IV Skew
2.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2028-01-21 (509d) 2028-06-16 (656d) 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 168 157 57.9% 0.81 0.0124 -0.61 0.10 18.00/21.20 19.80 300.00 2.41 2.15/2.75 0.09 -0.44 0.0127 -0.15 50.1% 747 483 37 15 50.6% 0.81 0.0145 -0.54 0.10 14.60/22.10 19.69 302.50 2.75 2.80/4.20 0.11 -0.56 0.0142 -0.20 53.6% 88 198 122 35 57.2% 0.74 0.0151 -0.71 0.12 13.90/17.50 18.59 305.00 3.81 3.40/4.00 0.11 -0.56 0.0163 -0.23 50.1% 194 147 29 13 58.8% 0.70 0.0159 -0.79 0.13 11.50/16.10 16.60 307.50 3.85 4.10/8.10 0.13 -0.78 0.0156 -0.31 60.4% 66 71 314 196 51.0% 0.68 0.0190 -0.71 0.13 12.50/14.00 14.80 310.00 5.32 5.00/5.80 0.13 -0.66 0.0192 -0.32 50.4% 211 328 104 34 50.1% 0.63 0.0203 -0.73 0.14 7.80/15.40 12.68 312.50 6.37 5.80/6.90 0.14 -0.69 0.0203 -0.37 50.1% 61 64 149 83 54.1% 0.57 0.0195 -0.81 0.15 9.70/12.10 9.70 315.00 7.25 7.00/7.50 0.15 -0.72 0.0209 -0.43 50.4% 109 482 78 157 53.1% 0.52 0.0202 -0.81 0.15 8.90/10.00 9.00 317.50 8.91 8.00/9.20 0.15 -0.77 0.0201 -0.48 53.2% 59 18 497 661 53.8% 0.47 0.0199 -0.81 0.15 7.90/8.90 7.90 320.00 10.17 9.50/10.70 0.15 -0.73 0.0211 -0.53 50.7% 259 226 32 79 52.2% 0.42 0.0201 -0.77 0.15 6.30/7.80 7.06 322.50 11.70 10.70/12.30 0.15 -0.71 0.0208 -0.58 50.5% 82 53 627 699 56.1% 0.38 0.0183 -0.81 0.14 6.00/7.50 6.01 325.00 12.37 12.00/13.90 0.14 -0.76 0.0184 -0.62 55.6% 95 117 37 142 51.4% 0.32 0.0188 -0.70 0.13 4.60/5.60 5.90 327.50 14.58 13.70/15.60 0.13 -0.64 0.0191 -0.68 50.2% 52 27 402 751 52.1% 0.28 0.0174 -0.66 0.13 4.10/4.80 4.45 330.00 15.83 15.70/17.10 0.12 -0.59 0.0178 -0.73 50.2% 297 123 89 243 51.6% 0.24 0.0162 -0.60 0.12 3.30/4.10 4.33 332.50 16.34 15.90/21.80 0.12 -0.61 0.0158 -0.75 54.4% 14 76 138 393 52.6% 0.21 0.0146 -0.57 0.11 3.00/3.50 3.16 335.00 19.36 16.40/24.40 0.11 -0.51 0.0147 -0.80 51.9% 56 406 25 60 54.7% 0.18 0.0131 -0.55 0.10 1.25/3.00 2.75 337.50 21.71 19.10/26.30 0.10 -0.50 0.0131 -0.82 54.4% 3 —
Greeks Profile 2026-09-04 · 5d · σ = 53.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $222 $270 $318 $365 $413 spot $317.76 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).