IV Skew
7.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +5 more 2027-03-19 (201d) 2027-04-16 (229d) 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 — — — — — — — — — 290.00 0.87 0.00/2.20 0.04 -0.24 0.0052 -0.06 57.7% 3 24 6 — 66.8% 0.88 0.0081 -0.54 0.08 26.10/29.50 28.00 295.00 0.20 0.00/0.70 0.04 -0.16 0.0056 -0.04 44.9% 1 1 — — — — — — — — — 300.00 0.24 0.00/2.30 0.08 -0.43 0.0101 -0.13 55.2% 1 5 — — — — — — — — — 305.00 0.35 0.00/2.50 0.09 -0.44 0.0134 -0.16 48.3% 1 1 — — — — — — — — — 307.50 1.06 0.15/2.65 0.10 -0.44 0.0156 -0.18 45.0% — 1 4 1 40.4% 0.80 0.0186 -0.46 0.11 12.10/14.50 17.00 310.00 0.85 0.25/1.10 0.08 -0.21 0.0189 -0.12 28.1% 1 8 2 — 35.8% 0.71 0.0255 -0.49 0.13 8.00/10.30 15.05 315.00 1.35 1.05/3.50 0.13 -0.46 0.0253 -0.29 36.1% 3 5 1 1 32.3% 0.57 0.0322 -0.50 0.15 4.30/6.70 15.52 320.00 2.16 1.45/3.90 0.15 -0.38 0.0385 -0.41 26.9% 11 16 1 — 32.1% 0.41 0.0322 -0.49 0.15 1.80/4.30 9.25 325.00 3.50 3.90/6.00 0.14 -0.31 0.0425 -0.62 23.7% 1 24 — — — — — — — — — 327.50 5.50 5.70/8.20 0.13 -0.33 0.0342 -0.70 27.1% — 1 15 20 25.7% 0.21 0.0300 -0.29 0.11 0.60/1.65 1.25 330.00 3.40 7.60/9.90 0.11 -0.26 0.0297 -0.78 26.4% 16 12 18 1 28.0% 0.12 0.0187 -0.21 0.07 0.20/1.00 1.53 335.00 9.55 11.90/14.40 0.08 -0.21 0.0192 -0.86 30.3% 1 2 9 3 40.9% 0.17 0.0164 -0.40 0.10 0.05/2.10 0.80 337.50 — — — — — — — — — 23 100 38.6% 0.12 0.0137 -0.29 0.08 0.05/1.40 0.50 340.00 — — — — — — — — — 11 10 53.1% 0.17 0.0126 -0.51 0.09 0.00/2.70 1.25 342.50 — — — — — — — — — 27 22 55.1% 0.15 0.0112 -0.49 0.09 0.00/2.50 0.36 345.00 — — — — — — — — — 2 1 49.7% 0.08 0.0080 -0.28 0.06 0.00/1.25 0.15 350.00 — — — — — — — — — — — — — — — — — — 375.00 60.10 50.90/54.90 0.05 -0.36 0.0041 -0.93 83.6% — — — — — — — — — — — 395.00 80.10 70.90/74.90 0.04 -0.37 0.0027 -0.95 103.4% — —
Greeks Profile 2026-09-04 · 5d · σ = 29.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $225 $274 $322 $370 $418 spot $321.85 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).