IV Skew
-7.8%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 1/15139d +6 more 2027-02-19 (174d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 307 10 1362.5% 0.98 0.0056 -0.03 0.00 3.70/4.00 3.90 0.50 0.01 0.00/0.01 0.00 -0.00 0.0017 -0.00 700.0% 1 2 151 3 1756.3% 0.96 0.0083 -0.07 0.00 2.75/3.95 3.40 1.00 0.01 0.00/0.01 0.00 -0.00 0.0036 -0.00 475.0% 1 1 92 11 350.0% 1.00 0.0068 -0.00 0.00 2.25/3.50 2.80 1.50 — — — — — — — — — 73 4 387.5% 0.97 0.0349 -0.01 0.00 2.23/2.42 2.34 2.00 0.01 0.00/0.01 0.00 -0.00 0.0097 -0.00 250.0% — 1 41 2 225.0% 0.98 0.0362 -0.01 0.00 1.51/2.26 2.05 2.50 0.01 0.00/0.01 0.00 -0.00 0.0191 -0.01 187.5% 1 1 30 1 232.8% 0.92 0.1129 -0.02 0.00 1.30/1.58 1.35 3.00 0.01 0.00/0.01 0.00 -0.00 0.0365 -0.01 131.3% 1 22 33 2 137.5% 0.91 0.2077 -0.01 0.00 0.70/1.13 0.81 3.50 0.01 0.00/0.02 0.00 -0.00 0.1218 -0.03 93.8% 867 64 1.5k 1.6k 73.4% 0.84 0.5913 -0.01 0.00 0.40/0.43 0.43 4.00 0.05 0.04/0.05 0.00 -0.01 0.5913 -0.16 73.4% 1.4k 2.6k 11k 6.5k 81.3% 0.41 0.8550 -0.01 0.00 0.13/0.15 0.13 4.50 0.28 0.27/0.28 0.00 -0.01 0.8400 -0.59 82.8% 1.6k 7.9k 15k 9.0k 92.2% 0.14 0.4338 -0.01 0.00 0.04/0.05 0.04 5.00 0.68 0.63/0.71 0.00 -0.01 0.4290 -0.87 89.1% 969 1.6k 7.5k 1.1k 103.1% 0.05 0.1719 -0.00 0.00 0.01/0.02 0.02 5.50 1.15 1.08/1.31 0.00 -0.01 0.2580 -0.87 146.9% 2 151 876 632 106.3% 0.01 0.0529 -0.00 0.00 0.00/0.01 0.01 6.00 1.67 1.56/1.75 0.00 -0.01 0.1325 -0.95 143.8% 10 12 746 15 131.3% 0.01 0.0412 -0.00 0.00 0.00/0.01 0.01 6.50 2.05 2.06/2.19 0.00 -0.02 0.1382 -0.91 209.4% 1 2 4 1 203.1% 0.05 0.0860 -0.01 0.00 0.00/0.06 0.01 7.00 2.54 2.56/2.69 0.00 -0.02 0.1127 -0.92 235.9% 4 5 — — — — — — — — — 7.50 3.18 2.50/3.80 0.00 -0.01 0.0586 -0.97 209.4% 2 — 2 1 265.6% 0.05 0.0742 -0.01 0.00 0.00/0.09 0.06 8.00 3.65 3.45/3.70 0.00 -0.02 0.0883 -0.92 292.2% 2 3 — — 237.5% 0.01 0.0256 -0.00 0.00 0.00/0.02 0.01 9.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 82.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $3 $4 $4 $5 $6 spot $4.37 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).