IV Skew
9.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +2 more 2027-03-19 (201d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 8 4 252.5% 0.99 0.0005 -0.10 0.00 69.10/77.50 108.20 75.00 — — — — — — — — — 2 1 123.0% 0.98 0.0019 -0.10 0.01 34.10/42.50 39.00 110.00 — — — — — — — — — 1 — 97.3% 0.99 0.0018 -0.06 0.01 30.20/36.10 41.40 115.00 — — — — — — — — — 1 — 74.9% 0.98 0.0044 -0.09 0.01 20.50/26.00 32.90 125.00 — — — — — — — — — — — — — — — — — — 138.00 1.20 0.30/1.30 0.04 -0.23 0.0225 -0.15 59.4% 1 5 — — — — — — — — — 139.00 1.20 0.70/2.40 0.04 -0.26 0.0249 -0.18 59.8% 13 2 4 3 59.1% 0.80 0.0274 -0.30 0.05 5.40/14.00 9.60 140.00 1.43 0.95/1.90 0.05 -0.24 0.0281 -0.18 53.7% 43 101 — — — — — — — — — 141.00 1.86 0.00/2.35 0.05 -0.34 0.0285 -0.25 63.7% 4 4 4 6 53.6% 0.76 0.0338 -0.30 0.05 3.60/12.20 9.10 142.00 2.06 1.50/2.20 0.05 -0.27 0.0343 -0.24 52.0% 3 19 — 1 54.0% 0.72 0.0361 -0.33 0.06 3.00/11.50 21.00 143.00 2.29 0.00/4.50 0.06 -0.30 0.0365 -0.28 53.2% 14 14 30 38 70.0% 0.62 0.0315 -0.47 0.07 4.40/10.10 6.42 145.00 3.21 1.75/3.50 0.07 -0.38 0.0365 -0.37 59.7% 83 43 — — — — — — — — — 146.00 3.20 2.80/5.20 0.07 -0.40 0.0371 -0.41 60.5% 3 21 — — — — — — — — — 148.00 3.91 3.70/5.00 0.07 -0.36 0.0436 -0.49 52.9% 11 13 — — — — — — — — — 149.00 5.38 4.20/6.00 0.07 -0.37 0.0414 -0.53 55.5% 14 4 118 504 58.4% 0.44 0.0389 -0.41 0.07 3.00/4.70 3.45 150.00 5.80 1.00/9.60 0.07 -0.33 0.0444 -0.58 50.9% 175 68 — — — — — — — — — 152.50 7.00 2.90/11.20 0.06 -0.32 0.0393 -0.67 53.0% 1 17 77 83 54.2% 0.24 0.0334 -0.30 0.05 1.30/2.40 2.11 155.00 8.90 8.10/10.70 0.06 -0.34 0.0313 -0.73 61.1% 6 8 18 4 65.4% 0.22 0.0262 -0.34 0.05 0.00/4.00 1.37 157.50 10.34 6.30/14.80 0.06 -0.68 0.0192 -0.66 109.7% 2 32 98 77 68.5% 0.18 0.0218 -0.31 0.04 0.40/2.95 1.15 160.00 13.55 8.70/14.70 0.05 -0.42 0.0209 -0.77 83.5% 16 79 35 9 63.6% 0.11 0.0173 -0.21 0.03 0.00/2.00 0.73 162.50 15.35 11.00/19.30 0.02 -0.11 0.0151 -0.92 54.2% 2 4 53 18 63.3% 0.08 0.0131 -0.16 0.02 0.00/1.40 0.59 165.00 — — — — — — — — — 48 1 65.2% 0.06 0.0101 -0.13 0.02 0.00/1.10 0.68 167.50 — — — — — — — — — 55 34 61.9% 0.03 0.0064 -0.07 0.01 0.15/0.45 0.45 170.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 55.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $104 $126 $148 $170 $192 spot $147.94 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).