IV Skew
0.0%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +8 more 2026-12-18 (108d) 2027-01-15 (136d) 2027-02-19 (171d) 2027-03-19 (199d) 2027-06-17 (289d) 2027-09-17 (381d) 2027-12-17 (472d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 9.00 0.10 0.00/0.05 0.00 -0.01 0.0128 -0.01 196.9% — 1 — — — — — — — — — 10.00 0.14 0.00/0.35 0.00 -0.07 0.0500 -0.08 235.2% — 1 — — — — — — — — — 10.50 0.15 0.00/0.35 0.00 -0.06 0.0642 -0.09 204.7% 2 4 1 7 296.1% 0.80 0.0788 -0.17 0.00 1.65/2.90 2.37 11.00 0.10 0.00/0.35 0.00 -0.06 0.0846 -0.10 175.0% — 5 6 6 144.5% 0.88 0.1161 -0.06 0.00 1.60/2.30 2.47 11.50 0.08 0.00/0.05 0.00 -0.01 0.0645 -0.03 85.9% 3 6.3k — — — — — — — — — 12.00 0.04 0.00/0.05 0.00 -0.01 0.1060 -0.04 64.1% 12 1.4k 2 2 91.0% 0.78 0.2687 -0.05 0.00 0.70/1.25 1.10 12.50 0.05 0.05/0.10 0.00 -0.03 0.2872 -0.13 60.9% 209 233 13 200 71.9% 0.64 0.4313 -0.05 0.00 0.35/0.75 0.60 13.00 0.20 0.15/0.25 0.00 -0.04 0.5145 -0.33 58.6% 421 532 276 229 57.8% 0.39 0.5511 -0.05 0.00 0.15/0.30 0.22 13.50 0.46 0.40/0.50 0.00 -0.04 0.5444 -0.61 58.6% 84 475 3.2k 560 60.9% 0.18 0.3557 -0.03 0.00 0.05/0.15 0.10 14.00 0.80 0.70/1.05 0.00 -0.04 0.3388 -0.77 73.8% 8 420 1.7k 80 67.2% 0.08 0.1835 -0.02 0.00 0.00/0.10 0.05 14.50 1.17 1.10/1.50 0.00 -0.03 0.2053 -0.89 77.3% 2 364 814 10 72.7% 0.04 0.0886 -0.01 0.00 0.00/0.05 0.05 15.00 1.77 1.50/1.95 0.00 -0.00 0.0368 -0.99 56.3% 5 338 1.1k 5 87.5% 0.03 0.0618 -0.01 0.00 0.00/0.05 0.03 15.50 2.27 1.70/2.55 0.00 -0.10 0.1264 -0.80 184.0% 5 36 1.8k 1.6k 101.6% 0.02 0.0465 -0.01 0.00 0.00/0.05 0.05 16.00 2.65 2.30/3.00 0.00 -0.09 0.1066 -0.84 192.2% 4 2 14 1 115.6% 0.02 0.0376 -0.01 0.00 0.00/0.05 0.05 16.50 3.08 2.80/3.90 0.00 -0.05 0.0787 -0.91 166.0% 2 12 37 1 128.1% 0.02 0.0307 -0.01 0.00 0.00/0.05 0.05 17.00 3.63 3.30/4.30 0.00 -0.03 0.0557 -0.95 160.9% 2 4
Greeks Profile 2026-09-04 · 3d · σ = 58.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $9 $11 $13 $15 $17 spot $13.28 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).