IV Skew
-2.3%
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 — — — — — — — — — 1.00 0.01 0.00/0.05 0.00 -0.01 0.0035 -0.01 662.5% — — 180 50 487.5% 0.99 0.0051 -0.01 0.00 3.85/4.05 4.01 1.50 0.02 0.00/2.13 0.00 -0.12 0.0070 -0.04 2015.6% 1 4 180 3 381.3% 0.99 0.0079 -0.00 0.00 3.35/3.55 3.58 2.00 0.02 0.00/2.13 0.00 -0.13 0.0148 -0.07 1490.6% 1 1 63 2 337.5% 0.98 0.0179 -0.01 0.00 2.83/3.10 3.11 2.50 — — — — — — — — — 26 2 362.5% 0.95 0.0472 -0.03 0.00 2.30/2.79 2.54 3.00 0.09 0.00/1.30 0.00 -0.10 0.0460 -0.13 725.8% — 1 19 1 312.5% 0.92 0.0769 -0.03 0.00 1.78/2.38 2.53 3.50 0.02 0.00/0.10 0.00 -0.01 0.0557 -0.04 226.6% 1 1 38 1 165.6% 0.95 0.0929 -0.01 0.00 0.95/2.00 2.00 4.00 0.01 0.00/0.01 0.00 -0.00 0.0244 -0.01 106.3% 10 222 432 1 162.5% 0.86 0.2142 -0.02 0.00 0.87/1.24 0.97 4.50 0.01 0.00/0.01 0.00 -0.00 0.0534 -0.01 68.8% 2 626 2.1k 644 56.3% 0.90 0.4822 -0.01 0.00 0.43/0.49 0.46 5.00 0.02 0.01/0.02 0.00 -0.00 0.4391 -0.07 50.0% 886 8.0k 7.7k 2.1k 52.3% 0.43 1.1824 -0.01 0.00 0.12/0.13 0.12 5.50 0.18 0.16/0.20 0.00 -0.01 1.1493 -0.56 53.9% 876 5.9k 10k 4.8k 65.6% 0.11 0.4362 -0.01 0.00 0.03/0.04 0.04 6.00 0.57 0.55/0.63 0.00 -0.00 0.3698 -0.93 55.5% 46 162 5.1k 350 75.0% 0.02 0.1137 -0.00 0.00 0.00/0.02 0.01 6.50 1.02 0.92/1.20 0.00 -0.02 0.2707 -0.83 149.2% 1 45 2.2k 313 87.5% 0.01 0.0381 -0.00 0.00 0.00/0.01 0.01 7.00 1.53 1.39/1.67 0.00 -0.02 0.1840 -0.88 168.0% 1 10 1.4k 47 106.3% 0.01 0.0241 -0.00 0.00 0.00/0.01 0.01 7.50 2.12 1.80/3.45 0.00 -0.09 0.1447 -0.69 384.4% 1 6 280 3 125.0% 0.01 0.0184 -0.00 0.00 0.00/0.01 0.04 8.00 2.47 2.43/2.87 0.00 -0.02 0.1038 -0.93 209.4% 1 8 3 1 181.3% 0.02 0.0465 -0.01 0.00 0.00/0.05 0.05 8.50 3.30 1.84/4.95 0.00 -0.06 0.1212 -0.81 356.3% 2 1 — — — — — — — — — 9.00 3.52 2.14/5.65 0.00 -0.06 0.1090 -0.82 380.5% 4 —
Greeks Profile 2026-09-04 · 5d · σ = 53.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $5 $5 $6 $7 spot $5.43 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).