IV Skew
1.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 72 5 56.3% 0.97 0.0324 -0.02 0.00 3.40/3.75 3.54 27.00 0.03 0.03/0.07 0.00 -0.01 0.0307 -0.03 55.1% 26 619 55 4 73.0% 0.90 0.0684 -0.05 0.01 2.79/3.25 3.02 27.50 0.08 0.05/0.14 0.00 -0.02 0.0530 -0.05 56.3% 10 410 352 13 66.2% 0.88 0.0862 -0.05 0.01 2.30/2.77 2.45 28.00 0.09 0.06/0.18 0.00 -0.03 0.0746 -0.07 52.1% 77 661 116 61 55.4% 0.86 0.1103 -0.05 0.01 2.04/2.46 2.09 28.50 0.16 0.13/0.23 0.01 -0.03 0.1079 -0.12 50.6% 405 739 231 73 58.0% 0.79 0.1403 -0.06 0.01 1.58/1.90 1.76 29.00 0.24 0.16/0.29 0.01 -0.05 0.1465 -0.19 51.2% 151 123 2.8k 96 53.6% 0.72 0.1758 -0.07 0.01 1.26/1.49 1.30 29.50 0.38 0.29/0.42 0.01 -0.06 0.1838 -0.27 50.2% 612 172 457 281 52.3% 0.63 0.2026 -0.07 0.01 0.97/1.16 1.06 30.00 0.52 0.42/0.61 0.01 -0.07 0.2091 -0.37 50.6% 191 105 130 263 55.2% 0.52 0.2021 -0.08 0.01 0.70/0.94 0.83 30.50 0.75 0.65/0.83 0.01 -0.07 0.2239 -0.48 49.8% 78 60 423 1.6k 51.2% 0.41 0.2130 -0.07 0.01 0.50/0.65 0.57 31.00 1.02 0.92/1.17 0.01 -0.07 0.2042 -0.58 53.5% 39 9 44 55 51.0% 0.31 0.1943 -0.07 0.01 0.32/0.47 0.42 31.50 — — — — — — — — — 825 242 50.2% 0.22 0.1659 -0.05 0.01 0.22/0.32 0.27 32.00 1.80 1.57/1.90 0.01 -0.06 0.1565 -0.75 57.2% 4 7 1.0k 132 48.6% 0.14 0.1302 -0.04 0.01 0.14/0.20 0.19 32.50 4.04 1.00/2.79 0.01 -0.11 0.1054 -0.70 92.6% 1 1 309 30 50.8% 0.10 0.0976 -0.03 0.01 0.05/0.15 0.13 33.00 4.35 2.30/4.00 0.01 -0.10 0.0972 -0.75 92.2% 1 — 18 98 57.2% 0.09 0.0786 -0.03 0.01 0.01/0.15 0.07 33.50 3.91 2.30/4.45 0.01 -0.07 0.0896 -0.83 79.9% — 1 212 6 53.1% 0.04 0.0499 -0.02 0.00 0.03/0.12 0.08 34.00 — — — — — — — — — 10 8 58.6% 0.04 0.0416 -0.02 0.00 0.01/0.14 0.10 34.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 52.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $21 $26 $31 $35 $40 spot $30.52 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).