IV Skew
2.0%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +3 more 2027-01-15 (136d) 2027-02-19 (171d) 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 56 2 399.2% 0.96 0.0292 -0.05 0.00 3.55/4.20 4.17 5.00 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 5 48 6 303.9% 0.93 0.0550 -0.05 0.00 2.59/3.20 2.91 6.00 0.08 0.00/0.23 0.00 -0.03 0.0458 -0.04 258.6% 1 3 2 1 210.9% 0.89 0.1119 -0.05 0.00 1.60/2.20 2.02 7.00 0.01 0.00/0.24 0.00 -0.03 0.1011 -0.07 175.8% 9 101 7 — 164.1% 0.86 0.1730 -0.05 0.00 1.11/1.68 1.35 7.50 0.02 0.00/0.21 0.00 -0.03 0.1617 -0.09 128.9% 6 9 31 2 68.0% 0.92 0.2800 -0.01 0.00 0.65/0.85 0.79 8.00 0.03 0.02/0.10 0.00 -0.02 0.2944 -0.09 72.7% 20 170 23 5 68.0% 0.66 0.6830 -0.03 0.00 0.25/0.52 0.46 8.50 0.21 0.13/0.22 0.00 -0.03 0.7036 -0.33 65.6% 5 597 693 114 63.7% 0.29 0.6821 -0.03 0.00 0.13/0.15 0.14 9.00 0.43 0.39/0.49 0.00 -0.03 0.6821 -0.71 63.7% 1 1.5k 2.7k 15 64.1% 0.07 0.2644 -0.01 0.00 0.01/0.07 0.04 9.50 0.75 0.72/1.06 0.00 -0.02 0.3239 -0.87 83.6% 482 804 8.5k 11 75.0% 0.02 0.0897 -0.01 0.00 0.01/0.03 0.02 10.00 1.17 1.18/1.62 0.00 -0.03 0.1947 -0.90 115.6% 39 341 225 1 132.0% 0.07 0.1229 -0.02 0.00 0.00/0.16 0.01 10.50 1.82 1.67/2.19 0.00 -0.03 0.1451 -0.90 153.1% 1 169 245 5 100.0% 0.01 0.0202 -0.00 0.00 0.00/0.02 0.01 11.00 2.17 2.17/2.70 0.00 -0.04 0.1117 -0.91 178.9% 27 60 16 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 11.50 2.67 2.67/3.20 0.00 -0.04 0.0893 -0.93 200.8% 2 14 127 11 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 12.00 3.20 3.15/3.70 0.00 -0.03 0.0715 -0.94 216.4% 2 1 3 1 229.7% 0.05 0.0579 -0.03 0.00 0.00/0.23 0.07 12.50 3.54 3.65/4.20 0.00 -0.03 0.0606 -0.94 235.2% 1 1
Greeks Profile 2026-09-04 · 3d · σ = 66.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $9 $10 $11 spot $8.70 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).