IV Skew
-6.4%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 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 186 8 147.3% 0.90 0.0508 -0.05 0.00 3.50/4.25 3.92 14.50 0.12 0.10/0.16 0.00 -0.03 0.0456 -0.07 125.4% 37 1.6k 964 274 157.0% 0.85 0.0628 -0.07 0.01 3.25/3.80 3.40 15.00 0.15 0.15/0.21 0.00 -0.04 0.0602 -0.10 121.9% 54 925 211 12 150.4% 0.82 0.0747 -0.08 0.01 2.85/3.35 2.95 15.50 0.27 0.24/0.35 0.01 -0.06 0.0774 -0.14 126.6% 732 358 1.4k 128 131.6% 0.80 0.0918 -0.07 0.01 2.44/2.76 2.62 16.00 0.38 0.35/0.41 0.01 -0.06 0.0946 -0.19 122.1% 1.4k 311 746 30 134.0% 0.74 0.1039 -0.09 0.01 2.11/2.43 2.27 16.50 0.54 0.47/0.55 0.01 -0.07 0.1114 -0.24 120.5% 41 165 4.4k 144 132.4% 0.68 0.1157 -0.09 0.01 1.69/2.19 1.95 17.00 0.84 0.65/0.75 0.01 -0.08 0.1235 -0.31 122.5% 1.7k 113 226 100 128.9% 0.62 0.1268 -0.10 0.01 1.55/1.69 1.63 17.50 0.94 0.82/1.04 0.01 -0.09 0.1308 -0.38 124.8% 104 122 2.5k 852 125.2% 0.55 0.1357 -0.10 0.01 1.25/1.40 1.36 18.00 1.14 1.09/1.24 0.01 -0.09 0.1367 -0.45 124.2% 851 229 190 316 117.4% 0.48 0.1459 -0.09 0.01 0.73/1.31 1.10 18.50 1.42 1.33/1.59 0.01 -0.10 0.1356 -0.51 126.4% 77 142 1.1k 266 128.9% 0.42 0.1306 -0.10 0.01 0.88/1.00 0.94 19.00 — — — — — — — — — 179 50 126.8% 0.36 0.1270 -0.09 0.01 0.70/0.80 0.78 19.50 — — — — — — — — — 891 434 125.4% 0.30 0.1195 -0.09 0.01 0.55/0.64 0.61 20.00 — — — — — — — — — 108 626 124.6% 0.25 0.1094 -0.08 0.01 0.40/0.54 0.48 20.50 — — — — — — — — — 437 67 127.0% 0.21 0.0973 -0.07 0.01 0.35/0.43 0.38 21.00 — — — — — — — — — 105 137 118.8% 0.15 0.0848 -0.05 0.01 0.09/0.42 0.33 21.50 — — — — — — — — — 220 142 110.9% 0.10 0.0685 -0.04 0.00 0.01/0.30 0.24 22.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 124.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.52 0.79 1.06 $13 $15 $18 $21 $24 spot $18.15 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).