IV Skew
12.5%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 12/18109d +4 more 2027-01-15 (137d) 2027-04-16 (228d) 2027-06-17 (290d) 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 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.90 1.00 0.10 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.90 2.00 0.06 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 3 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 2.44 2.50 0.10 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 1.82 3.00 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.28 3.50 0.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 6 — — 141 0.0% 1.00 — -0.00 — 0.00/0.00 0.85 4.00 0.03 0.00/0.00 0.00 -0.00 0.0037 -0.00 50.0% 192 — — 1.1k 0.0% 1.00 — -0.00 — 0.00/0.00 0.45 4.50 0.12 0.00/0.00 0.00 -0.00 0.1710 -0.01 25.0% 674 — — 2.6k 12.5% 0.00 0.0340 -0.00 0.00 0.00/0.00 0.21 5.00 0.37 0.00/0.00 — 0.00 — -1.00 0.0% 510 — — 1.5k 50.0% 0.00 0.0535 -0.00 0.00 0.00/0.00 0.06 5.50 0.80 0.00/0.00 — 0.00 — -1.00 0.0% 22 — — 109 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.04 6.00 1.23 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 5 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 6.50 1.69 0.00/0.00 — 0.00 — -1.00 0.0% 20 — — 9 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 7.00 2.20 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 2 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.03 7.50 2.68 0.00/0.00 — 0.00 — -1.00 0.0% 20 — — 13 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.03 8.00 3.20 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 5 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 8.50 4.17 0.00/0.00 — 0.00 — -1.00 0.0% 1 —
Greeks Profile 2026-09-04 · 4d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $3 $4 $5 $6 $6 spot $4.79 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).