IV Skew
1.7%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +9 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-06-16 (657d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 265.00 3.10 2.35/3.65 0.09 -0.55 0.0089 -0.16 73.5% 98 105 6 6 88.8% 0.78 0.0091 -0.85 0.11 24.20/30.50 23.31 267.50 — — — — — — — — — 11 2 84.9% 0.76 0.0099 -0.84 0.12 21.55/28.60 26.20 270.00 4.26 4.00/4.95 0.11 -0.69 0.0105 -0.22 76.0% 180 184 — — — — — — — — — 272.50 4.25 3.80/5.75 0.12 -0.69 0.0115 -0.24 72.8% 34 21 37 12 81.5% 0.71 0.0113 -0.89 0.13 18.80/23.65 23.88 275.00 5.47 5.05/6.30 0.12 -0.75 0.0122 -0.28 73.7% 135 96 2 21 85.4% 0.67 0.0114 -0.98 0.13 16.75/23.65 22.25 277.50 6.05 3.95/9.45 0.13 -0.81 0.0127 -0.31 74.9% 42 31 369 11 78.8% 0.65 0.0127 -0.92 0.14 14.60/20.80 20.14 280.00 7.50 6.40/9.00 0.14 -0.84 0.0132 -0.34 75.3% 59 118 4 8 81.2% 0.62 0.0127 -0.98 0.14 14.20/19.00 18.35 282.50 7.52 7.15/10.35 0.14 -0.87 0.0136 -0.38 75.4% 37 8 102 19 81.4% 0.58 0.0129 -1.00 0.14 14.00/16.55 14.65 285.00 9.70 5.30/10.70 0.14 -0.75 0.0164 -0.40 63.5% 166 201 58 14 80.9% 0.55 0.0132 -1.01 0.15 10.00/17.80 18.78 287.50 — — — — — — — — — 119 57 77.9% 0.52 0.0138 -0.98 0.15 9.05/15.35 13.93 290.00 11.76 8.00/13.35 0.15 -0.78 0.0165 -0.49 65.0% 47 42 46 50 85.0% 0.49 0.0126 -1.06 0.15 9.90/14.50 11.20 292.50 12.18 11.75/16.75 0.15 -0.95 0.0136 -0.52 78.9% 13 7 86 43 76.5% 0.45 0.0139 -0.95 0.15 8.15/11.40 9.35 295.00 13.53 11.90/18.00 0.15 -0.89 0.0143 -0.56 74.3% 31 136 22 25 83.4% 0.42 0.0126 -1.02 0.15 8.15/11.60 11.00 297.50 14.80 12.20/20.20 0.14 -0.85 0.0144 -0.59 72.5% 18 10 220 109 81.6% 0.39 0.0127 -0.98 0.14 7.15/10.20 8.00 300.00 16.88 14.50/21.45 0.14 -0.84 0.0139 -0.63 73.6% 28 113 39 17 91.0% 0.38 0.0113 -1.08 0.14 6.80/11.70 7.15 302.50 18.15 16.65/23.45 0.14 -0.85 0.0130 -0.65 76.3% 1 7 43 1.2k 72.1% 0.30 0.0131 -0.79 0.13 4.35/6.95 6.51 305.00 19.70 18.75/24.90 0.13 -0.82 0.0125 -0.68 76.6% 16 54 13 26 78.5% 0.29 0.0118 -0.85 0.13 5.00/6.75 5.00 307.50 21.18 20.55/24.70 0.12 -0.67 0.0127 -0.73 69.3% 4 2
Greeks Profile 2026-09-04 · 6d · σ = 71.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $203 $246 $289 $333 $376 spot $289.47 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).