IV Skew
-3.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 1/15138d 4/16229d +1 more 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 2 1 468.0% 0.91 0.0329 -0.08 0.00 3.90/4.90 4.40 5.00 0.05 0.00/0.05 0.00 -0.01 0.0105 -0.01 225.0% 1 12 2 — 300.8% 0.94 0.0368 -0.04 0.00 2.90/4.40 1.56 5.50 0.18 0.00/0.35 0.00 -0.04 0.0370 -0.06 303.1% 3 11 — 1 203.1% 0.97 0.0358 -0.02 0.00 2.40/3.70 3.52 6.00 0.15 0.00/0.05 0.00 -0.01 0.0206 -0.01 164.1% 2 6 53 3 196.9% 0.94 0.0607 -0.03 0.00 2.30/2.90 3.30 6.50 0.19 0.00/0.05 0.00 -0.01 0.0298 -0.02 135.9% 3 62 27 3 263.3% 0.83 0.0906 -0.07 0.00 1.50/2.40 2.13 7.00 0.10 0.00/0.05 0.00 -0.01 0.0456 -0.02 109.4% 1 42 412 3 128.9% 0.90 0.1309 -0.02 0.00 1.15/2.05 2.29 7.50 0.03 0.00/0.10 0.00 -0.01 0.1040 -0.05 99.2% 18 64 265 25 110.9% 0.83 0.2159 -0.03 0.00 0.95/1.35 1.15 8.00 0.10 0.05/0.10 0.00 -0.02 0.2088 -0.10 81.3% 1.1k 3.0k 357 16 114.5% 0.68 0.2953 -0.04 0.00 0.55/1.10 0.75 8.50 0.28 0.15/0.30 0.00 -0.03 0.3637 -0.28 87.5% 24 63 1.0k 61 102.7% 0.52 0.3691 -0.04 0.00 0.35/0.65 0.50 9.00 0.45 0.40/0.80 0.00 -0.05 0.3191 -0.48 118.8% 19 78 1.2k 142 91.0% 0.32 0.3735 -0.03 0.00 0.20/0.30 0.20 9.50 0.80 0.45/0.95 0.00 -0.03 0.4225 -0.72 75.8% 1 50 1.4k 276 102.7% 0.20 0.2619 -0.03 0.00 0.15/0.20 0.17 10.00 — — — — — — — — — 338 34 95.3% 0.09 0.1622 -0.02 0.00 0.00/0.15 0.10 10.50 — — — — — — — — — 1.0k 16 114.8% 0.08 0.1176 -0.02 0.00 0.05/0.10 0.10 11.00 — — — — — — — — — 167 15 119.5% 0.05 0.0757 -0.01 0.00 0.00/0.10 0.10 11.50 — — — — — — — — — 751 5 117.2% 0.02 0.0404 -0.01 0.00 0.00/0.05 0.05 12.00 — — — — — — — — — 177 144 162.5% 0.05 0.0608 -0.02 0.00 0.00/0.15 0.05 12.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 110.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $6 $8 $9 $10 $12 spot $8.98 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).