IV Skew
-12.5%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +3 more 2027-01-15 (137d) 2027-02-19 (172d) 2028-01-21 (508d)
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 0.0% 1.00 — -0.00 — 0.00/0.00 2.74 0.50 0.07 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 4 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 2.39 1.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 4 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.66 1.50 0.12 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 1.35 2.00 0.04 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 1.00 2.50 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 18 — — 30 0.0% 1.00 — -0.00 — 0.00/0.00 0.30 3.00 0.13 0.00/0.00 0.00 -0.00 0.0079 -0.00 12.5% 187 — — 1.1k 25.0% 0.00 0.0017 -0.00 0.00 0.00/0.00 0.08 3.50 0.42 0.00/0.00 — 0.00 — -1.00 0.0% 87 — — 1 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.04 4.00 0.82 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 4.50 1.25 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 2 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.03 5.00 1.57 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 3 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 5.50 2.28 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 2 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.03 6.00 2.75 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 51 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 6.50 3.07 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 150 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 7.00 3.58 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-04 · 4d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $3 $3 $4 $4 spot $3.15 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).