IV Skew
-9.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +4 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-06-17 (291d) 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 21 2 301.6% 0.98 0.0156 -0.01 0.00 3.50/3.95 3.95 4.00 0.01 0.00/0.01 0.00 -0.00 0.0034 -0.00 212.5% 1 3.9k 1 2 381.3% 0.93 0.0375 -0.05 0.00 3.30/3.95 4.23 4.50 0.01 0.00/0.01 0.00 -0.00 0.0042 -0.00 175.0% 1 363 10 10 314.8% 0.92 0.0495 -0.04 0.00 2.76/3.45 3.80 5.00 0.01 0.00/0.01 0.00 -0.00 0.0058 -0.00 143.8% 1 207 5 2 195.3% 0.96 0.0520 -0.02 0.00 2.26/2.69 2.40 5.50 0.01 0.00/0.02 0.00 -0.00 0.0168 -0.01 131.3% 1 315 59 1 109.4% 0.99 0.0337 -0.00 0.00 1.76/2.07 2.03 6.00 0.01 0.00/0.02 0.00 -0.00 0.0268 -0.01 103.1% 4 1.7k 13 4 106.3% 0.95 0.1066 -0.01 0.00 1.28/1.61 2.28 6.50 0.02 0.00/0.12 0.00 -0.01 0.1178 -0.06 114.8% 239 931 1.8k 80 85.2% 0.90 0.2263 -0.01 0.00 0.90/1.04 0.97 7.00 0.02 0.01/0.03 0.00 -0.00 0.1480 -0.04 59.4% 4.2k 383 430 258 67.2% 0.76 0.4998 -0.02 0.00 0.50/0.56 0.55 7.50 0.11 0.10/0.11 0.00 -0.02 0.5268 -0.22 60.5% 1.1k 1.9k 1.5k 4.7k 67.6% 0.46 0.6345 -0.03 0.00 0.24/0.26 0.24 8.00 0.32 0.32/0.34 0.00 -0.02 0.6766 -0.55 63.3% 6.0k 2.8k 2.7k 5.9k 70.3% 0.20 0.4309 -0.02 0.00 0.10/0.11 0.10 8.50 0.64 0.65/0.71 0.00 -0.01 0.4372 -0.83 62.9% 2.7k 2.4k 6.9k 4.5k 79.7% 0.09 0.2193 -0.01 0.00 0.05/0.06 0.05 9.00 1.13 1.10/1.16 0.00 -0.01 0.1790 -0.94 68.0% 2.7k 6.5k 8.6k 5.3k 90.6% 0.05 0.1161 -0.01 0.00 0.03/0.04 0.04 9.50 1.63 1.55/1.70 0.00 -0.00 0.0990 -0.97 84.4% 508 1.2k 7.1k 3.5k 101.6% 0.03 0.0675 -0.01 0.00 0.02/0.03 0.02 10.00 2.09 2.04/2.24 0.00 -0.01 0.0874 -0.96 112.5% 98 399 3.6k 230 114.1% 0.02 0.0453 -0.01 0.00 0.01/0.03 0.03 10.50 2.34 2.47/2.85 0.00 -0.01 0.0813 -0.95 142.2% 2 98 3.5k 188 121.9% 0.01 0.0285 -0.00 0.00 0.01/0.02 0.02 11.00 3.07 2.71/3.40 0.00 -0.06 0.1068 -0.83 253.1% 31 87 905 254 146.9% 0.02 0.0327 -0.01 0.00 0.00/0.05 0.02 11.50 3.55 3.25/3.70 0.00 -0.02 0.0699 -0.93 196.9% 20 33
Greeks Profile 2026-09-04 · 5d · σ = 65.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $8 $9 $10 spot $7.90 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).