IV Skew
10.7%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 2/19174d 3/19202d 6/17292d +2 more 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 72.8% 0.79 0.0194 -0.12 0.06 8.10/12.00 14.00 78.67 0.27 0.10/0.80 0.04 -0.05 0.0213 -0.13 48.7% 15 335 42 10 53.0% 0.81 0.0243 -0.08 0.06 6.90/9.80 12.10 80.00 0.30 0.15/0.35 0.03 -0.03 0.0230 -0.09 33.8% 1 589 8 1 56.0% 0.77 0.0264 -0.10 0.06 6.40/9.00 11.70 81.33 0.40 0.20/0.50 0.04 -0.03 0.0297 -0.12 33.2% 1 351 50 29 49.3% 0.75 0.0312 -0.09 0.07 5.00/7.60 10.70 82.67 0.82 0.00/1.00 0.06 -0.05 0.0358 -0.20 37.6% 8 409 73 1 46.5% 0.71 0.0355 -0.09 0.07 3.90/6.50 5.07 84.00 0.73 0.30/1.55 0.07 -0.07 0.0392 -0.27 40.3% 9 253 363 3 31.4% 0.71 0.0522 -0.06 0.07 3.50/4.50 3.95 85.33 0.95 0.60/1.20 0.07 -0.05 0.0543 -0.28 29.7% 38 798 72 4 40.7% 0.62 0.0454 -0.09 0.08 1.90/4.40 3.00 86.67 1.40 0.85/1.95 0.08 -0.06 0.0550 -0.37 33.1% 7 192 690 23 36.0% 0.56 0.0529 -0.08 0.08 1.60/3.30 2.35 88.00 1.94 1.50/2.00 0.08 -0.05 0.0716 -0.44 26.5% 2.0k 685 293 5 28.1% 0.47 0.0683 -0.06 0.08 1.55/2.00 1.62 89.33 2.90 2.10/2.70 0.08 -0.05 0.0722 -0.53 26.6% 13 380 187 31 34.5% 0.41 0.0543 -0.07 0.08 1.05/2.00 1.20 90.67 2.40 3.10/3.60 0.08 -0.05 0.0668 -0.62 27.5% 83 1.5k 737 25 33.2% 0.33 0.0529 -0.07 0.08 0.45/1.45 0.80 92.00 3.00 3.70/5.60 0.08 -0.07 0.0440 -0.63 41.5% 1 817 451 2 29.6% 0.24 0.0510 -0.05 0.06 0.05/0.85 0.55 93.33 4.00 4.50/6.60 0.07 -0.07 0.0408 -0.68 42.5% 1 283 3.7k 2 30.6% 0.19 0.0431 -0.05 0.06 0.20/0.65 0.35 94.67 6.10 6.30/7.70 0.07 -0.07 0.0370 -0.72 44.0% 62 229 1.3k 12 36.2% 0.19 0.0359 -0.05 0.06 0.20/0.75 0.30 96.00 7.70 7.20/9.50 0.07 -0.09 0.0301 -0.71 55.1% 2 192 580 2 32.8% 0.12 0.0297 -0.04 0.04 0.10/0.40 0.35 97.33 6.90 7.90/10.20 0.06 -0.07 0.0294 -0.77 50.3% 1 23 421 8 31.9% 0.08 0.0231 -0.03 0.03 0.10/0.25 0.20 98.67 10.20 8.40/12.40 0.07 -0.11 0.0240 -0.73 67.0% 1 62
Greeks Profile 2026-09-18 · 20d · σ = 31.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $62 $75 $89 $102 $115 spot $88.50 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).