IV Skew
-5.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +5 more 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-09-17 (382d) 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 — — — — — — — — — 140.00 0.52 0.00/1.90 0.01 -0.39 0.0005 -0.02 296.1% — 1 — — — — — — — — — 150.00 0.30 0.00/4.30 0.02 -0.79 0.0009 -0.03 316.1% — 47 — — — — — — — — — 155.00 0.34 0.00/4.30 0.02 -0.79 0.0009 -0.04 300.4% 40 73 — — — — — — — — — 160.00 0.80 0.00/4.30 0.02 -0.79 0.0010 -0.04 285.1% 3 30 — — — — — — — — — 165.00 0.68 0.00/4.30 0.02 -0.78 0.0011 -0.04 270.1% 260 296 — — — — — — — — — 170.00 0.73 0.00/4.20 0.02 -0.76 0.0013 -0.04 254.2% 20 103 — — — — — — — — — 185.00 0.38 0.00/4.30 0.03 -0.75 0.0018 -0.05 214.1% 2 9 52 1 52.6% 0.94 0.0085 -0.25 0.03 18.20/24.40 22.36 240.00 — — — — — — — — — 43 79 69.5% 0.81 0.0141 -0.66 0.07 12.90/18.30 27.75 245.00 — — — — — — — — — 7 1 69.1% 0.78 0.0159 -0.73 0.08 11.70/16.40 13.89 247.50 — — — — — — — — — 11 7 72.5% 0.72 0.0169 -0.85 0.09 9.80/15.00 10.20 250.00 — — — — — — — — — 11 11 65.6% 0.69 0.0196 -0.81 0.10 9.00/12.60 9.02 252.50 — — — — — — — — — 13 7 60.9% 0.65 0.0223 -0.79 0.10 7.00/10.50 8.71 255.00 — — — — — — — — — 5 4 57.9% 0.59 0.0245 -0.78 0.11 5.00/8.70 7.10 257.50 — — — — — — — — — 73 11 53.2% 0.53 0.0274 -0.74 0.11 4.70/8.90 6.06 260.00 — — — — — — — — — 18 16 60.2% 0.36 0.0227 -0.78 0.10 2.10/6.90 3.03 267.50 — — — — — — — — — 97 57 55.6% 0.29 0.0224 -0.65 0.09 1.80/3.20 2.00 270.00 — — — — — — — — — 41 59 60.9% 0.21 0.0174 -0.61 0.08 0.00/5.00 1.35 275.00 — — — — — — — — — 55 3 53.1% 0.14 0.0152 -0.40 0.06 0.00/2.75 1.10 277.50 — — — — — — — — — 34 47 52.5% 0.10 0.0125 -0.32 0.05 0.00/2.00 1.50 280.00 — — — — — — — — — 30 10 59.7% 0.11 0.0112 -0.38 0.05 0.00/2.35 0.70 282.50 — — — — — — — — — 21 9 58.2% 0.08 0.0091 -0.29 0.04 0.25/1.40 0.58 285.00 — — — — — — — — — 458 84 56.3% 0.04 0.0054 -0.16 0.02 0.00/0.80 0.22 290.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 59.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $182 $222 $261 $300 $339 spot $260.66 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).