IV Skew
-31.6%
25Δ put − call
Expiry 9/43d 9/1110d 9/1817d 9/2524d 10/231d 10/938d 10/1645d 11/2080d +4 more 2027-01-15 (136d) 2027-02-19 (171d) 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 2 2 117.2% 0.96 0.0266 -0.06 0.00 4.10/6.85 4.70 27.50 — — — — — — — — — 1 6 91.2% 0.96 0.0325 -0.04 0.00 3.30/5.55 3.81 28.50 — — — — — — — — — 2 11 79.3% 0.96 0.0369 -0.04 0.00 2.81/5.00 3.13 29.00 0.14 0.00/0.53 0.00 -0.07 0.0498 -0.08 98.8% 3 1 — — — — — — — — — 29.50 0.14 0.00/0.65 0.01 -0.09 0.0633 -0.10 95.9% — 8 17 1 87.7% 0.88 0.0782 -0.09 0.01 2.25/4.00 2.63 30.00 0.15 0.15/0.71 0.01 -0.11 0.0792 -0.14 95.9% 158 81 19 — 92.8% 0.82 0.0962 -0.12 0.01 2.00/3.60 2.19 30.50 0.36 0.19/0.36 0.01 -0.07 0.0965 -0.12 70.5% 7 20 18 20 67.0% 0.83 0.1269 -0.09 0.01 1.16/3.10 1.75 31.00 0.48 0.00/0.49 0.01 -0.06 0.1269 -0.14 57.6% 93 50 — — — — — — — — — 31.50 0.50 0.34/0.75 0.01 -0.11 0.1524 -0.26 71.0% 6 106 36 27 62.5% 0.68 0.1932 -0.11 0.01 0.77/2.00 1.10 32.00 0.55 0.26/0.78 0.01 -0.10 0.2095 -0.31 56.4% 109 205 32 32 55.0% 0.58 0.2391 -0.11 0.01 0.82/1.15 1.12 32.50 1.15 0.48/1.71 0.01 -0.16 0.1641 -0.44 80.8% 37 79 390 290 68.5% 0.47 0.1956 -0.14 0.01 0.65/1.24 0.85 33.00 1.36 0.34/2.03 0.01 -0.14 0.1921 -0.53 69.7% 4 129 131 24 78.6% 0.40 0.1649 -0.15 0.01 0.05/1.73 0.62 33.50 1.57 0.39/2.66 0.01 -0.14 0.1764 -0.61 72.9% 3 64 1.1k 545 67.4% 0.29 0.1702 -0.11 0.01 0.40/0.70 0.55 34.00 2.14 0.68/2.53 0.01 -0.08 0.1905 -0.76 55.3% 5 84 66 35 89.3% 0.28 0.1266 -0.15 0.01 0.17/1.24 0.37 34.50 2.06 0.73/3.40 0.01 -0.08 0.1477 -0.81 61.9% 12 2 875 833 68.0% 0.15 0.1166 -0.08 0.01 0.22/0.40 0.30 35.00 3.10 1.67/3.25 0.01 -0.06 0.1139 -0.87 61.5% 27 240 54 48 81.8% 0.15 0.0963 -0.10 0.01 0.00/0.74 0.19 35.50 — — — — — — — — — 631 715 72.1% 0.08 0.0703 -0.05 0.00 0.14/0.25 0.17 36.00 4.16 2.54/4.50 0.01 -0.08 0.0786 -0.88 83.2% 2 11 120 32 88.3% 0.10 0.0655 -0.08 0.01 0.07/0.48 0.10 36.50 — — — — — — — — — — — — — — — — — — 37.00 4.27 3.20/5.45 0.00 -0.02 0.0370 -0.96 73.0% 12 16 — — — — — — — — — 42.00 10.22 7.95/11.15 0.00 -0.09 0.0231 -0.94 164.1% 1 10
Greeks Profile 2026-09-04 · 3d · σ = 69.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $23 $28 $33 $38 $43 spot $32.78 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).