IV Skew
-0.3%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +5 more 2027-01-15 (139d) 2027-03-19 (202d) 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 2 — 345.8% 0.85 0.0019 -2.43 0.08 96.90/100.70 99.40 195.00 — — — — — — — — — 3 — 127.1% 0.97 0.0016 -0.30 0.03 68.80/71.90 106.53 210.00 — — — — — — — — — 3 — 110.0% 0.96 0.0021 -0.30 0.03 58.80/61.90 93.40 220.00 — — — — — — — — — 1 — 101.5% 0.96 0.0024 -0.29 0.03 53.80/56.90 90.10 225.00 — — — — — — — — — — — — — — — — — — 255.00 0.44 0.00/1.85 0.05 -0.22 0.0078 -0.08 51.9% 1 13 — — — — — — — — — 260.00 0.50 0.30/1.00 0.06 -0.22 0.0107 -0.10 44.6% 58 40 — — — — — — — — — 262.50 1.25 0.00/2.60 0.10 -0.44 0.0130 -0.18 56.9% 6 7 1 — 60.0% 0.77 0.0141 -0.57 0.11 15.00/18.00 59.00 265.00 0.86 0.60/1.45 0.08 -0.28 0.0157 -0.15 40.9% 12 21 — — — — — — — — — 270.00 1.60 1.50/2.35 0.11 -0.35 0.0220 -0.23 38.9% 33 60 — — — — — — — — — 272.50 2.25 1.85/2.95 0.12 -0.38 0.0253 -0.29 37.8% 12 34 — 3 47.6% 0.62 0.0224 -0.56 0.14 7.60/9.70 56.42 275.00 3.05 2.30/3.80 0.13 -0.40 0.0278 -0.36 37.5% 97 143 — — — — — — — — — 277.50 3.70 3.40/4.70 0.14 -0.41 0.0300 -0.43 36.4% 9 5 — — — — — — — — — 280.00 4.62 4.00/6.50 0.14 -0.46 0.0277 -0.50 40.1% 26 84 1 10 46.0% 0.44 0.0240 -0.56 0.14 3.00/5.70 4.49 282.50 4.90 5.30/7.90 0.14 -0.45 0.0273 -0.57 40.2% 7 21 1 9 39.1% 0.36 0.0268 -0.45 0.13 2.60/3.70 3.60 285.00 6.70 7.00/9.10 0.13 -0.40 0.0275 -0.64 37.8% 18 149 5 13 39.8% 0.30 0.0245 -0.42 0.12 1.90/3.00 2.65 287.50 9.60 8.70/11.00 0.12 -0.38 0.0248 -0.70 39.1% 12 26 11 3 43.8% 0.27 0.0210 -0.44 0.12 0.80/2.85 2.34 290.00 11.10 10.60/12.80 0.11 -0.33 0.0223 -0.76 38.8% 15 89 12 10 41.2% 0.20 0.0192 -0.36 0.10 0.70/1.95 1.35 292.50 13.55 13.00/15.30 0.11 -0.35 0.0189 -0.78 43.4% 5 8 8 16 43.7% 0.18 0.0166 -0.34 0.09 0.60/1.75 1.00 295.00 14.40 14.50/17.20 0.09 -0.29 0.0166 -0.83 42.3% 8 117 2 2 39.1% 0.11 0.0137 -0.23 0.07 0.20/0.95 1.53 297.50 17.30 16.30/19.50 0.08 -0.27 0.0143 -0.86 44.3% 15 1 22 14 41.3% 0.10 0.0115 -0.21 0.06 0.15/0.85 0.58 300.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 43.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $196 $237 $279 $321 $363 spot $279.41 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).