IV Skew
-2.5%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +8 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-06-16 (657d) 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 12 10 281.3% 0.92 0.0387 -0.04 0.00 3.25/4.55 3.75 6.50 0.01 0.00/0.75 0.00 -0.07 0.0407 -0.11 352.7% 3 6 1 — 245.3% 0.91 0.0493 -0.04 0.00 2.70/4.10 2.43 7.00 0.02 0.00/0.01 0.00 -0.00 0.0097 -0.01 118.8% 56 134 3 1 210.9% 0.90 0.0638 -0.04 0.00 2.20/3.60 2.73 7.50 0.01 0.00/0.01 0.00 -0.00 0.0121 -0.01 96.9% 1 111 85 2 132.0% 0.94 0.0716 -0.02 0.00 2.09/2.28 2.36 8.00 0.01 0.00/0.03 0.00 -0.00 0.0381 -0.02 95.3% 10 5.0k 315 14 96.9% 0.94 0.0955 -0.01 0.00 1.60/1.76 1.72 8.50 0.02 0.00/0.05 0.00 -0.01 0.0746 -0.04 82.8% 3 250 355 45 64.1% 0.94 0.1353 -0.01 0.00 1.18/1.24 1.20 9.00 0.02 0.01/0.04 0.00 -0.01 0.1280 -0.05 61.7% 198 1.9k 408 45 66.0% 0.82 0.3072 -0.02 0.00 0.68/0.82 0.79 9.50 0.06 0.04/0.06 0.00 -0.01 0.3115 -0.13 52.3% 212 4.2k 1.5k 4.7k 52.3% 0.64 0.5468 -0.02 0.00 0.37/0.41 0.40 10.00 0.19 0.18/0.21 0.00 -0.02 0.5542 -0.36 51.6% 580 1.2k 4.4k 4.3k 54.9% 0.36 0.5219 -0.02 0.00 0.18/0.20 0.19 10.50 0.49 0.46/0.51 0.00 -0.02 0.5141 -0.63 55.9% 558 321 7.6k 1.5k 59.0% 0.17 0.3328 -0.02 0.00 0.08/0.09 0.09 11.00 0.85 0.82/0.95 0.00 -0.02 0.3314 -0.81 61.7% 84 956 20k 13k 64.1% 0.08 0.1789 -0.01 0.00 0.03/0.05 0.03 11.50 1.10 1.26/1.43 0.00 -0.01 0.1928 -0.90 69.5% 12 222 7.0k 63 71.9% 0.04 0.1002 -0.01 0.00 0.02/0.03 0.02 12.00 1.52 1.74/1.93 0.00 -0.01 0.1265 -0.93 82.8% 8 365 688 7 78.1% 0.02 0.0568 -0.00 0.00 0.01/0.02 0.02 12.50 2.17 2.24/2.43 0.00 -0.01 0.0942 -0.94 97.7% 12 56 1.5k 156 114.1% 0.06 0.0774 -0.01 0.00 0.00/0.10 0.02 13.00 2.57 2.74/2.93 0.00 -0.01 0.0747 -0.95 111.7% 6 62 166 1 103.1% 0.02 0.0368 -0.01 0.00 0.01/0.02 0.01 13.50 3.22 3.20/3.45 0.00 -0.01 0.0552 -0.96 118.8% 2 49 332 1 106.3% 0.01 0.0231 -0.00 0.00 0.00/0.02 0.02 14.00 3.55 3.70/3.95 0.00 -0.01 0.0463 -0.96 130.5% 3 47
Greeks Profile 2026-09-04 · 6d · σ = 52.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $10 $12 $13 spot $10.21 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).