IV Skew
9.4%
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 2 1 1087.5% 0.98 0.0136 -0.02 0.00 2.30/2.51 2.60 0.50 0.03 0.00/0.05 0.00 -0.01 0.0102 -0.01 850.0% 1 16 — 4 50.0% 1.00 0.0000 -0.00 0.00 1.80/2.08 2.10 1.00 — — — — — — — — — — 1 356.3% 0.97 0.0617 -0.01 0.00 1.34/1.60 1.60 1.50 0.04 0.00/0.05 0.00 -0.01 0.0581 -0.03 343.8% 1 104 1 3 262.5% 0.92 0.1635 -0.01 0.00 0.66/1.32 1.02 2.00 0.01 0.00/0.01 0.00 -0.00 0.0658 -0.01 156.3% 1 419 184 233 103.1% 0.92 0.4169 -0.01 0.00 0.40/0.46 0.43 2.50 0.01 0.00/0.02 0.00 -0.00 0.3451 -0.05 87.5% 236 189 664 786 60.9% 0.41 1.8490 -0.01 0.00 0.06/0.07 0.06 3.00 0.13 0.12/0.16 0.00 -0.01 1.6172 -0.58 70.3% 273 545 1.5k 726 75.0% 0.03 0.2376 -0.00 0.00 0.00/0.01 0.01 3.50 0.57 0.52/0.61 0.00 -0.00 0.2376 -0.97 75.0% 9 340 1.5k 8 137.5% 0.03 0.1584 -0.00 0.00 0.00/0.02 0.01 4.00 1.05 0.81/1.34 0.00 -0.00 0.1941 -0.95 150.0% 3 25 2.1k 19 212.5% 0.06 0.1554 -0.01 0.00 0.00/0.05 0.01 4.50 1.59 1.20/1.88 0.00 -0.06 0.2151 -0.68 482.8% 1 3 157 90 351.6% 0.14 0.1834 -0.03 0.00 0.00/0.20 0.01 5.00 1.98 1.80/2.35 0.00 -0.00 0.0876 -0.97 225.0% 3 4 15 2 334.4% 0.08 0.1296 -0.02 0.00 0.00/0.11 0.01 5.50 — — — — — — — — — 20 — 425.0% 0.12 0.1353 -0.03 0.00 0.00/0.20 0.03 6.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 65.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $2 $3 $3 $4 spot $2.94 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).