IV Skew
3.6%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 4/16227d 5/21262d 6/17289d +5 more 2027-07-16 (318d) 2027-08-20 (353d) 2027-09-17 (381d) 2027-10-15 (409d) 2027-12-17 (472d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 24 2 38.8% 0.87 0.0020 -0.82 0.61 109.90/119.00 106.00 1200.00 — — — — — — — — — 2 1 35.2% 0.84 0.0024 -0.83 0.68 91.00/100.00 105.50 1220.00 — — — — — — — — — 1 1 48.0% 0.75 0.0023 -1.37 0.90 95.90/104.00 173.60 1230.00 5.32 0.70/8.70 0.67 -0.57 0.0028 -0.15 30.3% 1 2 1 1 32.3% 0.80 0.0031 -0.87 0.79 72.70/82.00 92.37 1240.00 4.10 0.10/10.00 0.73 -0.60 0.0031 -0.18 29.4% — 2 1 — 31.2% 0.77 0.0034 -0.90 0.85 64.00/73.60 58.95 1250.00 11.00 1.00/10.50 0.78 -0.60 0.0036 -0.20 27.3% 1 41 — — — — — — — — — 1260.00 19.00 3.00/12.10 0.85 -0.62 0.0041 -0.23 26.3% — 1 — — — — — — — — — 1270.00 12.04 5.90/13.40 0.92 -0.62 0.0047 -0.26 24.7% 1 6 2 1 28.0% 0.67 0.0046 -0.94 1.02 41.20/49.80 56.45 1280.00 16.60 9.60/15.90 0.99 -0.65 0.0052 -0.31 24.0% 2 4 2 — 27.2% 0.63 0.0049 -0.95 1.07 35.00/42.80 56.00 1290.00 15.65 11.30/18.90 1.05 -0.66 0.0057 -0.36 23.3% — 1 2 27 25.7% 0.58 0.0054 -0.92 1.11 29.00/35.50 29.61 1300.00 20.30 17.00/22.30 1.10 -0.66 0.0061 -0.41 22.6% 58 6 1 15 24.5% 0.52 0.0057 -0.89 1.13 23.00/29.00 23.35 1310.00 27.30 19.30/25.90 1.13 -0.63 0.0065 -0.48 21.5% 5 41 75 63 24.2% 0.47 0.0058 -0.87 1.12 17.20/24.00 19.46 1320.00 29.72 25.30/31.20 1.12 -0.61 0.0066 -0.54 21.4% 81 71 4 1 23.5% 0.41 0.0058 -0.82 1.10 13.00/19.20 15.70 1330.00 70.17 31.00/36.30 1.08 -0.55 0.0066 -0.61 20.6% 1 1 8 1 24.2% 0.35 0.0054 -0.80 1.05 9.00/16.40 25.97 1340.00 — — — — — — — — — 30 10 24.9% 0.31 0.0050 -0.78 0.99 5.80/14.10 21.38 1350.00 — — — — — — — — — 240 1 25.0% 0.26 0.0046 -0.72 0.92 3.00/11.60 13.37 1360.00 68.13 50.00/59.20 0.86 -0.43 0.0049 -0.77 22.0% — 6 1 1 25.8% 0.23 0.0041 -0.68 0.85 1.00/10.00 10.70 1370.00 54.70 58.00/67.50 0.77 -0.37 0.0043 -0.81 22.3% 1 1 36 29 28.1% 0.21 0.0036 -0.71 0.82 0.70/10.00 11.00 1380.00 60.30 67.00/76.40 0.69 -0.32 0.0038 -0.84 23.0% — 1 — — — — — — — — — 1390.00 57.83 76.00/85.50 0.62 -0.28 0.0033 -0.86 23.7% 2 7 — — — — — — — — — 1400.00 100.05 86.20/94.10 0.51 -0.19 0.0027 -0.90 23.3% — 4
Greeks Profile 2026-09-18 · 17d · σ = 23.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $917 $1113 $1309 $1506 $1702 spot $1309.49 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).