IV Skew
-6.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 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 15 1 257.0% 0.82 0.0485 -0.14 0.01 3.45/5.65 3.66 14.00 0.01 0.00/0.95 0.00 -0.09 0.0513 -0.13 199.2% 10 21 15 2 139.1% 0.90 0.0587 -0.05 0.00 1.73/5.15 3.25 14.50 0.04 0.00/0.57 0.00 -0.06 0.0602 -0.11 147.7% 2 84 12 2 152.7% 0.85 0.0750 -0.08 0.00 2.10/4.15 2.64 15.00 0.05 0.00/0.72 0.00 -0.07 0.0755 -0.14 142.6% 2 482 252 9 59.4% 0.97 0.0481 -0.01 0.00 2.02/2.44 2.37 15.50 0.13 0.00/0.62 0.00 -0.06 0.0956 -0.15 116.8% 10 133 47 6 78.5% 0.88 0.1264 -0.04 0.00 1.04/2.71 1.33 16.00 0.02 0.00/0.04 0.00 -0.01 0.0836 -0.04 50.8% 29 1.4k 167 10 52.3% 0.88 0.1820 -0.02 0.00 1.19/1.43 1.22 16.50 0.05 0.04/0.07 0.00 -0.01 0.1681 -0.09 45.3% 65 92 167 57 52.7% 0.76 0.2869 -0.04 0.01 0.76/0.93 0.93 17.00 0.16 0.10/0.16 0.01 -0.03 0.3125 -0.21 43.9% 596 333 321 323 50.8% 0.59 0.3692 -0.04 0.01 0.47/0.60 0.51 17.50 0.30 0.25/0.35 0.01 -0.04 0.4100 -0.40 45.5% 275 103 326 1.2k 43.0% 0.38 0.4289 -0.03 0.01 0.26/0.29 0.29 18.00 0.53 0.38/0.82 0.01 -0.05 0.2843 -0.57 66.8% 46 73 487 578 50.2% 0.24 0.2976 -0.03 0.01 0.06/0.20 0.13 18.50 0.98 0.65/1.03 0.01 -0.03 0.2874 -0.75 53.9% 64 43 444 1.5k 48.0% 0.11 0.1901 -0.02 0.00 0.05/0.09 0.08 19.00 1.26 0.95/1.53 0.01 -0.04 0.1981 -0.80 68.6% 3 58 290 46 48.0% 0.05 0.0972 -0.01 0.00 0.01/0.04 0.02 19.50 2.33 1.42/2.85 0.01 -0.06 0.1457 -0.79 95.9% 2 3 630 723 50.0% 0.02 0.0473 -0.01 0.00 0.01/0.02 0.01 20.00 2.35 2.00/4.30 0.01 -0.12 0.0993 -0.70 170.3% 3 4 3 10 64.1% 0.03 0.0482 -0.01 0.00 0.00/0.07 0.07 20.50 — — — — — — — — — 599 2 72.7% 0.02 0.0388 -0.01 0.00 0.00/0.07 0.02 21.00 — — — — — — — — — — — — — — — — — — 21.50 4.39 2.91/4.95 0.00 -0.03 0.0600 -0.93 107.4% 1 2 3 2 191.0% 0.20 0.0698 -0.11 0.01 0.00/1.20 0.12 22.00 — — — — — — — — — — — — — — — — — — 23.00 5.80 4.35/7.05 0.00 -0.08 0.0567 -0.87 183.4% — — — — — — — — — — — 24.00 7.20 5.80/8.25 0.01 -0.13 0.0517 -0.82 248.4% — —
Greeks Profile 2026-09-04 · 5d · σ = 48.1%
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 $17.70 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).