IV Skew
-17.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 — — — — — — — — — 12.00 0.44 0.00/0.43 0.00 -0.05 0.0324 -0.06 196.1% 1 17 1 2 210.2% 0.87 0.0522 -0.09 0.00 2.55/5.60 5.10 13.00 — — — — — — — — — 1 — 124.6% 0.93 0.0539 -0.03 0.00 2.14/4.35 4.07 13.50 0.03 0.00/0.45 0.00 -0.05 0.0598 -0.09 142.6% 223 214 2 4 110.2% 0.92 0.0709 -0.03 0.00 1.61/3.90 3.93 14.00 0.01 0.00/0.07 0.00 -0.01 0.0388 -0.02 75.8% 14k 2 2 2 107.8% 0.87 0.0995 -0.05 0.00 1.11/3.55 3.45 14.50 0.05 0.00/0.37 0.00 -0.04 0.0975 -0.11 99.6% 18 1.4k 1 2 102.1% 0.82 0.1325 -0.05 0.01 0.42/3.40 2.48 15.00 0.10 0.00/0.15 0.00 -0.02 0.1152 -0.07 60.9% 130 207 2 4 74.4% 0.80 0.1943 -0.04 0.01 0.75/1.95 1.20 15.50 0.20 0.15/0.30 0.01 -0.04 0.1976 -0.19 70.7% 375 641 474 4 55.5% 0.73 0.3075 -0.04 0.01 0.33/1.38 0.93 16.00 0.35 0.26/0.37 0.01 -0.04 0.2814 -0.29 62.9% 14k 1.1k 90 2.1k 68.8% 0.55 0.2964 -0.05 0.01 0.56/0.80 0.75 16.50 0.54 0.39/0.71 0.01 -0.05 0.3114 -0.45 65.4% 2.3k 2.6k 1.5k 7.2k 71.9% 0.41 0.2780 -0.05 0.01 0.43/0.54 0.49 17.00 0.93 0.70/1.00 0.01 -0.05 0.2927 -0.60 68.0% 8.5k 1.3k 595 10k 80.5% 0.31 0.2244 -0.06 0.01 0.38/0.40 0.37 17.50 1.55 1.10/1.87 0.01 -0.07 0.1861 -0.65 102.9% 18k 11k 2.4k 22k 75.8% 0.19 0.1869 -0.04 0.01 0.18/0.28 0.23 18.00 1.45 1.42/1.79 0.01 -0.04 0.1882 -0.82 72.3% 1.6k 2.4k 7.5k 5.0k 69.5% 0.10 0.1296 -0.02 0.00 0.01/0.21 0.14 18.50 1.84 1.36/2.91 0.00 -0.04 0.1425 -0.83 90.6% 66 251 6.2k 248 82.0% 0.09 0.1004 -0.03 0.00 0.08/0.15 0.08 19.00 1.50 2.06/3.80 0.01 -0.09 0.1104 -0.76 144.7% 2 221 6.0k 146 94.5% 0.08 0.0822 -0.03 0.00 0.05/0.20 0.05 19.50 1.93 2.50/4.20 0.01 -0.08 0.0976 -0.80 147.7% — 7 333 158 95.3% 0.05 0.0590 -0.02 0.00 0.01/0.16 0.09 20.00 — — — — — — — — — 72 6 107.0% 0.05 0.0519 -0.02 0.00 0.01/0.18 0.09 20.50 — — — — — — — — — — — — — — — — — — 22.00 4.35 4.90/7.40 0.01 -0.13 0.0590 -0.80 247.3% — 1 — — — — — — — — — 23.00 4.90 5.10/7.50 0.01 -0.19 0.0511 -0.76 314.1% 3 —
Greeks Profile 2026-09-04 · 5d · σ = 67.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $14 $17 $19 $22 spot $16.60 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).