IV Skew
2.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +7 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 14 2 328.9% 0.92 0.0222 -0.10 0.00 6.25/7.75 7.24 11.00 — — — — — — — — — 4 3 292.6% 0.90 0.0295 -0.11 0.00 5.20/6.90 6.17 12.00 — — — — — — — — — 1 4 239.1% 0.89 0.0394 -0.10 0.00 4.40/5.60 5.22 13.00 0.10 0.00/0.95 0.00 -0.09 0.0393 -0.11 234.8% 2 12 — — — — — — — — — 14.00 0.01 0.00/0.53 0.00 -0.05 0.0525 -0.09 156.3% 1 279 — — — — — — — — — 14.50 0.01 0.00/0.01 0.00 -0.00 0.0075 -0.00 59.4% 4 16 67 35 114.5% 0.89 0.0806 -0.05 0.00 2.40/3.05 3.08 15.00 0.01 0.00/0.04 0.00 -0.01 0.0307 -0.02 62.5% 2 140 1 — 125.0% 0.82 0.1033 -0.07 0.01 1.94/2.87 2.76 15.50 0.03 0.00/0.13 0.00 -0.01 0.0798 -0.05 66.0% 15 3.7k 58 1 78.5% 0.85 0.1463 -0.04 0.00 1.49/1.93 1.80 16.00 0.06 0.03/0.10 0.00 -0.01 0.1212 -0.07 52.7% 6 300 8 5 95.7% 0.72 0.1713 -0.07 0.01 1.02/1.95 1.26 16.50 0.15 0.07/0.35 0.01 -0.03 0.2184 -0.19 61.5% 34 198 61 13 53.1% 0.69 0.3224 -0.04 0.01 0.64/0.95 0.97 17.00 0.28 0.21/0.30 0.01 -0.04 0.3196 -0.31 53.7% 46 398 141 21 51.8% 0.52 0.3760 -0.04 0.01 0.19/0.81 0.54 17.50 0.47 0.40/0.64 0.01 -0.04 0.3623 -0.48 53.7% 304 224 283 149 53.3% 0.34 0.3358 -0.04 0.01 0.25/0.37 0.34 18.00 0.73 0.65/0.85 0.01 -0.04 0.3151 -0.65 57.6% 154 118 270 164 59.4% 0.22 0.2465 -0.04 0.01 0.09/0.35 0.21 18.50 1.04 0.95/1.34 0.01 -0.05 0.2213 -0.72 73.8% 7 90 479 109 51.6% 0.09 0.1576 -0.02 0.00 0.01/0.15 0.13 19.00 1.42 1.50/1.67 0.00 -0.02 0.1595 -0.90 52.3% 3 22 165 30 73.8% 0.11 0.1281 -0.03 0.00 0.06/0.22 0.11 19.50 1.68 1.65/2.17 0.00 -0.03 0.1319 -0.87 78.7% 1 2 2.6k 72 66.0% 0.05 0.0718 -0.01 0.00 0.01/0.10 0.05 20.00 2.25 2.11/2.78 0.00 -0.05 0.1106 -0.84 107.4% 2 21 97 15 68.0% 0.03 0.0435 -0.01 0.00 0.01/0.06 0.03 20.50 2.31 2.75/3.15 0.00 -0.03 0.0830 -0.91 97.3% 2 4 34 1 71.9% 0.02 0.0288 -0.01 0.00 0.00/0.05 0.06 21.00 3.25 3.25/3.65 0.00 -0.03 0.0695 -0.92 107.0% 2 59
Greeks Profile 2026-09-04 · 5d · σ = 52.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $15 $18 $20 $23 spot $17.50 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).