IV Skew
-8.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +6 more 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 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 5 — 273.8% 0.95 0.0108 -0.10 0.00 10.65/12.35 12.72 18.00 — — — — — — — — — 2 — 199.8% 0.91 0.0248 -0.12 0.01 6.75/8.55 9.60 22.00 — — — — — — — — — — — 210.7% 0.86 0.0311 -0.16 0.01 5.85/8.10 8.40 23.00 — — — — — — — — — — — — — — — — — — 25.50 0.09 0.01/0.17 0.00 -0.02 0.0399 -0.04 67.2% 1 6 3 1 104.1% 0.84 0.0693 -0.09 0.01 2.70/4.45 4.19 26.00 0.09 0.01/0.10 0.00 -0.01 0.0398 -0.03 52.7% 18 141 — — — — — — — — — 26.50 0.16 0.01/0.17 0.00 -0.02 0.0653 -0.06 51.6% 13 262 27 6 96.3% 0.76 0.0939 -0.10 0.01 1.91/3.60 3.18 27.00 0.22 0.06/0.25 0.01 -0.03 0.1015 -0.10 51.6% 82 344 — — — — — — — — — 27.50 0.31 0.16/0.38 0.01 -0.05 0.1418 -0.17 53.3% 83 25 39 6 57.4% 0.73 0.1699 -0.07 0.01 1.30/1.79 1.60 28.00 0.29 0.41/0.51 0.01 -0.06 0.1707 -0.27 57.0% 159 597 65 3 56.9% 0.63 0.1940 -0.07 0.01 0.99/1.46 1.27 28.50 0.62 0.46/0.87 0.01 -0.07 0.1901 -0.37 58.2% 123 28 20 20 57.0% 0.53 0.2048 -0.08 0.01 0.74/1.17 1.02 29.00 0.86 0.85/0.90 0.01 -0.08 0.2048 -0.47 57.0% 357 256 33 22 63.8% 0.44 0.1818 -0.09 0.01 0.73/0.94 0.75 29.50 1.15 0.96/1.28 0.01 -0.07 0.2087 -0.57 55.3% 125 119 415 149 62.1% 0.35 0.1753 -0.08 0.01 0.49/0.75 0.58 30.00 1.47 1.36/1.76 0.01 -0.08 0.1722 -0.65 63.5% 130 291 54 291 62.1% 0.27 0.1566 -0.07 0.01 0.34/0.59 0.44 30.50 1.86 1.60/2.15 0.01 -0.07 0.1576 -0.73 61.4% 17 22 121 258 61.9% 0.20 0.1333 -0.06 0.01 0.30/0.38 0.38 31.00 2.17 2.05/2.56 0.01 -0.06 0.1313 -0.78 65.4% 51 94 90 50 60.9% 0.14 0.1078 -0.05 0.01 0.22/0.25 0.22 31.50 — — — — — — — — — 200 543 62.1% 0.10 0.0841 -0.04 0.01 0.09/0.26 0.16 32.00 2.91 2.86/3.45 0.01 -0.04 0.0887 -0.87 68.4% 24 31 127 202 57.4% 0.05 0.0557 -0.02 0.00 0.03/0.15 0.13 32.50 1.91 2.76/4.75 0.01 -0.06 0.0785 -0.86 85.2% 1 13 504 125 64.8% 0.05 0.0487 -0.02 0.00 0.09/0.11 0.11 33.00 4.10 3.50/4.20 0.01 -0.05 0.0667 -0.88 86.7% 2 3 — — — — — — — — — 34.00 3.74 4.60/6.10 0.01 -0.08 0.0563 -0.86 114.8% 4 24
Greeks Profile 2026-09-04 · 5d · σ = 57.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $20 $25 $29 $33 $38 spot $29.08 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).