IV Skew
3.8%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +4 more 2027-03-19 (200d) 2027-06-17 (290d) 2027-09-17 (382d) 2028-01-21 (508d)
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 — 74.2% 0.97 0.0047 -0.11 0.01 20.70/24.70 12.80 140.00 — — — — — — — — — — — — — — — — — — 145.00 0.34 0.00/1.10 0.02 -0.14 0.0087 -0.05 66.0% 1 15 — — — — — — — — — 146.00 0.35 0.00/0.80 0.01 -0.10 0.0083 -0.04 58.1% 1 5 5 — 77.6% 0.88 0.0150 -0.34 0.03 13.30/15.80 5.80 148.00 — — — — — — — — — — — 72.0% 0.88 0.0162 -0.32 0.03 12.30/14.70 6.02 149.00 5.67 0.00/0.30 0.01 -0.07 0.0099 -0.03 46.0% 1 1 805 1 75.6% 0.85 0.0180 -0.39 0.04 11.40/14.10 9.20 150.00 0.16 0.00/0.50 0.02 -0.12 0.0140 -0.06 49.3% 1 21 3 1 53.6% 0.87 0.0226 -0.25 0.04 9.80/10.90 3.70 152.50 0.90 0.05/0.40 0.02 -0.10 0.0178 -0.06 39.1% 13 21 22 1 49.5% 0.82 0.0309 -0.29 0.04 7.60/8.70 7.13 155.00 0.29 0.05/0.55 0.03 -0.12 0.0290 -0.10 34.8% 25 84 53 1 39.5% 0.78 0.0444 -0.26 0.05 5.20/6.20 5.05 157.50 0.45 0.25/0.75 0.04 -0.15 0.0478 -0.16 29.9% 18 212 12 3 33.7% 0.67 0.0631 -0.27 0.06 3.20/4.10 3.35 160.00 1.11 0.60/1.30 0.06 -0.20 0.0738 -0.30 27.6% 11 12 38 2 29.9% 0.50 0.0785 -0.26 0.07 1.90/2.40 2.01 162.50 2.36 1.55/2.25 0.07 -0.21 0.0901 -0.50 26.1% 1 44 5 14 27.4% 0.30 0.0742 -0.21 0.06 0.65/1.20 1.10 165.00 — — — — — — — — — 28 11 28.4% 0.15 0.0490 -0.15 0.04 0.30/0.65 0.47 167.50 — — — — — — — — — 2 1 31.0% 0.08 0.0288 -0.10 0.03 0.05/0.40 0.46 170.00 — — — — — — — — — 2 — 37.6% 0.07 0.0199 -0.10 0.02 0.05/0.40 0.42 172.50 — — — — — — — — — 57 2 40.9% 0.04 0.0130 -0.08 0.02 0.05/0.30 0.17 175.00 13.50 11.20/14.00 0.04 -0.28 0.0204 -0.86 63.7% 3 3 2 — 58.4% 0.08 0.0146 -0.18 0.02 0.00/1.45 0.10 177.50 — — — — — — — — — 1 1 64.4% 0.04 0.0087 -0.13 0.02 0.00/1.00 0.45 182.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 28.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $114 $138 $162 $187 $211 spot $162.33 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).