IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +10 more 2026-12-18 (109d) 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-05-21 (263d) 2027-08-20 (354d) 2027-11-19 (445d) 2027-12-17 (473d) 2028-01-21 (508d) 2028-02-18 (536d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 3 0.0% 1.00 — -0.02 — 0.00/0.00 8.15 130.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 15 — — 16 0.0% 1.00 — -0.02 — 0.00/0.00 7.67 131.00 1.04 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 27 — — 3 0.0% 1.00 — -0.02 — 0.00/0.00 5.74 132.00 1.36 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 5 — — 2 0.0% 1.00 — -0.02 — 0.00/0.00 5.51 133.00 1.61 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 3 — — 3 0.0% 1.00 — -0.02 — 0.00/0.00 5.93 134.00 2.27 0.00/0.00 0.00 -0.00 0.0003 -0.00 6.3% 4 — — 26 0.0% 1.00 — -0.02 — 0.00/0.00 4.90 135.00 2.27 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 24 — — 5 0.0% 1.00 — -0.02 — 0.00/0.00 4.10 136.00 3.04 0.00/0.00 0.00 -0.00 0.0054 -0.00 3.1% 2 — — 35 0.0% 1.00 — -0.02 — 0.00/0.00 3.30 137.00 3.18 0.00/0.00 0.00 -0.00 0.0025 -0.00 0.8% 53 — — 5 1.6% 0.01 0.0709 -0.00 0.00 0.00/0.00 2.76 138.00 4.05 0.00/0.00 — 0.02 — -1.00 0.0% 47 — — 14 3.1% 0.00 0.0021 -0.00 0.00 0.00/0.00 2.67 139.00 4.43 0.00/0.00 — 0.02 — -1.00 0.0% 1 — — 30 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.41 140.00 5.43 0.00/0.00 — 0.02 — -1.00 0.0% 8 — — 15 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 2.81 141.00 6.02 0.00/0.00 — 0.02 — -1.00 0.0% 5 — — 35 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.72 142.00 9.00 0.00/0.00 — 0.02 — -1.00 0.0% 1 — — 7 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.61 143.00 5.72 0.00/0.00 — 0.02 — -1.00 0.0% 4 — — 36 12.5% 0.00 0.0004 -0.00 0.00 0.00/0.00 1.54 144.00 6.29 0.00/0.00 — 0.02 — -1.00 0.0% 6 — — 43 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.00 145.00 6.90 0.00/0.00 — 0.02 — -1.00 0.0% 11 —
Greeks Profile 2026-09-04 · 4d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $96 $117 $137 $158 $179 spot $137.36 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).