IV Skew
-7.0%
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) 2027-12-17 (474d) 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 — 4 690.6% 0.97 0.0163 -0.03 0.00 2.96/4.30 3.52 1.50 0.02 0.00/0.02 0.00 -0.00 0.0039 -0.00 412.5% 1 53 51 50 484.4% 0.97 0.0229 -0.02 0.00 2.68/3.50 3.20 2.00 — — — — — — — — — 2 1 467.2% 0.94 0.0441 -0.03 0.00 2.19/3.15 2.71 2.50 — — — — — — — — — — 1 528.1% 0.87 0.0673 -0.06 0.00 1.75/3.05 2.15 3.00 — — — — — — — — — — — 354.7% 0.86 0.1079 -0.05 0.00 1.25/2.32 2.90 3.50 0.04 0.00/0.01 0.00 -0.00 0.0222 -0.01 125.0% — 2 15 15 191.4% 0.87 0.1899 -0.02 0.00 0.77/1.51 0.95 4.00 0.02 0.01/0.02 0.00 -0.00 0.1023 -0.03 103.1% 138 1.7k 229 220 60.9% 0.94 0.3361 -0.00 0.00 0.51/0.55 0.55 4.50 0.05 0.04/0.06 0.00 -0.01 0.4170 -0.12 82.0% 511 1.1k 1.2k 1.5k 72.7% 0.53 0.9339 -0.02 0.00 0.18/0.23 0.22 5.00 0.21 0.19/0.23 0.00 -0.02 0.8684 -0.47 78.1% 1.4k 2.1k 4.9k 1.1k 85.2% 0.19 0.5423 -0.01 0.00 0.07/0.08 0.08 5.50 0.59 0.54/0.65 0.00 -0.02 0.5229 -0.77 98.4% 143 402 5.7k 3.1k 100.0% 0.07 0.2286 -0.01 0.00 0.03/0.04 0.04 6.00 1.08 0.97/1.15 0.00 -0.01 0.2775 -0.88 123.4% 92 824 775 84 150.0% 0.08 0.1722 -0.01 0.00 0.01/0.11 0.02 6.50 1.50 1.37/1.78 0.00 -0.02 0.1911 -0.89 167.2% 1 102 2.0k 97 146.9% 0.03 0.0827 -0.01 0.00 0.00/0.05 0.01 7.00 1.91 1.69/2.74 0.00 -0.04 0.1684 -0.81 271.1% 4 100 396 8 131.3% 0.01 0.0203 -0.00 0.00 0.00/0.01 0.03 7.50 2.29 2.10/3.05 0.00 -0.02 0.1127 -0.92 223.4% 1 167 322 1 175.0% 0.01 0.0362 -0.00 0.00 0.00/0.03 0.01 8.00 3.08 2.36/3.60 0.00 -0.10 0.1205 -0.70 492.2% 10 58 39 3 404.7% 0.19 0.1144 -0.06 0.00 0.00/0.66 0.04 8.50 — — — — — — — — — 79 43 301.6% 0.07 0.0753 -0.02 0.00 0.00/0.20 0.03 9.00 2.85 3.00/4.75 0.00 -0.12 0.1008 -0.68 602.3% — 48 — — — — — — — — — 10.00 5.00 4.40/7.10 0.00 -0.13 0.0912 -0.70 648.4% 4 3
Greeks Profile 2026-09-04 · 5d · σ = 75.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $4 $5 $6 $7 spot $5.01 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).