IV Skew
0.0%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +5 more 2027-01-15 (136d) 2027-02-19 (171d) 2027-06-17 (289d) 2027-12-17 (472d) 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 — — — — — — — — — 17.00 0.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.28 17.50 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 1 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 2.84 18.00 0.05 0.00/0.00 0.00 -0.00 0.0010 -0.00 50.0% 94 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 2.48 18.50 0.37 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 18 — — 11 0.0% 1.00 — -0.00 — 0.00/0.00 2.25 19.00 0.22 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.84 19.50 0.28 0.00/0.00 0.00 -0.00 0.0030 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.15 20.00 0.35 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 3 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 1.01 20.50 — — — — — — — — — — 23 0.0% 1.00 — -0.00 — 0.00/0.00 0.65 21.00 0.75 0.00/0.00 0.00 -0.00 1.0766 -0.01 0.8% 6 — — 134 6.3% 0.00 0.0022 -0.00 0.00 0.00/0.00 0.52 21.50 0.88 0.00/0.00 — 0.00 — -1.00 0.0% — — — 5 12.5% 0.00 0.0007 -0.00 0.00 0.00/0.00 0.35 22.00 1.55 0.00/0.00 — 0.00 — -1.00 0.0% 25 — — 45 25.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.15 23.00 1.70 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.12 24.00 5.29 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 31 50.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.11 25.00 8.10 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 12 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 26.00 6.90 0.00/0.00 — 0.00 — -1.00 0.0% 9 — — — — — — — — — — 27.00 8.47 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — — 50.0% 0.00 0.0000 -0.00 0.00 —/0.00 0.05 28.00 9.35 0.00/0.00 — 0.00 — -1.00 0.0% 8 — — — 50.0% 0.00 0.0000 -0.00 0.00 —/0.00 0.10 29.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 3d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $15 $18 $21 $24 $27 spot $21.03 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).