IV Skew
-128.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 1/15138d 3/19201d +2 more 2027-04-16 (229d) 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 366 3 1437.5% 0.98 0.0053 -0.03 0.00 3.70/4.50 4.10 0.50 0.05 0.00/0.05 0.00 -0.01 0.0035 -0.01 975.0% 4 17 276 2 950.0% 0.97 0.0130 -0.03 0.00 3.20/4.00 3.75 1.00 0.03 0.00/0.45 0.00 -0.05 0.0133 -0.04 1175.0% 4 3 22 1 996.9% 0.94 0.0240 -0.07 0.00 2.80/3.80 3.40 1.50 0.02 0.00/0.25 0.00 -0.03 0.0239 -0.04 712.5% — 3 4 1 768.8% 0.91 0.0400 -0.07 0.00 2.30/3.30 2.86 2.00 0.03 0.00/1.00 0.00 -0.09 0.0353 -0.10 948.4% 40 11 2 1 601.6% 0.88 0.0629 -0.06 0.00 1.80/2.80 2.38 2.50 0.03 0.00/1.00 0.00 -0.08 0.0553 -0.13 746.9% 2 16 — — — — — — — — — 3.00 0.03 0.00/0.25 0.00 -0.03 0.1074 -0.10 315.6% 8 2 3 3 320.3% 0.80 0.1659 -0.05 0.00 0.75/1.75 1.50 3.50 0.03 0.00/0.95 0.00 -0.07 0.1319 -0.23 439.1% 28 2 168 21 218.8% 0.72 0.2951 -0.04 0.00 0.25/1.25 0.93 4.00 0.03 0.00/0.30 0.00 -0.03 0.3772 -0.24 156.3% 1 3 48 122 189.8% 0.54 0.3990 -0.04 0.00 0.15/0.70 0.19 4.50 0.15 0.05/0.25 0.00 -0.01 1.2483 -0.51 60.9% 2 85 92 9 105.5% 0.21 0.5142 -0.02 0.00 0.00/0.15 0.09 5.00 0.55 0.45/0.80 0.00 -0.02 0.4906 -0.76 121.9% 5 125 126 46 153.1% 0.15 0.2859 -0.02 0.00 0.00/0.15 0.20 5.50 0.82 0.80/1.80 0.00 -0.05 0.2529 -0.69 264.8% 10 7 86 2 171.9% 0.09 0.1783 -0.01 0.00 0.00/0.10 0.10 6.00 — — — — — — — — — 44 40 338.3% 0.23 0.1710 -0.05 0.00 0.00/0.50 0.05 6.50 1.80 1.55/2.55 0.00 -0.01 0.1103 -0.95 182.8% 2 3 15 14 499.2% 0.32 0.1364 -0.09 0.00 0.00/1.00 0.20 7.00 — — — — — — — — — 6 6 326.6% 0.12 0.1195 -0.04 0.00 0.00/0.25 0.20 7.50 — — — — — — — — — — — — — — — — — — 8.00 3.32 3.00/4.00 0.00 -0.10 0.1168 -0.71 554.7% 4 1 — — — — — — — — — 8.50 3.70 3.50/4.50 0.00 -0.10 0.1092 -0.72 582.8% 4 1 — — — — — — — — — 9.00 4.13 4.00/5.00 0.00 -0.10 0.1030 -0.73 608.6% 1 — — — — — — — — — — 10.00 5.15 5.00/6.00 0.00 -0.11 0.0932 -0.75 654.7% 2 —
Greeks Profile 2026-09-04 · 5d · σ = 125.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $3 $4 $4 $5 $6 spot $4.48 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).