IV Skew
-18.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +2 more 2027-03-19 (200d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 31 9 1037.5% 0.97 0.0274 -0.02 0.00 1.51/1.99 1.85 0.50 0.01 0.00/0.01 0.00 -0.00 0.0083 -0.00 600.0% 4 14 28 1 984.4% 0.90 0.0783 -0.05 0.00 0.92/1.42 1.18 1.00 — — — — — — — — — 19 5 403.1% 0.87 0.2334 -0.03 0.00 0.59/0.99 0.65 1.50 0.01 0.00/0.01 0.00 -0.00 0.0965 -0.02 175.0% 3 276 2.5k 1.3k 75.0% 0.89 1.1274 -0.00 0.00 0.19/0.22 0.21 2.00 0.01 0.01/0.02 0.00 -0.00 1.1274 -0.11 75.0% 655 1.2k 4.9k 770 93.8% 0.10 0.8027 -0.00 0.00 0.01/0.02 0.01 2.50 0.32 0.30/0.34 0.00 -0.00 0.7218 -0.93 84.4% 612 217 2.8k 44 143.8% 0.02 0.1597 -0.00 0.00 0.00/0.01 0.01 3.00 0.80 0.58/1.06 0.00 -0.00 0.2267 -0.96 162.5% 2 21 372 15 193.8% 0.01 0.0785 -0.00 0.00 0.00/0.01 0.01 3.50 1.26 1.16/1.58 0.00 -0.02 0.2646 -0.88 334.4% 15 1 228 1 237.5% 0.01 0.0524 -0.00 0.00 0.00/0.01 0.01 4.00 1.73 1.54/2.08 0.00 0.00 0.0000 -1.00 100.0% 32 1 86 176 362.5% 0.04 0.1119 -0.01 0.00 0.00/0.05 0.02 4.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 75.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $2 $2 $3 $3 spot $2.19 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).