IV Skew
-4.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 — — — — — — — — — 133.00 1.81 0.00/2.15 0.02 -0.23 0.0080 -0.07 93.8% — 1 2 6 75.7% 0.85 0.0167 -0.33 0.04 12.20/14.90 15.51 142.00 — — — — — — — — — 99 99 57.7% 0.88 0.0196 -0.23 0.04 10.80/12.30 11.55 144.00 — — — — — — — — — 99 99 56.0% 0.86 0.0220 -0.24 0.04 9.90/11.40 10.65 145.00 0.12 0.05/0.70 0.03 -0.14 0.0205 -0.10 45.9% 1 4 1 78 62.1% 0.81 0.0239 -0.32 0.05 8.90/11.00 9.49 146.00 0.50 0.00/0.70 0.03 -0.14 0.0233 -0.10 42.7% — 1 — — — — — — — — — 147.00 0.30 0.00/1.00 0.04 -0.18 0.0276 -0.14 45.0% 1 3 1 1 47.2% 0.78 0.0345 -0.27 0.05 6.00/7.80 8.98 149.00 — — — — — — — — — 1 2 51.3% 0.73 0.0356 -0.32 0.06 4.90/7.40 12.10 150.00 0.35 0.00/1.90 0.06 -0.27 0.0377 -0.26 47.0% 2 6 1 1 44.8% 0.64 0.0457 -0.32 0.07 3.20/5.30 3.60 152.50 1.30 0.00/1.70 0.06 -0.21 0.0585 -0.32 33.4% 1 3 15 69 32.2% 0.53 0.0681 -0.24 0.07 2.05/2.85 2.44 155.00 1.96 1.40/2.60 0.07 -0.22 0.0698 -0.47 31.4% 11 9 144 4 35.6% 0.37 0.0587 -0.25 0.07 0.90/2.05 1.40 157.50 3.08 1.85/4.70 0.07 -0.26 0.0533 -0.61 39.6% 7 205 29 1 44.8% 0.29 0.0423 -0.28 0.06 0.10/1.95 0.87 160.00 3.20 3.70/6.50 0.06 -0.24 0.0446 -0.72 41.2% 1 43 521 1 49.1% 0.22 0.0335 -0.27 0.05 0.00/1.60 0.73 162.50 5.03 6.10/8.60 0.05 -0.21 0.0345 -0.80 44.4% 14 14 18 15 43.0% 0.12 0.0254 -0.16 0.04 0.05/0.75 0.50 165.00 4.90 9.00/10.80 0.04 -0.18 0.0262 -0.86 47.2% 55 53 18 10 40.2% 0.06 0.0155 -0.08 0.02 0.00/0.35 0.25 167.50 — — — — — — — — — 62 2 48.8% 0.06 0.0134 -0.11 0.02 0.00/0.45 0.05 170.00 — — — — — — — — — 76 1 69.4% 0.10 0.0144 -0.23 0.03 0.00/2.15 0.52 172.50 — — — — — — — — — 49 3 75.6% 0.10 0.0124 -0.23 0.03 0.00/2.15 0.65 175.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 31.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $109 $132 $155 $178 $202 spot $155.18 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).