IV Skew
-2.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +7 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 8 3 239.8% 0.85 0.0516 -0.11 0.00 3.00/5.35 2.68 12.50 0.01 0.00/0.01 0.00 -0.00 0.0054 -0.00 78.1% 11 28 180 240 100.0% 0.97 0.0366 -0.01 0.00 3.00/3.25 3.20 13.00 0.01 0.00/0.01 0.00 -0.00 0.0063 -0.00 65.6% 5 3.2k 127 15 124.2% 0.90 0.0757 -0.04 0.00 2.15/3.40 2.25 13.50 0.02 0.00/0.01 0.00 -0.00 0.0101 -0.00 56.3% 8 1.6k 119 22 119.5% 0.86 0.1012 -0.05 0.00 1.31/2.35 1.87 14.00 0.01 0.01/0.03 0.00 -0.00 0.0421 -0.02 57.8% 1.0k 1.7k 319 153 185.5% 0.72 0.0963 -0.12 0.01 0.66/2.47 1.49 14.50 0.03 0.01/0.04 0.00 -0.01 0.0938 -0.04 52.7% 290 1.4k 661 252 66.8% 0.82 0.2064 -0.03 0.00 0.86/1.26 1.19 15.00 0.08 0.07/0.09 0.00 -0.02 0.2022 -0.11 50.0% 3.5k 3.2k 462 1.3k 50.2% 0.74 0.3411 -0.03 0.01 0.74/0.82 0.80 15.50 0.19 0.18/0.21 0.01 -0.03 0.3411 -0.26 50.2% 2.2k 1.9k 2.4k 3.9k 50.2% 0.55 0.4198 -0.04 0.01 0.46/0.50 0.48 16.00 0.40 0.39/0.41 0.01 -0.04 0.4198 -0.45 50.2% 2.3k 2.1k 3.1k 9.2k 51.0% 0.34 0.3837 -0.04 0.01 0.27/0.28 0.28 16.50 0.66 0.62/0.73 0.01 -0.04 0.3665 -0.65 53.9% 1.1k 516 7.8k 3.6k 53.1% 0.19 0.2749 -0.03 0.01 0.15/0.16 0.17 17.00 1.16 1.00/1.37 0.01 -0.04 0.2533 -0.75 66.8% 328 1.3k 2.4k 683 56.3% 0.11 0.1721 -0.02 0.00 0.08/0.10 0.08 17.50 1.70 1.01/1.83 0.01 -0.06 0.1682 -0.74 102.3% 12 257 3.7k 1.3k 59.8% 0.06 0.1022 -0.01 0.00 0.05/0.06 0.06 18.00 2.13 1.22/2.50 0.01 -0.09 0.1259 -0.73 140.2% 2 129 5.0k 192 65.6% 0.04 0.0655 -0.01 0.00 0.03/0.05 0.05 18.50 2.63 1.22/3.70 0.00 -0.01 0.0560 -0.97 61.7% 2 67 954 117 76.6% 0.03 0.0531 -0.01 0.00 0.02/0.07 0.02 19.00 2.79 2.30/4.00 0.00 -0.04 0.0935 -0.88 116.8% 4 12 192 135 110.9% 0.08 0.0697 -0.03 0.00 0.00/0.27 0.04 19.50 — — — — — — — — — 1.9k 476 87.5% 0.02 0.0279 -0.01 0.00 0.01/0.05 0.02 20.00 — — — — — — — — — — — — — — — — — — 21.00 5.06 4.15/7.00 0.01 -0.12 0.0639 -0.81 229.3% 1 3 — — — — — — — — — 21.50 5.45 4.60/6.45 0.00 -0.02 0.0344 -0.96 136.7% 2 —
Greeks Profile 2026-09-04 · 5d · σ = 50.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $14 $16 $18 $21 spot $16.07 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).