IV Skew
-0.4%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 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 13 1 132.4% 0.87 0.0547 -0.07 0.01 2.89/4.05 3.67 19.50 0.16 0.00/0.25 0.00 -0.03 0.0467 -0.07 95.3% — 1 155 1 70.7% 0.95 0.0458 -0.02 0.00 2.70/3.80 3.44 20.00 0.05 0.00/0.45 0.01 -0.05 0.0637 -0.11 101.2% 6 9 7 16 76.6% 0.91 0.0740 -0.03 0.01 2.36/3.30 2.73 20.50 0.05 0.00/0.23 0.00 -0.03 0.0712 -0.08 72.3% 8 46 4 2 86.3% 0.83 0.0982 -0.06 0.01 1.63/3.35 2.32 21.00 0.03 0.00/0.11 0.00 -0.01 0.0773 -0.06 50.8% 2 86 19 4 55.9% 0.86 0.1308 -0.03 0.01 1.02/2.66 1.85 21.50 0.04 0.04/0.06 0.00 -0.01 0.1128 -0.07 42.2% 11 154 10 3 49.8% 0.81 0.1848 -0.04 0.01 1.22/1.39 1.28 22.00 0.09 0.09/0.11 0.01 -0.02 0.1895 -0.14 39.5% 17 934 4 56 48.6% 0.70 0.2401 -0.04 0.01 0.81/1.02 1.07 22.50 0.18 0.13/0.24 0.01 -0.03 0.2725 -0.27 40.6% 31 116 138 110 44.7% 0.57 0.2949 -0.05 0.01 0.50/0.67 0.57 23.00 0.36 0.30/0.43 0.01 -0.04 0.3231 -0.42 40.7% 52 313 361 249 38.8% 0.41 0.3373 -0.04 0.01 0.33/0.36 0.33 23.50 0.63 0.57/0.73 0.01 -0.04 0.3022 -0.58 43.6% 31 98 790 132 38.7% 0.26 0.2804 -0.03 0.01 0.12/0.20 0.18 24.00 0.96 0.85/1.08 0.01 -0.04 0.2554 -0.71 45.1% 29 158 352 159 39.8% 0.15 0.1970 -0.02 0.01 0.05/0.11 0.09 24.50 1.29 1.06/1.74 0.01 -0.06 0.1614 -0.71 71.7% 6 18 398 162 47.7% 0.12 0.1391 -0.02 0.01 0.01/0.10 0.05 25.00 1.73 1.53/2.09 0.01 -0.05 0.1417 -0.79 68.8% 1 57 226 21 46.9% 0.06 0.0878 -0.01 0.00 0.01/0.05 0.04 25.50 2.46 1.60/3.65 0.01 -0.05 0.1145 -0.80 82.4% 1 11 355 69 57.4% 0.07 0.0751 -0.02 0.00 0.01/0.12 0.03 26.00 2.70 2.15/3.55 0.00 -0.01 0.0628 -0.95 51.6% 24 9 21 1 54.7% 0.03 0.0437 -0.01 0.00 0.00/0.06 0.02 26.50 3.37 2.95/4.25 0.01 -0.06 0.0836 -0.84 98.0% 1 8 29 1 81.3% 0.08 0.0619 -0.03 0.00 0.00/0.23 0.02 27.00 3.91 3.40/4.55 0.01 -0.04 0.0677 -0.90 89.6% 2 5
Greeks Profile 2026-09-04 · 6d · σ = 42.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $16 $20 $23 $27 $30 spot $23.19 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).