IV Skew
-9.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +3 more 2027-01-15 (138d) 2027-04-16 (229d) 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 — 1 420.3% 0.93 0.0345 -0.06 0.00 3.50/4.35 3.93 4.50 — — — — — — — — — — — 407.0% 0.90 0.0462 -0.07 0.00 2.95/4.10 3.94 5.00 — — — — — — — — — — — 346.1% 0.88 0.0606 -0.07 0.00 2.43/3.60 3.50 5.50 — — — — — — — — — 7 1 407.8% 0.81 0.0695 -0.11 0.00 1.53/4.20 2.30 6.00 0.04 0.00/0.10 0.00 -0.01 0.0539 -0.04 153.1% 1 101 6 1 126.6% 0.95 0.0911 -0.01 0.00 1.22/2.20 2.05 6.50 0.30 0.00/0.75 0.00 -0.06 0.1101 -0.18 246.5% 1 24 52 51 122.7% 0.87 0.1789 -0.03 0.00 1.08/1.48 1.13 7.00 0.02 0.00/0.02 0.00 -0.00 0.0701 -0.02 62.5% 9 142 14 2 106.3% 0.77 0.3003 -0.03 0.00 0.67/1.04 0.91 7.50 0.07 0.03/0.07 0.00 -0.01 0.3247 -0.10 58.6% 90 501 81 87 78.5% 0.60 0.5157 -0.03 0.00 0.32/0.54 0.37 8.00 0.20 0.19/0.22 0.00 -0.02 0.6513 -0.38 61.3% 402 871 341 388 68.4% 0.32 0.5458 -0.02 0.00 0.14/0.20 0.16 8.50 0.51 0.46/0.55 0.00 -0.02 0.5669 -0.69 64.8% 552 334 1.0k 484 68.0% 0.12 0.2997 -0.01 0.00 0.05/0.07 0.06 9.00 0.94 0.88/1.14 0.00 -0.03 0.3086 -0.79 98.8% 156 282 1.3k 187 76.6% 0.05 0.1380 -0.01 0.00 0.02/0.04 0.03 9.50 1.43 1.15/1.60 0.00 -0.01 0.1268 -0.96 73.4% 39 68 1.4k 174 90.6% 0.03 0.0804 -0.01 0.00 0.00/0.05 0.05 10.00 1.94 1.55/2.38 0.00 -0.02 0.1482 -0.89 134.4% 17 60 654 24 103.1% 0.02 0.0513 -0.00 0.00 0.01/0.03 0.02 10.50 2.37 2.02/2.83 0.00 -0.02 0.1002 -0.93 137.5% 6 96 426 30 131.3% 0.03 0.0553 -0.01 0.00 0.00/0.07 0.01 11.00 2.97 2.60/3.35 0.00 -0.03 0.0964 -0.91 177.3% 18 76 41 1 131.3% 0.02 0.0309 -0.00 0.00 0.00/0.04 0.18 11.50 3.22 3.10/3.55 0.00 -0.04 0.0930 -0.88 223.8% 2 1 471 29 150.0% 0.02 0.0299 -0.01 0.00 0.00/0.05 0.01 12.00 3.64 3.65/4.00 0.00 -0.03 0.0750 -0.91 221.9% 2 5
Greeks Profile 2026-09-04 · 5d · σ = 69.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $8 $9 $11 spot $8.15 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).