IV Skew
0.3%
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 — — — — — — — — — 110.00 1.25 0.00/2.15 0.01 -0.27 0.0004 -0.01 312.0% — 10 — — — — — — — — — 115.00 1.25 0.00/2.15 0.01 -0.27 0.0005 -0.01 294.2% — 10 — — — — — — — — — 120.00 0.12 0.00/2.15 0.01 -0.27 0.0005 -0.01 277.1% — 1 — — — — — — — — — 125.00 0.04 0.00/2.15 0.01 -0.27 0.0006 -0.01 260.8% — — — — — — — — — — — 185.00 0.35 0.00/2.15 0.02 -0.27 0.0043 -0.05 97.7% 1 12 — — — — — — — — — 190.00 0.55 0.00/2.15 0.02 -0.27 0.0056 -0.05 85.6% 1 6 6 6 91.0% 0.89 0.0088 -0.50 0.04 21.80/25.60 23.15 195.00 0.40 0.00/2.20 0.03 -0.27 0.0075 -0.07 74.0% 16 15 3 1 60.5% 0.85 0.0167 -0.42 0.05 12.20/15.40 16.10 205.00 — — — — — — — — — 1 1 55.8% 0.82 0.0204 -0.44 0.06 9.90/13.10 14.75 207.50 — — — — — — — — — 4 2 51.7% 0.78 0.0251 -0.46 0.07 7.70/10.90 11.25 210.00 — — — — — — — — — 2 2 55.7% 0.70 0.0274 -0.57 0.08 5.50/9.60 7.30 212.50 — — — — — — — — — 13 8 53.1% 0.63 0.0311 -0.59 0.09 4.30/7.80 5.20 215.00 — — — — — — — — — 29 20 51.9% 0.46 0.0335 -0.60 0.09 1.60/5.10 2.50 220.00 — — — — — — — — — 5 1 49.4% 0.38 0.0336 -0.55 0.09 0.10/3.80 3.55 222.50 — — — — — — — — — 30 4 53.9% 0.31 0.0288 -0.55 0.08 1.00/3.40 1.44 225.00 — — — — — — — — — 5 11 44.6% 0.20 0.0277 -0.37 0.06 0.00/1.80 0.82 227.50 — — — — — — — — — 4 55 59.9% 0.22 0.0215 -0.51 0.07 0.00/2.60 0.40 230.00 — — — — — — — — — 1 1 55.0% 0.15 0.0184 -0.37 0.05 0.00/1.65 0.52 232.50 — — — — — — — — — 19 2 53.5% 0.10 0.0147 -0.28 0.04 0.00/1.15 0.32 235.00 — — — — — — — — — 1 — 72.9% 0.07 0.0083 -0.29 0.03 0.00/2.30 1.46 245.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 48.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $153 $186 $219 $251 $284 spot $218.50 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).