IV Skew
-1.9%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +7 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 215.00 0.37 0.10/1.32 0.04 -0.18 0.0084 -0.07 52.5% 31 94 6 — 65.1% 0.86 0.0114 -0.39 0.07 18.35/21.15 8.20 217.50 1.00 0.14/1.66 0.05 -0.21 0.0105 -0.09 51.0% 1 32 27 4 63.4% 0.83 0.0132 -0.43 0.08 15.30/19.00 16.95 220.00 0.49 0.00/1.00 0.06 -0.22 0.0127 -0.11 47.5% 1 45 28 1 52.9% 0.83 0.0157 -0.36 0.08 13.05/16.10 15.48 222.50 1.95 0.00/2.50 0.08 -0.41 0.0152 -0.20 59.8% 8 24 63 8 48.0% 0.81 0.0188 -0.35 0.08 11.55/13.70 13.30 225.00 1.00 0.90/1.41 0.07 -0.26 0.0193 -0.16 42.0% 22 35 44 4 48.5% 0.75 0.0215 -0.41 0.10 9.35/11.90 11.32 227.50 1.54 1.32/3.00 0.10 -0.42 0.0207 -0.26 51.6% 2 41 224 12 45.1% 0.71 0.0252 -0.41 0.10 6.85/9.80 8.42 230.00 2.20 1.00/2.49 0.10 -0.33 0.0273 -0.27 40.2% 25 89 80 4 41.8% 0.65 0.0293 -0.41 0.11 5.95/7.80 7.20 232.50 — — — — — — — — — 117 16 48.3% 0.56 0.0269 -0.50 0.12 5.00/7.20 5.73 235.00 4.00 2.35/4.15 0.12 -0.37 0.0338 -0.42 38.2% 9 801 35 75 45.6% 0.49 0.0288 -0.47 0.12 3.40/5.60 4.30 237.50 7.30 4.45/6.35 0.12 -0.44 0.0289 -0.51 45.5% 5 18 95 280 36.9% 0.40 0.0345 -0.37 0.12 2.63/3.40 3.05 240.00 — — — — — — — — — 11 64 43.3% 0.35 0.0281 -0.41 0.11 1.95/3.30 2.42 242.50 — — — — — — — — — 34 22 52.3% 0.32 0.0225 -0.48 0.11 0.21/3.60 1.50 245.00 — — — — — — — — — 57 10 43.9% 0.23 0.0226 -0.34 0.09 0.00/1.99 1.10 247.50 — — — — — — — — — 68 48 37.9% 0.14 0.0193 -0.22 0.07 0.16/0.99 0.88 250.00 — — — — — — — — — 169 23 36.5% 0.06 0.0109 -0.11 0.04 0.11/0.39 0.32 255.00 — — — — — — — — — 18 11 57.0% 0.11 0.0107 -0.27 0.06 0.01/2.25 1.25 260.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 45.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $166 $201 $237 $272 $308 spot $236.74 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).