IV Skew
5.9%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +6 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 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 1 — 70.8% 0.94 0.0049 -0.43 0.04 33.90/37.00 46.00 305.00 — — — — — — — — — — — — — — — — — — 312.50 7.51 0.00/2.70 0.05 -0.32 0.0065 -0.07 56.1% 1 9 5 3 57.4% 0.91 0.0081 -0.46 0.06 24.20/27.20 26.72 315.00 0.95 0.00/2.95 0.05 -0.35 0.0077 -0.08 53.8% 5 24 — — — — — — — — — 317.50 3.47 0.00/3.20 0.06 -0.37 0.0090 -0.09 51.2% 10 194 98 1 55.6% 0.86 0.0110 -0.57 0.08 19.50/22.90 26.16 320.00 1.21 0.00/1.70 0.06 -0.38 0.0105 -0.10 48.2% 2 15 12 3 54.4% 0.84 0.0127 -0.63 0.09 17.50/20.80 22.90 322.50 — — — — — — — — — 4 1 52.1% 0.81 0.0145 -0.66 0.10 15.00/18.60 22.65 325.00 1.40 0.00/3.70 0.10 -0.69 0.0142 -0.20 55.7% 13 16 30 2 47.7% 0.74 0.0189 -0.71 0.11 11.00/14.40 18.30 330.00 2.08 1.00/4.00 0.11 -0.67 0.0189 -0.26 47.6% 3 17 14 2 46.4% 0.64 0.0226 -0.80 0.13 8.00/11.00 11.00 335.00 4.60 2.50/5.60 0.13 -0.76 0.0226 -0.36 46.4% 7 2 82 19 41.4% 0.52 0.0270 -0.76 0.14 4.50/7.40 5.80 340.00 6.80 4.50/7.60 0.14 -0.77 0.0249 -0.48 44.8% 8 5 32 32 42.7% 0.39 0.0253 -0.75 0.14 2.95/5.40 3.85 345.00 21.17 7.10/10.30 0.14 -0.74 0.0244 -0.60 44.4% — 2 18 8 42.8% 0.28 0.0220 -0.65 0.12 2.10/3.70 2.10 350.00 23.76 11.10/14.00 0.12 -0.70 0.0206 -0.70 47.2% — 2 15 10 49.8% 0.22 0.0167 -0.67 0.11 0.05/3.40 2.80 355.00 30.85 14.60/18.00 0.11 -0.62 0.0167 -0.78 49.7% 1 1 20 10 55.8% 0.18 0.0131 -0.66 0.09 0.00/3.10 2.30 360.00 — — — — — — — — — 13 11 61.8% 0.15 0.0106 -0.65 0.08 0.00/2.90 0.55 365.00 — — — — — — — — — 63 1 53.8% 0.07 0.0073 -0.34 0.05 0.00/2.70 1.15 370.00 — — — — — — — — — 3 4 58.9% 0.06 0.0059 -0.33 0.04 0.00/2.55 2.69 375.00 47.20 32.80/36.80 0.06 -0.49 0.0070 -0.90 69.0% — 1 10 20 63.6% 0.05 0.0048 -0.31 0.04 0.00/2.40 0.91 380.00 — — — — — — — — — — — — — — — — — — 400.00 58.10 57.70/61.70 0.00 0.03 0.0004 -1.00 54.4% — — — — — — — — — — — 415.00 72.80 72.90/76.70 0.00 0.01 0.0005 -1.00 71.7% — — — — — — — — — — — 435.00 93.10 92.70/96.70 0.00 0.04 0.0002 -1.00 78.1% — — — — — — — — — — — 445.00 95.90 102.70/106.70 0.00 0.04 0.0002 -1.00 84.4% — —
Greeks Profile 2026-09-04 · 4d · σ = 43.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $238 $289 $340 $391 $443 spot $340.39 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).