IV Skew
3.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 4/16229d +4 more 2027-05-21 (264d) 2027-07-16 (320d) 2027-08-20 (355d) 2027-12-17 (474d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 6 1 224.2% 0.92 0.0325 -0.02 0.00 3.50/4.90 4.90 5.00 0.05 0.00/0.35 0.00 -0.01 0.0315 -0.07 206.3% 10 55 34 10 138.3% 0.77 0.1078 -0.02 0.01 1.65/2.25 2.02 7.50 0.27 0.25/0.30 0.01 -0.02 0.1263 -0.19 105.3% 17 1.2k 752 238 101.6% 0.37 0.1810 -0.02 0.01 0.35/0.60 0.50 10.00 1.54 1.40/1.75 0.01 -0.02 0.1688 -0.62 110.5% 30 4.0k 983 36 103.5% 0.10 0.0833 -0.01 0.00 0.00/0.20 0.15 12.50 3.60 3.50/3.80 0.00 -0.01 0.0867 -0.89 108.6% 37 601 1.5k 231 133.6% 0.06 0.0455 -0.01 0.00 0.05/0.10 0.05 15.00 6.00 5.90/6.20 0.00 -0.00 0.0253 -0.98 106.3% 5 128 766 101 135.9% 0.02 0.0197 -0.00 0.00 0.00/0.05 0.05 17.50 7.70 7.60/9.00 0.01 -0.04 0.0530 -0.81 253.5% 3 16 867 2 174.2% 0.03 0.0216 -0.01 0.00 0.00/0.10 0.68 20.00 10.77 10.10/11.60 0.01 -0.04 0.0462 -0.80 300.0% 5 118 698 1 218.0% 0.06 0.0250 -0.01 0.00 0.00/0.20 0.70 22.50 9.12 12.60/14.30 0.01 -0.06 0.0422 -0.76 357.2% 3 — 309 2 225.0% 0.04 0.0192 -0.01 0.00 0.00/0.15 0.03 25.00 14.01 15.20/16.80 0.01 -0.06 0.0388 -0.77 379.7% 1 — 9 1 316.4% 0.10 0.0262 -0.03 0.00 0.00/0.50 0.05 30.00 19.35 20.20/21.80 0.01 -0.06 0.0342 -0.79 417.2% 10 12
Greeks Profile 2026-09-18 · 19d · σ = 106.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.11 0.33 0.56 0.78 1.01 $6 $8 $9 $10 $12 spot $8.97 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).