IV Skew
-1.5%
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) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 — — — — — — — — — 142.00 0.07 0.01/0.26 0.01 -0.03 0.0024 -0.01 59.5% 8 4 — — — — — — — — — 144.00 0.13 0.01/0.32 0.01 -0.04 0.0032 -0.01 56.9% 6 9 — — — — — — — — — 145.00 0.14 0.05/0.20 0.01 -0.03 0.0029 -0.01 52.1% 26 417 — — — — — — — — — 146.00 0.17 0.01/0.40 0.01 -0.05 0.0044 -0.02 54.5% 20 5 — — — — — — — — — 147.00 0.32 0.08/0.45 0.01 -0.06 0.0055 -0.03 54.9% 9 27 — — — — — — — — — 148.00 0.12 0.04/0.51 0.01 -0.06 0.0062 -0.03 52.8% 21 61 7 1 60.5% 0.94 0.0096 -0.15 0.02 16.75/18.90 19.63 149.00 0.24 0.08/0.58 0.01 -0.08 0.0074 -0.03 52.4% 13 30 197 23 67.1% 0.91 0.0122 -0.22 0.03 16.45/18.00 19.99 150.00 0.30 0.17/0.50 0.02 -0.08 0.0082 -0.04 50.1% 146 405 89 3 56.9% 0.91 0.0147 -0.20 0.03 13.55/15.65 16.35 152.50 — — — — — — — — — 85 14 54.7% 0.87 0.0197 -0.24 0.04 11.40/13.40 15.65 155.00 — — — — — — — — — 10 28 53.3% 0.82 0.0255 -0.29 0.05 9.45/11.25 17.19 157.50 — — — — — — — — — 391 204 52.4% 0.75 0.0314 -0.34 0.06 7.65/9.30 8.48 160.00 — — — — — — — — — 71 7 51.8% 0.66 0.0363 -0.38 0.07 6.10/7.50 8.41 162.50 — — — — — — — — — 87 43 51.5% 0.56 0.0393 -0.41 0.08 4.75/5.95 5.50 165.00 — — — — — — — — — 330 371 50.5% 0.37 0.0383 -0.38 0.07 2.89/3.20 3.04 170.00 — — — — — — — — — 505 215 52.0% 0.29 0.0336 -0.35 0.07 2.10/2.62 2.50 172.50 — — — — — — — — — 323 329 51.6% 0.21 0.0286 -0.29 0.06 1.53/1.84 1.85 175.00 9.90 9.20/10.50 0.06 -0.28 0.0285 -0.79 52.2% 45 77 284 1.3k 54.0% 0.11 0.0181 -0.20 0.04 0.80/1.10 0.94 180.00 — — — — — — — — — 73 129 55.2% 0.08 0.0139 -0.16 0.03 0.53/0.90 0.69 182.50 — — — — — — — — — 292 458 56.0% 0.06 0.0103 -0.12 0.02 0.43/0.61 0.61 185.00 — — — — — — — — — 159 70 58.0% 0.03 0.0055 -0.07 0.01 0.19/0.38 0.30 190.00 — — — — — — — — — 79 32 63.4% 0.02 0.0035 -0.05 0.01 0.04/0.39 0.35 195.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 51.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $116 $141 $166 $191 $216 spot $166.23 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).