IV Skew
-7.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +2 more 2027-03-19 (201d) 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 3 2 352.0% 0.82 0.0416 -0.17 0.00 2.91/4.80 5.21 11.50 0.07 0.00/0.47 0.00 -0.06 0.0446 -0.09 204.7% 1 24 59 1 205.1% 0.88 0.0556 -0.08 0.00 3.05/4.35 4.48 12.00 0.01 0.00/0.23 0.00 -0.03 0.0472 -0.06 147.7% 5 44 5 2 122.3% 0.94 0.0571 -0.03 0.00 2.58/3.35 3.12 12.50 0.09 0.01/0.17 0.00 -0.03 0.0561 -0.06 120.3% 8 61 16 11 76.6% 0.97 0.0458 -0.01 0.00 2.04/2.75 2.52 13.00 0.05 0.02/0.05 0.00 -0.01 0.0536 -0.04 82.0% 21 93 6 2 98.8% 0.88 0.1112 -0.04 0.00 1.68/2.35 2.13 13.50 0.08 0.05/0.10 0.00 -0.02 0.0994 -0.08 80.9% 44 41 50 26 81.3% 0.85 0.1596 -0.04 0.00 1.40/1.65 1.39 14.00 0.17 0.11/0.19 0.00 -0.03 0.1597 -0.15 80.5% 83 192 15 9 82.0% 0.75 0.2172 -0.05 0.01 0.96/1.35 1.09 14.50 0.25 0.22/0.28 0.01 -0.04 0.2264 -0.24 76.6% 66 50 75 26 84.8% 0.62 0.2500 -0.06 0.01 0.76/0.96 0.82 15.00 0.48 0.36/0.56 0.01 -0.05 0.2613 -0.38 80.9% 322 603 16 316 91.0% 0.49 0.2436 -0.07 0.01 0.52/0.79 0.55 15.50 0.73 0.62/0.90 0.01 -0.06 0.2522 -0.51 87.9% 414 119 232 641 84.0% 0.36 0.2481 -0.06 0.01 0.37/0.44 0.38 16.00 1.04 0.90/1.18 0.01 -0.06 0.2462 -0.64 84.8% 145 275 285 336 87.5% 0.26 0.2071 -0.05 0.01 0.25/0.32 0.26 16.50 1.58 1.24/1.64 0.01 -0.05 0.2027 -0.73 91.0% 30 223 947 402 87.9% 0.18 0.1649 -0.04 0.00 0.15/0.22 0.18 17.00 1.79 1.68/2.11 0.01 -0.05 0.1607 -0.78 101.6% 272 204 117 52 109.4% 0.17 0.1297 -0.05 0.00 0.10/0.34 0.12 17.50 2.23 2.13/2.50 0.00 -0.04 0.1291 -0.84 102.7% 4 54 873 61 89.8% 0.07 0.0871 -0.02 0.00 0.05/0.10 0.07 18.00 2.75 2.45/2.79 0.00 -0.04 0.1037 -0.87 111.3% 8 677 177 36 108.6% 0.08 0.0777 -0.03 0.00 0.05/0.15 0.07 18.50 3.25 2.93/3.60 0.00 -0.04 0.0840 -0.90 118.0% 4 12 465 98 92.2% 0.03 0.0392 -0.01 0.00 0.02/0.04 0.04 19.00 3.75 3.50/4.00 0.00 -0.03 0.0695 -0.91 125.4% 9 127
Greeks Profile 2026-09-04 · 5d · σ = 89.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $11 $13 $15 $18 $20 spot $15.37 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).