IV Skew
3.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 350.00 0.45 0.45/0.70 0.05 -0.15 0.0073 -0.05 33.7% 30 78 2 1 61.5% 0.76 0.0115 -0.86 0.13 14.70/23.10 36.07 355.00 0.85 0.20/1.30 0.08 -0.26 0.0122 -0.10 33.5% 10 22 1 1 58.8% 0.74 0.0126 -0.86 0.14 12.80/20.90 20.39 357.50 — — — — — — — — — 19 5 56.9% 0.71 0.0137 -0.88 0.15 10.20/18.90 13.36 360.00 1.69 1.25/1.90 0.11 -0.33 0.0182 -0.16 31.1% 53 34 6 5 51.1% 0.69 0.0158 -0.81 0.15 8.00/16.20 11.44 362.50 2.25 0.00/4.50 0.15 -0.61 0.0181 -0.28 42.5% 29 10 5 5 52.9% 0.65 0.0161 -0.89 0.16 6.40/15.00 10.43 365.00 2.89 0.10/8.10 0.16 -0.91 0.0152 -0.36 56.5% 8 47 3 5 47.6% 0.61 0.0184 -0.82 0.17 4.60/12.50 8.78 367.50 2.70 2.35/6.50 0.17 -0.70 0.0202 -0.38 43.1% 27 20 8 8 50.9% 0.56 0.0177 -0.90 0.17 3.30/11.80 8.22 370.00 4.37 2.35/4.90 0.17 -0.49 0.0299 -0.41 29.8% 13 21 3 35 42.5% 0.52 0.0215 -0.76 0.17 5.40/8.80 6.00 372.50 5.60 4.20/6.60 0.17 -0.54 0.0283 -0.48 32.3% 13 2 27 21 43.3% 0.46 0.0210 -0.77 0.17 0.65/7.80 5.20 375.00 7.60 2.50/11.20 0.17 -0.81 0.0189 -0.53 48.2% 8 95 12 30 32.7% 0.38 0.0267 -0.56 0.17 3.30/4.60 3.80 377.50 10.42 4.00/12.60 0.17 -0.79 0.0187 -0.58 48.1% 2 25 141 93 31.0% 0.31 0.0260 -0.49 0.15 2.65/3.40 3.00 380.00 11.10 5.90/14.30 0.17 -0.78 0.0178 -0.62 49.0% 2 22 96 104 30.4% 0.19 0.0203 -0.37 0.12 1.40/2.00 1.85 385.00 17.30 11.90/17.30 0.15 -0.67 0.0166 -0.71 47.3% 1 5 72 4 33.5% 0.17 0.0171 -0.37 0.11 0.70/1.95 1.22 387.50 19.85 13.90/20.10 0.15 -0.74 0.0145 -0.72 52.9% 1 10 74 14 30.5% 0.11 0.0138 -0.25 0.08 0.00/1.15 1.04 390.00 20.20 14.40/22.30 0.14 -0.73 0.0133 -0.75 55.0% 1 21 18 3 32.0% 0.09 0.0114 -0.23 0.07 0.30/1.00 0.80 392.50 — — — — — — — — — 110 17 34.7% 0.08 0.0099 -0.23 0.06 0.00/1.00 0.63 395.00 25.90 21.00/26.60 0.12 -0.68 0.0113 -0.79 58.0% 1 20 — — — — — — — — — 400.00 27.01 23.80/31.70 0.12 -0.73 0.0095 -0.81 65.2% 1 8
Greeks Profile 2026-09-04 · 5d · σ = 37.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $261 $317 $373 $428 $484 spot $372.60 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).