IV Skew
-0.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 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)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 8.00 0.48 0.00/0.67 0.00 -0.07 0.0190 -0.06 367.2% 1 1 3 2 306.6% 0.85 0.0452 -0.12 0.00 3.65/5.35 4.12 10.50 — — — — — — — — — 9 2 164.1% 0.93 0.0496 -0.04 0.00 3.20/3.75 3.97 11.00 0.03 0.00/0.10 0.00 -0.01 0.0298 -0.03 119.5% — — 102 2 161.7% 0.89 0.0676 -0.05 0.00 2.75/3.35 3.45 11.50 0.07 0.00/0.21 0.00 -0.02 0.0550 -0.06 123.4% 20 233 16 3 172.5% 0.83 0.0861 -0.07 0.00 1.99/3.45 2.54 12.00 0.01 0.00/0.06 0.00 -0.01 0.0426 -0.02 77.3% 3 33 41 2 151.4% 0.80 0.1096 -0.07 0.00 1.49/2.99 2.61 12.50 0.02 0.00/0.08 0.00 -0.01 0.0739 -0.04 66.4% 1 151 233 48 73.4% 0.88 0.1658 -0.03 0.00 1.23/1.43 1.36 13.00 0.06 0.00/0.03 0.00 -0.01 0.1086 -0.04 47.7% 5 181 267 61 53.7% 0.83 0.2807 -0.02 0.00 0.77/0.93 0.90 13.50 0.03 0.00/0.05 0.00 -0.01 0.2583 -0.09 37.9% 660 143 738 158 43.4% 0.68 0.4956 -0.03 0.01 0.32/0.51 0.45 14.00 0.13 0.09/0.14 0.01 -0.02 0.6016 -0.28 33.6% 2.9k 589 1.0k 2.8k 39.1% 0.39 0.5888 -0.03 0.01 0.15/0.22 0.19 14.50 0.35 0.30/0.40 0.01 -0.02 0.6289 -0.61 36.3% 469 857 1.7k 2.7k 38.7% 0.15 0.3665 -0.02 0.00 0.06/0.08 0.06 15.00 0.74 0.68/0.85 0.00 -0.02 0.3516 -0.78 50.4% 231 680 1.3k 901 46.9% 0.08 0.1829 -0.01 0.00 0.02/0.05 0.02 15.50 1.21 1.12/1.27 0.00 -0.01 0.2010 -0.90 52.0% 19 345 1.3k 29 53.1% 0.04 0.0944 -0.01 0.00 0.01/0.05 0.02 16.00 1.67 1.64/1.95 0.00 -0.02 0.1438 -0.90 71.1% 20 32 445 76 51.6% 0.01 0.0306 -0.00 0.00 0.00/0.01 0.02 16.50 2.21 2.09/2.33 0.00 -0.00 0.0306 -0.99 51.6% 4 3 55 1 56.3% 0.00 0.0150 -0.00 0.00 0.00/0.01 0.03 17.00 2.08 2.61/2.75 0.00 -0.01 0.0632 -0.96 82.0% 1 6 88 3 113.3% 0.07 0.0733 -0.03 0.00 0.00/0.23 0.01 17.50 2.28 2.53/4.45 0.00 -0.06 0.0908 -0.85 150.4% 2 — 14 5 137.9% 0.09 0.0703 -0.04 0.00 0.00/0.34 0.03 18.00 3.25 3.00/4.95 0.00 -0.05 0.0785 -0.87 160.2% 9 —
Greeks Profile 2026-09-04 · 5d · σ = 37.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $10 $12 $14 $16 $19 spot $14.30 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).