IV Skew
4.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +12 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 2027-06-17 (291d) 2027-07-16 (320d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-09-15 (747d) 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 — — 148.0% 0.95 0.0209 -0.05 0.00 5.10/8.90 7.22 22.00 — — — — — — — — — 1 2 100.0% 0.98 0.0168 -0.02 0.00 3.80/7.90 5.72 23.00 — — — — — — — — — — — 86.7% 0.97 0.0250 -0.02 0.00 2.82/6.90 2.45 24.00 — — — — — — — — — — — — — — — — — — 25.00 0.04 0.00/0.05 0.00 -0.01 0.0178 -0.01 54.7% 10 44 — — — — — — — — — 25.50 0.05 0.00/0.05 0.00 -0.01 0.0345 -0.03 55.1% 10 10 — 1 55.9% 0.94 0.0599 -0.02 0.00 0.83/4.90 1.78 26.00 0.03 0.00/0.20 0.00 -0.02 0.0610 -0.06 56.6% 10 93 — — — — — — — — — 26.50 0.73 0.00/2.13 0.01 -0.14 0.0747 -0.27 131.2% — 2 94 1 122.5% 0.70 0.0846 -0.15 0.01 0.28/2.90 1.99 27.00 1.19 0.00/1.90 0.01 -0.12 0.0921 -0.29 109.8% 1 2 3 — 59.9% 0.75 0.1562 -0.07 0.01 0.00/3.40 0.63 27.50 0.02 0.00/0.05 0.00 -0.01 0.1422 -0.06 25.8% 54 2.3k 43 40 125.2% 0.60 0.0914 -0.16 0.01 0.00/2.37 0.90 28.00 0.05 0.00/0.05 0.01 -0.01 0.2724 -0.09 18.0% 23 15 22 16 53.6% 0.58 0.2170 -0.07 0.01 0.00/0.99 0.30 28.50 0.12 0.10/0.15 0.01 -0.02 0.6212 -0.30 16.6% 253 80 143 13 18.8% 0.37 0.5968 -0.03 0.01 0.05/0.20 0.19 29.00 — — — — — — — — — 46 38 22.7% 0.18 0.3461 -0.02 0.01 0.02/0.11 0.05 29.50 — — — — — — — — — 420 14 21.1% 0.05 0.1420 -0.01 0.00 0.01/0.03 0.02 30.00 — — — — — — — — — 5 1 27.3% 0.04 0.0874 -0.01 0.00 0.00/0.03 0.09 30.50 — — — — — — — — — 286 10 27.3% 0.01 0.0310 -0.00 0.00 0.00/0.01 0.01 31.00 — — — — — — — — — 25 20 36.7% 0.01 0.0164 -0.00 0.00 0.00/0.01 0.03 32.00 — — — — — — — — — — — — — — — — — — 36.00 9.66 5.40/9.35 0.00 -0.03 0.0259 -0.96 108.6% — —
Greeks Profile 2026-09-04 · 5d · σ = 17.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $20 $24 $29 $33 $37 spot $28.77 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).