IV Skew
25.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 12/18109d +7 more 2027-01-15 (137d) 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 2028-01-21 (508d) 2028-06-16 (655d) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.76 0.50 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.13 1.00 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 0.52 1.50 0.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 746 0.0% 1.00 — -0.00 — 0.00/0.00 0.19 2.00 0.04 0.00/0.00 0.00 -0.00 0.2319 -0.00 25.0% 545 — — 6.1k 50.0% 0.00 0.0480 -0.00 0.00 0.00/0.00 0.03 2.50 0.37 0.00/0.00 — 0.00 — -1.00 0.0% 221 — — 237 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 3.00 0.85 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 26 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.01 3.50 1.42 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 3 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.01 4.00 1.93 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 50 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 4.50 — — — — — — — — — — 4 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.02 5.00 2.72 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 2 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.01 5.50 — — — — — — — — — — 1 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.03 6.00 3.40 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-04 · 4d · σ = 12.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $1 $2 $2 $2 $3 spot $2.14 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).