IV Skew
8.3%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 140.00 0.39 0.00/0.01 0.00 -0.00 0.0002 -0.00 53.1% 40 411 — — — — — — — — — 145.00 1.13 0.00/2.13 0.03 -0.26 0.0059 -0.07 103.4% 5 7 — — — — — — — — — 150.00 0.14 0.00/0.05 0.00 -0.02 0.0018 -0.01 48.8% 1 501 — 6 65.7% 0.86 0.0153 -0.29 0.05 13.30/15.75 19.34 160.00 0.12 0.00/0.79 0.04 -0.18 0.0145 -0.10 54.2% 3 4 — 5 51.3% 0.81 0.0236 -0.27 0.06 8.60/10.85 14.32 165.00 0.20 0.00/0.50 0.04 -0.11 0.0227 -0.10 34.5% 1 83 — — — — — — — — — 167.50 0.26 0.10/0.52 0.05 -0.10 0.0328 -0.12 28.0% 17 46 8 2 39.3% 0.71 0.0393 -0.27 0.08 4.25/6.30 9.46 170.00 0.59 0.50/0.75 0.06 -0.12 0.0513 -0.20 24.1% 47 66 — — — — — — — — — 172.50 1.27 1.05/1.48 0.08 -0.16 0.0695 -0.35 23.8% 515 48 16 305 24.0% 0.47 0.0741 -0.19 0.09 1.62/2.00 1.76 175.00 2.30 2.04/2.60 0.09 -0.16 0.0761 -0.53 23.4% 70 1.1k 224 57 22.2% 0.28 0.0674 -0.14 0.07 0.66/0.94 0.78 177.50 3.77 3.00/4.50 0.08 -0.16 0.0589 -0.68 27.0% 90 72 192 39 23.5% 0.15 0.0451 -0.11 0.05 0.33/0.50 0.40 180.00 5.99 5.30/6.65 0.07 -0.15 0.0431 -0.78 30.8% 121 395 103 17 26.2% 0.09 0.0284 -0.08 0.04 0.10/0.32 0.13 182.50 5.28 7.10/9.30 0.06 -0.19 0.0310 -0.80 40.1% — 24 91 23 26.6% 0.04 0.0158 -0.05 0.02 0.03/0.15 0.09 185.00 10.65 9.80/11.50 0.05 -0.16 0.0242 -0.86 42.1% 1 68 46 1 49.4% 0.13 0.0196 -0.20 0.05 0.00/0.91 0.44 187.50 — — — — — — — — — 86 5 42.7% 0.06 0.0130 -0.10 0.03 0.00/0.35 0.16 190.00 8.70 14.00/17.10 0.05 -0.27 0.0170 -0.84 64.3% 1 — 94 93 47.9% 0.06 0.0108 -0.10 0.03 0.00/0.36 0.18 192.50 — — — — — — — — — — — — — — — — — — 200.00 20.75 24.55/27.10 0.01 -0.03 0.0048 -0.98 53.1% — — — — — — — — — — — 205.00 23.25 29.55/31.95 0.01 -0.01 0.0026 -0.99 55.3% — —
Greeks Profile 2026-09-04 · 6d · σ = 23.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $122 $148 $174 $200 $227 spot $174.34 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).