IV Skew
11.3%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 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 1 1 63.5% 0.89 0.0062 -0.53 0.09 32.80/36.60 40.56 345.00 — — — — — — — — — — — — — — — — — — 350.00 0.65 0.00/0.80 0.06 -0.20 0.0060 -0.06 41.9% 1 2 — — — — — — — — — 360.00 3.71 0.00/2.85 0.13 -0.49 0.0115 -0.18 46.8% — — — — — — — — — — — 365.00 0.35 0.00/0.75 0.08 -0.16 0.0149 -0.10 24.0% 2 9 5 — 27.9% 0.77 0.0224 -0.38 0.15 9.00/11.60 17.65 370.00 1.30 0.40/1.65 0.14 -0.26 0.0238 -0.20 24.1% 1 1 — — — — — — — — — 375.00 2.05 1.25/1.90 0.17 -0.23 0.0401 -0.29 17.6% 10 6 — — — — — — — — — 380.00 3.99 1.70/5.20 0.19 -0.35 0.0355 -0.51 23.1% 20 19 — — — — — — — — — 382.50 5.60 3.30/6.70 0.19 -0.34 0.0339 -0.59 23.5% 2 2 19 21 32.0% 0.37 0.0243 -0.51 0.18 0.20/4.30 1.48 385.00 5.85 5.70/8.30 0.17 -0.31 0.0315 -0.68 23.5% 5 10 5 5 21.6% 0.23 0.0291 -0.28 0.15 0.00/1.60 1.60 387.50 8.00 7.50/10.40 0.16 -0.30 0.0268 -0.73 25.2% 4 7 15 9 23.4% 0.19 0.0237 -0.26 0.13 0.05/1.35 0.65 390.00 11.05 9.30/12.60 0.15 -0.29 0.0227 -0.78 27.1% 11 17 4 2 29.7% 0.19 0.0191 -0.34 0.13 0.00/1.80 0.40 392.50 — — — — — — — — — 38 12 20.8% 0.07 0.0132 -0.12 0.06 0.10/0.40 1.00 395.00 5.40 13.90/16.90 0.11 -0.22 0.0162 -0.86 28.6% — 2 10 10 35.6% 0.16 0.0142 -0.36 0.12 0.00/1.75 1.55 397.50 — — — — — — — — — 20 1 59.3% 0.26 0.0112 -0.79 0.16 0.00/5.00 1.00 400.00 9.30 18.60/22.70 0.12 -0.36 0.0125 -0.84 40.6% — 1 3 2 62.8% 0.25 0.0103 -0.81 0.15 0.00/5.00 0.60 402.50 — — — — — — — — — — — — — — — — — — 405.00 12.30 23.60/28.00 0.12 -0.43 0.0102 -0.84 48.7% — 1
Greeks Profile 2026-09-04 · 6d · σ = 27.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $266 $322 $379 $436 $493 spot $379.32 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).