IV Skew
-3.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-12-17 (474d) 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 566 237 71.6% 0.78 0.0258 -0.36 0.05 9.55/10.90 10.53 130.00 2.43 2.21/2.45 0.05 -0.35 0.0255 -0.23 73.2% 1.9k 1.2k 108 26 79.6% 0.73 0.0257 -0.44 0.05 8.55/11.55 9.90 131.00 2.79 2.09/2.93 0.05 -0.36 0.0277 -0.25 71.2% 125 55 27 74 78.5% 0.70 0.0273 -0.45 0.06 7.70/10.95 8.50 132.00 2.90 2.55/3.20 0.05 -0.39 0.0291 -0.28 71.7% 68 92 35 27 78.8% 0.67 0.0283 -0.47 0.06 7.20/10.25 8.10 133.00 3.30 3.05/3.60 0.06 -0.41 0.0301 -0.32 73.0% 312 122 15 376 77.8% 0.65 0.0296 -0.48 0.06 7.50/8.60 7.75 134.00 3.50 3.00/5.00 0.06 -0.46 0.0299 -0.35 76.9% 124 66 99 333 74.7% 0.62 0.0316 -0.47 0.06 6.70/7.80 7.20 135.00 4.15 4.00/4.50 0.06 -0.45 0.0317 -0.38 74.6% 423 401 8 160 77.0% 0.58 0.0314 -0.49 0.06 6.15/7.60 6.87 136.00 3.30 4.10/5.45 0.06 -0.47 0.0320 -0.41 75.5% 288 75 38 177 75.3% 0.55 0.0325 -0.49 0.06 5.95/6.50 6.25 137.00 5.06 4.85/5.50 0.06 -0.47 0.0329 -0.45 74.5% 152 106 31 263 75.5% 0.52 0.0327 -0.49 0.06 5.40/6.10 5.60 138.00 5.30 5.50/6.00 0.06 -0.48 0.0327 -0.48 75.4% 190 123 53 6.4k 72.1% 0.49 0.0342 -0.47 0.06 4.55/5.50 5.15 139.00 6.20 5.55/6.75 0.06 -0.46 0.0335 -0.51 73.6% 125 334 393 2.0k 72.3% 0.45 0.0339 -0.47 0.06 4.20/5.00 4.79 140.00 6.70 5.75/7.25 0.06 -0.44 0.0346 -0.55 70.8% 544 491 670 89 74.0% 0.42 0.0327 -0.47 0.06 3.95/4.70 4.56 141.00 7.40 6.50/8.65 0.06 -0.48 0.0314 -0.57 77.2% 30 81 98 253 77.5% 0.40 0.0308 -0.49 0.06 3.75/4.65 4.00 142.00 8.05 7.35/9.35 0.06 -0.48 0.0301 -0.60 79.4% 726 152 1.6k 137 75.0% 0.36 0.0309 -0.46 0.06 3.30/4.00 3.58 143.00 8.58 7.65/9.95 0.06 -0.46 0.0303 -0.63 76.9% 37 100 64 343 81.1% 0.35 0.0282 -0.49 0.06 2.77/4.75 3.30 144.00 9.29 8.05/10.45 0.06 -0.42 0.0303 -0.67 73.9% 21 70 1.4k 640 74.8% 0.30 0.0289 -0.43 0.06 2.84/3.15 3.05 145.00 10.08 8.60/11.55 0.06 -0.42 0.0287 -0.69 75.8% 193 278
Greeks Profile 2026-09-04 · 5d · σ = 75.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $97 $117 $138 $159 $179 spot $137.99 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).