IV Skew
7.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-03-19 (201d) 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 1 1 62.1% 0.99 0.0014 -0.12 0.01 49.50/53.40 49.60 300.00 — — — — — — — — — — — — — — — — — — 320.00 1.18 0.00/1.25 0.05 -0.27 0.0057 -0.06 53.5% 1 6 1 — 54.4% 0.90 0.0081 -0.44 0.07 25.00/28.10 60.74 325.00 0.43 0.00/2.20 0.08 -0.43 0.0082 -0.11 56.0% 5 15 1 — 51.0% 0.86 0.0107 -0.50 0.09 20.40/23.60 27.13 330.00 0.45 0.00/2.25 0.09 -0.42 0.0106 -0.13 48.9% 3 31 — — — — — — — — — 332.50 0.30 0.00/2.30 0.09 -0.42 0.0122 -0.14 45.4% 15 13 — — — — — — — — — 335.00 0.50 0.00/2.45 0.10 -0.43 0.0141 -0.16 42.6% 6 35 2 — 36.1% 0.79 0.0196 -0.46 0.12 11.20/13.80 22.87 340.00 0.80 0.10/3.10 0.12 -0.47 0.0191 -0.23 38.5% 4 14 1 — 36.6% 0.67 0.0240 -0.57 0.15 7.70/10.50 18.42 345.00 2.10 1.65/2.30 0.13 -0.32 0.0321 -0.26 24.6% 6 34 10 1 35.4% 0.54 0.0273 -0.60 0.16 4.00/7.40 6.70 350.00 4.10 2.55/4.10 0.16 -0.37 0.0403 -0.44 23.9% 6 106 345 1 32.1% 0.40 0.0292 -0.53 0.16 2.15/4.50 4.10 355.00 5.90 4.80/8.40 0.16 -0.48 0.0293 -0.60 32.0% 2 196 — — — — — — — — — 357.50 7.99 6.90/9.50 0.15 -0.39 0.0294 -0.69 29.3% 6 15 30 5 35.5% 0.28 0.0233 -0.51 0.14 0.45/3.40 1.00 360.00 9.19 8.00/11.80 0.13 -0.40 0.0246 -0.73 32.4% 1 343 7 3 38.5% 0.25 0.0201 -0.51 0.13 0.05/3.20 1.05 362.50 6.50 10.00/13.30 0.11 -0.30 0.0220 -0.81 30.0% 1 1 422 4 24.4% 0.09 0.0165 -0.17 0.07 0.30/0.75 0.53 365.00 13.42 12.80/15.50 0.10 -0.27 0.0183 -0.85 31.4% 1 8 21 16 37.9% 0.16 0.0156 -0.39 0.10 0.00/2.00 1.29 367.50 — — — — — — — — — 56 4 33.2% 0.09 0.0123 -0.23 0.07 0.10/1.05 0.28 370.00 — — — — — — — — — 75 3 47.2% 0.15 0.0121 -0.46 0.10 0.00/2.35 0.20 372.50 — — — — — — — — — 108 62 52.4% 0.15 0.0109 -0.51 0.10 0.00/2.60 0.70 375.00 22.95 22.00/25.20 0.07 -0.24 0.0097 -0.91 41.3% 1 — — — — — — — — — — 445.00 65.50 91.70/95.70 0.04 -0.38 0.0020 -0.96 113.5% — — — — — — — — — — — 470.00 114.70 116.80/120.70 0.03 -0.38 0.0015 -0.96 132.7% 2 —
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 $246 $298 $351 $404 $456 spot $351.08 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).