — — — — — — — — — — — — — — — — 3.50 0.05 0.00/0.20 0.00 -0.02 0.2841 -0.15 190.6% 2 10k 57 10 65.6% 0.77 1.0423 -0.01 0.00 0.15/0.35 0.10 4.00 0.10 0.00/0.10 0.00 -0.01 1.0423 -0.23 65.6% 4 3.0k 30 1 76.6% 0.21 0.8505 -0.01 0.00 0.00/0.10 0.05 4.50 0.68 0.20/0.50 0.00 -0.01 0.8505 -0.79 76.6% 2 2 9 1 173.4% 0.19 0.3593 -0.03 0.00 0.00/0.20 0.15 5.00 0.85 0.55/1.15 0.00 -0.01 0.3443 -0.88 135.9% — 7 — — — — — — — — — 6.00 2.02 1.50/2.15 0.00 -0.01 0.1109 -0.96 187.5% 2 1 — — — — — — — — — 6.50 2.40 2.00/2.65 0.00 -0.01 0.0866 -0.96 221.9% 3 — — — — — — — — — — 7.00 2.95 2.45/3.20 0.00 -0.01 0.0694 -0.97 250.0% 1 2 — — — — — — — — — 7.50 3.50 2.95/3.70 0.00 -0.01 0.0576 -0.97 275.0% 5 2
Greeks Profile 2026-09-04 · 4d · σ = 65.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $3 $4 $4 $5 $5 spot $4.20 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).