IV Skew
1.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 96 24 115.0% 0.69 0.0080 -1.59 0.14 29.30/31.70 29.52 310.00 12.13 11.30/12.50 0.13 -1.49 0.0082 -0.31 111.4% 189 405 35 6 114.5% 0.67 0.0083 -1.62 0.14 27.80/30.05 29.50 312.50 12.88 12.60/13.90 0.14 -1.57 0.0083 -0.33 113.5% 11 51 352 12 114.8% 0.65 0.0084 -1.66 0.14 26.30/28.75 26.35 315.00 14.05 13.40/14.60 0.14 -1.58 0.0087 -0.35 111.7% 38 152 33 9 114.7% 0.62 0.0086 -1.69 0.15 24.95/27.25 26.45 317.50 14.89 14.45/15.70 0.15 -1.61 0.0088 -0.37 111.6% 26 33 323 125 115.8% 0.60 0.0087 -1.74 0.15 24.15/25.75 24.20 320.00 16.25 15.25/16.70 0.15 -1.61 0.0091 -0.40 110.3% 587 373 33 15 112.6% 0.58 0.0091 -1.71 0.15 22.40/23.75 23.51 322.50 16.53 16.40/18.50 0.15 -1.66 0.0091 -0.42 111.9% 5 48 597 264 112.9% 0.56 0.0091 -1.73 0.15 21.25/22.50 21.60 325.00 19.05 17.70/19.55 0.15 -1.67 0.0092 -0.44 111.5% 26 460 43 49 113.6% 0.53 0.0091 -1.75 0.15 20.05/21.55 20.30 327.50 20.30 18.95/20.55 0.15 -1.67 0.0094 -0.47 110.6% 27 28 183 322 112.1% 0.51 0.0093 -1.74 0.15 18.95/19.80 19.37 330.00 21.90 21.00/21.90 0.15 -1.70 0.0092 -0.49 112.5% 101 306 309 83 114.4% 0.49 0.0091 -1.77 0.15 17.85/19.50 18.00 332.50 23.39 21.85/23.40 0.15 -1.68 0.0093 -0.51 111.4% 53 97 216 140 115.3% 0.47 0.0090 -1.78 0.15 16.70/18.85 17.27 335.00 22.95 23.60/24.85 0.15 -1.69 0.0092 -0.54 112.2% 29 75 12 921 113.6% 0.44 0.0091 -1.74 0.15 15.75/17.15 15.85 337.50 25.39 24.80/26.50 0.15 -1.67 0.0092 -0.56 111.9% 20 2 412 1.1k 112.9% 0.42 0.0090 -1.71 0.15 14.80/15.90 15.32 340.00 27.70 26.60/27.95 0.15 -1.66 0.0091 -0.58 112.4% 4 122 33 282 113.1% 0.40 0.0089 -1.69 0.15 13.75/15.20 14.28 342.50 31.62 28.20/29.50 0.15 -1.64 0.0089 -0.60 112.4% 11 9 560 281 112.5% 0.38 0.0088 -1.65 0.15 12.90/14.05 13.40 345.00 31.05 28.85/31.20 0.15 -1.57 0.0090 -0.63 109.9% 1 13 350 415 111.6% 0.33 0.0085 -1.57 0.14 11.40/12.00 11.50 350.00 33.79 33.15/34.50 0.14 -1.54 0.0085 -0.66 112.4% 25 11
Greeks Profile 2026-09-04 · 5d · σ = 112.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $230 $279 $328 $377 $426 spot $328.00 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).