IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +4 more 2026-12-18 (109d) 2027-01-15 (137d) 2027-04-16 (228d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.55 3.00 0.11 —/0.00 0.00 -0.00 0.0000 — 50.0% — — — — — — — — — — — 4.00 0.15 —/0.00 0.00 -0.00 0.0000 — 50.0% — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.13 5.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 1.54 5.50 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 1.09 6.00 0.05 0.00/0.00 0.00 -0.00 0.0076 -0.00 25.0% 130 — — 5.1k 0.0% 1.00 — -0.00 — 0.00/0.00 0.20 6.50 0.15 0.00/0.00 0.00 -0.00 0.8301 -0.01 3.1% 122 — — 145 25.0% 0.01 0.1005 -0.00 0.00 0.00/0.00 0.10 7.00 0.50 0.00/0.00 — 0.00 — -1.00 0.0% 8 — — 31 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 7.50 0.97 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 1 50.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.05 8.00 1.42 0.00/0.00 — 0.00 — -1.00 0.0% 7 — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.08 8.50 1.98 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 5 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 9.00 2.40 0.00/0.00 — 0.00 — -1.00 0.0% 3 — — 25 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 9.50 2.85 0.00/0.00 — 0.00 — -1.00 0.0% — — — 1 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.10 10.00 3.40 0.00/0.00 — 0.00 — -1.00 0.0% — — — 15 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.41 10.50 3.90 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-04 · 4d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $6 $7 $8 $9 spot $6.55 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).