IV Skew
-61.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-12-17 (474d) 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 25 — 69.5% 0.92 0.0138 -0.19 0.03 9.70/20.20 20.70 124.00 — — — — — — — — — 1 — 67.1% 0.91 0.0154 -0.20 0.03 8.80/19.20 19.30 125.00 — — — — — — — — — — — — — — — — — — 126.00 0.55 0.00/10.30 0.05 -0.72 0.0144 -0.26 138.3% 2 5 — — — — — — — — — 127.00 0.55 0.00/3.40 0.04 -0.30 0.0198 -0.16 76.3% 2 3 — — — — — — — — — 129.00 2.00 0.00/10.70 0.06 -0.69 0.0170 -0.29 124.9% — 2 1 — 55.8% 0.83 0.0276 -0.24 0.04 3.90/14.90 24.40 130.00 0.80 0.00/1.00 0.04 -0.18 0.0277 -0.14 50.5% 33 15 3 2 61.8% 0.75 0.0319 -0.33 0.05 2.30/14.30 11.50 132.00 — — — — — — — — — 5 10 62.5% 0.71 0.0337 -0.36 0.06 1.65/13.70 13.70 133.00 — — — — — — — — — 10 20 77.0% 0.65 0.0297 -0.47 0.06 0.75/15.40 12.70 134.00 — — — — — — — — — 1 2 90.9% 0.61 0.0262 -0.57 0.06 0.95/16.10 9.70 135.00 2.50 0.45/2.50 0.06 -0.30 0.0441 -0.34 51.2% 2 4 6 12 83.0% 0.58 0.0290 -0.53 0.06 0.00/14.80 11.70 136.00 1.73 1.60/3.30 0.06 -0.34 0.0420 -0.39 56.5% 1 5 — — — — — — — — — 137.00 2.35 2.00/3.70 0.06 -0.35 0.0436 -0.43 55.8% 1 21 — — — — — — — — — 138.00 3.02 0.00/4.00 0.06 -0.33 0.0463 -0.48 53.2% 7 3 40 — 82.7% 0.50 0.0298 -0.54 0.06 0.00/11.80 6.60 139.00 11.40 0.00/9.60 0.06 -0.36 0.0434 -0.52 56.8% 2 1 35 17 76.7% 0.46 0.0320 -0.50 0.06 0.00/5.00 2.90 140.00 3.35 0.00/12.30 0.06 -0.42 0.0365 -0.55 67.1% 2 84 15 2 63.6% 0.41 0.0377 -0.41 0.06 0.00/7.20 5.60 141.00 4.85 0.00/12.50 0.06 -0.37 0.0395 -0.60 60.6% 13 1 18 4 55.1% 0.35 0.0415 -0.34 0.06 0.00/2.60 2.00 142.00 — — — — — — — — — 30 31 121.0% 0.43 0.0201 -0.78 0.06 0.00/14.30 4.80 143.00 9.40 1.75/13.20 0.06 -0.33 0.0373 -0.67 59.7% — 5 3 3 104.7% 0.39 0.0227 -0.66 0.06 0.00/11.10 3.17 144.00 — — — — — — — — — 5 10 111.5% 0.38 0.0211 -0.69 0.06 0.00/11.40 1.00 145.00 7.10 2.80/17.30 0.06 -0.43 0.0285 -0.69 76.7% 2 12 19 1 110.7% 0.36 0.0209 -0.68 0.06 0.00/10.60 1.22 146.00 5.10 3.60/14.40 0.06 -0.77 0.0186 -0.62 127.2% 9 12 — — — — — — — — — 147.00 5.60 3.90/14.90 0.06 -0.75 0.0186 -0.64 125.0% 1 2 — — — — — — — — — 148.00 9.90 1.95/15.20 0.06 -0.69 0.0189 -0.66 119.8% 1 23
Greeks Profile 2026-09-04 · 5d · σ = 68.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $97 $117 $138 $159 $180 spot $138.12 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).