IV Skew
-5.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +5 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 1 4 344.5% 0.89 0.0278 -0.13 0.00 5.65/7.00 6.10 11.00 — — — — — — — — — 4 4 275.0% 0.88 0.0371 -0.11 0.00 4.35/6.10 5.15 12.00 — — — — — — — — — 5 10 277.0% 0.82 0.0481 -0.14 0.01 3.20/5.85 4.22 13.00 0.03 0.00/0.02 0.00 -0.00 0.0091 -0.01 84.4% 3 4 1 — 161.1% 0.85 0.0758 -0.08 0.00 2.15/4.00 6.16 14.00 0.18 0.00/0.08 0.00 -0.01 0.0403 -0.03 78.9% 2 1 47 4 77.7% 0.88 0.1283 -0.03 0.00 1.63/1.97 5.20 15.00 0.03 0.00/0.03 0.00 -0.01 0.0750 -0.03 49.2% 5 95 3 3 59.4% 0.86 0.1938 -0.03 0.00 1.01/1.57 1.66 15.50 0.03 0.03/0.08 0.00 -0.02 0.1820 -0.10 48.8% 8 272 41 6 77.3% 0.69 0.2345 -0.05 0.01 0.76/1.38 0.90 16.00 0.14 0.11/0.16 0.01 -0.03 0.3321 -0.21 44.9% 1.2k 709 220 40 59.2% 0.57 0.3407 -0.05 0.01 0.40/0.62 0.56 16.50 0.30 0.27/0.32 0.01 -0.03 0.4694 -0.41 42.6% 508 558 1.4k 1.3k 48.8% 0.37 0.3977 -0.04 0.01 0.24/0.30 0.26 17.00 0.57 0.55/0.68 0.01 -0.04 0.3753 -0.62 52.1% 286 1.7k 208 166 50.8% 0.21 0.2933 -0.03 0.01 0.11/0.17 0.15 17.50 0.92 0.92/1.06 0.01 -0.03 0.2821 -0.76 56.3% 42 82 1.3k 1.1k 48.4% 0.09 0.1731 -0.02 0.00 0.05/0.07 0.05 18.00 1.24 1.18/1.41 0.00 -0.01 0.1651 -0.92 46.1% 1 244 293 82 52.0% 0.05 0.0941 -0.01 0.00 0.02/0.04 0.04 18.50 1.59 1.65/2.00 0.00 -0.03 0.1413 -0.87 75.4% 2 10 714 22 50.8% 0.01 0.0373 -0.00 0.00 0.01/0.02 0.02 19.00 2.22 2.12/2.39 0.00 -0.01 0.0677 -0.96 61.7% 3 125 50 3 64.8% 0.02 0.0397 -0.01 0.00 0.00/0.05 0.02 19.50 3.08 2.57/2.95 0.00 -0.02 0.0781 -0.93 87.9% 1 3 210 27 56.3% 0.00 0.0085 -0.00 0.00 0.00/0.01 0.01 20.00 3.20 3.00/3.50 0.00 -0.03 0.0736 -0.91 109.0% 3 4 5 14 134.0% 0.11 0.0705 -0.05 0.00 0.00/0.45 0.02 20.50 3.70 3.60/3.90 0.00 -0.01 0.0383 -0.97 91.8% 5 4
Greeks Profile 2026-09-04 · 5d · σ = 50.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $14 $17 $19 $22 spot $16.65 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).