IV Skew
17.2%
25Δ put − call
Expiry 9/42d 9/119d 9/1816d 9/2523d 10/230d 10/937d 10/1644d 12/18107d +3 more 2027-01-15 (135d) 2027-03-19 (198d) 2028-01-21 (506d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 3.00 0.05 0.00/1.05 0.00 -0.17 0.0150 -0.05 1087.5% 10 11 — — — — — — — — — 4.00 0.15 0.00/2.15 0.00 -0.31 0.0248 -0.10 1162.5% 2 193 3 6 525.0% 0.96 0.0262 -0.07 0.00 2.90/4.00 3.60 4.50 — — — — — — — — — 12 3 875.0% 0.86 0.0405 -0.29 0.00 1.15/4.30 3.40 5.00 — — — — — — — — — 8 2 543.8% 0.89 0.0570 -0.16 0.00 2.00/3.30 2.63 5.50 0.05 0.00/1.20 0.00 -0.18 0.0567 -0.12 581.3% 10 2 162 4 552.3% 0.84 0.0720 -0.21 0.00 1.50/3.00 2.05 6.00 0.02 0.00/0.05 0.00 -0.01 0.0170 -0.01 181.3% 6 701 109 8 268.0% 0.91 0.1016 -0.07 0.00 1.50/2.00 1.72 6.50 0.03 0.00/0.60 0.00 -0.09 0.1056 -0.12 304.7% 10 67 576 104 179.7% 0.91 0.1494 -0.05 0.00 1.10/1.75 1.36 7.00 0.05 0.00/0.10 0.00 -0.01 0.0943 -0.03 126.6% 71 107 120 4 129.7% 0.86 0.2797 -0.04 0.00 0.60/1.25 0.75 7.50 0.02 0.00/0.10 0.00 -0.02 0.2164 -0.06 86.7% 202 1.2k 1.1k 65 51.6% 0.82 0.8216 -0.02 0.00 0.05/0.65 0.35 8.00 0.20 0.10/0.25 0.00 -0.04 0.6374 -0.28 86.7% 251 4.7k 858 611 69.5% 0.32 0.8347 -0.04 0.00 0.10/0.20 0.13 8.50 0.70 0.15/0.90 0.00 -0.07 0.5441 -0.60 115.6% 2 24 649 99 60.9% 0.03 0.2037 -0.01 0.00 0.00/0.05 0.05 9.00 0.96 0.35/1.55 0.00 -0.07 0.3488 -0.77 142.2% 1 10 747 6 213.3% 0.21 0.2234 -0.10 0.00 0.00/0.65 0.05 9.50 1.41 0.70/2.05 0.00 -0.05 0.2190 -0.87 153.9% 4 10 374 1 146.9% 0.05 0.1082 -0.02 0.00 0.00/0.15 0.15 10.00 — — — — — — — — — 1 — 341.4% 0.21 0.1370 -0.15 0.00 0.00/1.00 0.24 10.50 — — — — — — — — — 1 1 371.9% 0.19 0.1174 -0.15 0.00 0.00/1.00 0.65 11.00 3.00 1.30/4.60 0.00 -0.07 0.1021 -0.90 273.4% 6 3 1 — 661.7% 0.34 0.0899 -0.37 0.00 —/1.35 0.05 11.50 — — — — — — — — — — — — — — — — — — 12.00 3.79 1.85/5.40 0.00 -0.45 0.0779 -0.64 786.7% 1 2 3 1 613.3% 0.25 0.0842 -0.30 0.00 0.00/2.00 0.07 12.50 — — — — — — — — — — — — — — — — — — 13.00 4.80 4.70/5.10 0.00 -0.05 0.0480 -0.95 340.6% 9 9 — — — — — — — — — 13.50 5.18 4.90/5.70 0.00 -0.02 0.0235 -0.98 296.9% 3 4 — — — — — — — — — 14.00 5.75 5.00/6.90 0.00 -0.07 0.0444 -0.95 403.9% 4 3
Greeks Profile 2026-09-04 · 2d · σ = 92.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $8 $10 $11 spot $8.28 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).