IV Skew
19.9%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 1/15136d +2 more 2027-04-16 (227d) 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 3 1 489.1% 0.84 0.0414 -0.24 0.00 2.30/4.70 3.74 9.50 0.04 0.00/0.10 0.00 -0.02 0.0235 -0.02 198.4% 57 159 6 1 417.2% 0.83 0.0503 -0.21 0.00 2.05/4.10 3.28 10.00 0.04 0.00/0.30 0.00 -0.06 0.0469 -0.07 227.3% 380 153 7 1 398.8% 0.80 0.0579 -0.23 0.00 1.60/3.70 2.85 10.50 0.05 0.00/0.30 0.00 -0.06 0.0602 -0.08 197.7% 81 275 6 2 272.3% 0.82 0.0804 -0.15 0.00 1.30/2.85 3.88 11.00 0.07 0.00/0.10 0.00 -0.02 0.0559 -0.04 125.0% 92 462 37 1 173.0% 0.85 0.1125 -0.08 0.00 0.80/2.10 1.95 11.50 0.11 0.00/0.20 0.00 -0.04 0.1023 -0.08 123.4% 211 944 176 6 159.4% 0.79 0.1494 -0.09 0.00 1.15/2.20 1.54 12.00 0.15 0.10/0.25 0.00 -0.06 0.1616 -0.15 119.5% 755 624 412 59 79.7% 0.83 0.2657 -0.04 0.00 0.50/1.45 0.95 12.50 0.35 0.30/0.60 0.00 -0.10 0.1907 -0.29 148.4% 537 851 654 425 102.7% 0.63 0.3043 -0.08 0.00 0.55/0.95 0.88 13.00 0.50 0.45/0.70 0.00 -0.10 0.2383 -0.39 133.2% 653 1.0k 1.5k 1.4k 125.4% 0.48 0.2628 -0.10 0.00 0.60/0.65 0.60 13.50 1.04 0.65/1.30 0.00 -0.13 0.2070 -0.50 159.4% 14 1.5k 1.7k 797 128.5% 0.36 0.2412 -0.10 0.00 0.40/0.50 0.45 14.00 1.12 0.95/1.50 0.00 -0.11 0.2112 -0.61 150.0% 50 463 560 244 137.9% 0.27 0.1996 -0.09 0.00 0.25/0.45 0.30 14.50 1.55 1.35/2.00 0.00 -0.12 0.1742 -0.68 170.3% 56 140 1.6k 1.1k 140.2% 0.20 0.1631 -0.08 0.00 0.20/0.30 0.25 15.00 1.80 1.65/2.65 0.00 -0.13 0.1449 -0.72 191.8% 122 131 1.1k 346 185.2% 0.21 0.1286 -0.11 0.00 0.10/0.60 0.18 15.50 1.60 1.80/3.40 0.00 -0.13 0.1248 -0.76 205.1% — 2 738 1.4k 153.1% 0.11 0.1002 -0.06 0.00 0.10/0.20 0.15 16.00 3.05 2.35/3.90 0.00 -0.14 0.1067 -0.78 232.0% 8 21 305 12 161.7% 0.08 0.0793 -0.05 0.00 0.10/0.15 0.12 16.50 3.60 2.85/4.20 0.00 -0.12 0.0945 -0.82 229.3% 4 71 285 133 167.2% 0.06 0.0620 -0.04 0.00 0.05/0.15 0.10 17.00 4.00 3.30/4.90 0.00 -0.14 0.0840 -0.81 265.6% 8 5
Greeks Profile 2026-09-04 · 3d · σ = 142.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $9 $11 $13 $15 $17 spot $13.34 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).