IV Skew
-4.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-10-15 (411d) 2027-11-19 (446d) 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 57 45 278.9% 0.93 0.0397 -0.05 0.00 3.35/4.45 3.70 7.00 0.01 0.00/0.26 0.00 -0.03 0.0338 -0.05 235.9% 17 133 6 7 259.4% 0.91 0.0519 -0.06 0.00 2.74/4.15 3.26 7.50 0.01 0.00/0.01 0.00 -0.00 0.0065 -0.00 112.5% 4 449 63 322 131.3% 0.97 0.0360 -0.01 0.00 2.56/2.71 2.70 8.00 0.01 0.00/0.01 0.00 -0.00 0.0093 -0.00 93.8% 11 1.2k 30 7 125.8% 0.95 0.0681 -0.02 0.00 2.00/2.49 2.22 8.50 0.01 0.00/0.01 0.00 -0.00 0.0130 -0.00 75.0% 446 2.0k 366 104 95.3% 0.94 0.0951 -0.01 0.00 1.67/1.79 1.71 9.00 0.02 0.02/0.03 0.00 -0.01 0.0638 -0.03 77.3% 465 2.3k 400 170 78.5% 0.91 0.1710 -0.02 0.00 1.21/1.29 1.24 9.50 0.08 0.07/0.08 0.00 -0.02 0.1688 -0.09 77.0% 2.0k 2.2k 3.8k 793 82.4% 0.77 0.2976 -0.03 0.00 0.85/0.91 0.92 10.00 0.19 0.17/0.19 0.00 -0.03 0.3096 -0.22 76.2% 2.5k 6.5k 1.4k 3.1k 79.7% 0.59 0.3908 -0.04 0.00 0.55/0.56 0.56 10.50 0.38 0.37/0.39 0.00 -0.04 0.3955 -0.41 78.7% 5.3k 5.6k 3.6k 30k 80.5% 0.39 0.3828 -0.04 0.00 0.33/0.34 0.33 11.00 0.64 0.64/0.69 0.00 -0.04 0.3828 -0.61 80.5% 3.6k 25k 1.8k 17k 82.4% 0.24 0.2987 -0.03 0.00 0.19/0.20 0.20 11.50 0.87 0.93/1.05 0.00 -0.03 0.3082 -0.79 75.4% 31k 5.3k 30k 19k 85.9% 0.13 0.2004 -0.02 0.00 0.11/0.12 0.11 12.00 1.38 1.39/1.45 0.00 -0.02 0.1926 -0.89 78.9% 1.8k 1.7k 29k 3.4k 88.3% 0.07 0.1220 -0.01 0.00 0.06/0.07 0.07 12.50 1.85 1.48/2.18 0.00 -0.06 0.1512 -0.77 159.0% 24k 24k 9.0k 2.3k 95.3% 0.04 0.0778 -0.01 0.00 0.04/0.05 0.05 13.00 2.34 2.24/2.53 0.00 -0.01 0.0843 -0.95 99.2% 93 343 3.3k 1.2k 103.1% 0.03 0.0526 -0.01 0.00 0.03/0.04 0.04 13.50 2.71 2.47/3.15 0.00 -0.06 0.1077 -0.83 190.2% 78 157 3.3k 1.3k 114.8% 0.03 0.0416 -0.01 0.00 0.03/0.04 0.03 14.00 3.22 2.81/4.10 0.00 -0.03 0.0763 -0.92 153.9% 5 50 927 83 114.1% 0.01 0.0235 -0.00 0.00 0.01/0.03 0.02 14.50 2.46 3.60/4.05 0.00 -0.05 0.0777 -0.89 196.9% 16 49
Greeks Profile 2026-09-04 · 5d · σ = 79.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $11 $12 $14 spot $10.67 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).