IV Skew
42.6%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 1/15139d 4/16230d +1 more 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 6 4 52.0% 0.97 0.0326 -0.02 0.00 3.80/4.10 3.85 31.00 1.50 0.00/0.50 0.01 -0.05 0.0530 -0.11 78.5% — 1 4 4 157.8% 0.73 0.0469 -0.20 0.01 1.90/4.90 3.64 31.50 0.05 0.00/0.40 0.01 -0.04 0.0609 -0.10 66.0% 1 8 23 3 67.7% 0.85 0.0758 -0.06 0.01 1.80/3.20 2.81 32.00 0.03 0.00/0.05 0.00 -0.01 0.0512 -0.04 40.6% 40 66 937 10 46.9% 0.89 0.0895 -0.04 0.01 1.85/2.55 2.44 32.50 0.03 0.00/0.05 0.00 -0.01 0.0671 -0.05 34.8% 10 90 1.9k 7 39.6% 0.87 0.1173 -0.03 0.01 1.80/2.05 1.91 33.00 0.05 0.00/1.05 0.01 -0.08 0.1041 -0.24 66.8% 3 138 1.1k 19 32.4% 0.85 0.1629 -0.03 0.01 1.25/1.55 1.32 33.50 0.03 0.00/0.05 0.01 -0.01 0.1389 -0.08 22.9% 1 266 238 22 31.3% 0.76 0.2248 -0.04 0.01 0.80/1.15 0.89 34.00 0.05 0.00/0.10 0.01 -0.02 0.2546 -0.15 20.9% 1 60 885 89 19.0% 0.70 0.4101 -0.03 0.02 0.30/0.60 0.47 34.50 0.08 0.00/0.10 0.01 -0.01 0.5183 -0.23 13.1% 22 732 1.5k 469 10.2% 0.44 0.8671 -0.02 0.02 0.10/0.15 0.13 35.00 0.25 0.20/0.25 0.02 -0.01 0.8671 -0.56 10.2% 202 386 478 30 12.3% 0.15 0.4282 -0.01 0.01 0.00/0.05 0.05 35.50 0.60 0.55/1.05 0.02 -0.05 0.2316 -0.63 36.5% 17 123 133 16 18.6% 0.10 0.2169 -0.01 0.01 0.00/0.05 0.03 36.00 0.94 0.05/3.10 0.02 -0.19 0.0691 -0.54 128.4% 1 — 3 10 24.2% 0.08 0.1373 -0.01 0.01 0.00/0.05 0.03 36.50 — — — — — — — — — 2 — 58.4% 0.18 0.1007 -0.06 0.01 0.00/0.60 0.07 37.50 — — — — — — — — — 2 — 58.6% 0.14 0.0844 -0.05 0.01 0.00/0.45 0.03 38.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 10.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $24 $30 $35 $40 $45 spot $34.90 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).