IV Skew
-1.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-09-15 (747d) 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 16 3 53.4% 0.84 0.0250 -0.24 0.04 8.70/11.85 14.12 144.00 1.09 1.09/1.28 0.04 -0.21 0.0250 -0.15 51.9% 81 109 57 20 56.8% 0.80 0.0273 -0.30 0.05 8.75/10.70 10.66 145.00 1.36 1.22/1.50 0.05 -0.23 0.0281 -0.17 51.1% 151 720 12 20 56.1% 0.77 0.0299 -0.31 0.05 7.95/9.95 9.75 146.00 1.74 1.46/1.74 0.05 -0.25 0.0311 -0.20 50.9% 99 197 8 2 58.2% 0.74 0.0314 -0.35 0.06 7.05/9.75 9.80 147.00 1.80 1.74/2.00 0.06 -0.28 0.0340 -0.24 50.8% 61 79 22 23 56.3% 0.71 0.0341 -0.36 0.06 6.60/7.60 8.44 148.00 2.22 2.01/2.40 0.06 -0.30 0.0365 -0.28 51.1% 117 58 4 4 56.1% 0.67 0.0359 -0.37 0.06 5.95/6.95 9.58 149.00 2.48 2.38/2.75 0.06 -0.32 0.0387 -0.31 51.2% 90 64 169 109 54.3% 0.64 0.0386 -0.38 0.07 5.50/6.20 5.85 150.00 2.97 2.66/3.00 0.07 -0.34 0.0402 -0.36 51.8% 396 639 55 96 52.4% 0.54 0.0423 -0.38 0.07 4.50/4.85 4.50 152.50 4.12 3.80/4.35 0.07 -0.35 0.0433 -0.46 51.2% 174 135 280 305 52.7% 0.43 0.0417 -0.38 0.07 3.40/3.70 3.50 155.00 5.59 5.10/5.80 0.07 -0.35 0.0426 -0.57 51.5% 184 432 157 971 52.4% 0.33 0.0387 -0.35 0.07 2.42/2.77 2.66 157.50 6.80 6.75/7.60 0.07 -0.34 0.0382 -0.66 53.4% 55 73 2.3k 1.3k 52.6% 0.25 0.0335 -0.30 0.06 1.80/1.95 1.85 160.00 8.69 8.50/9.50 0.06 -0.30 0.0329 -0.75 54.3% 310 338 199 376 52.4% 0.17 0.0273 -0.24 0.05 1.21/1.40 1.33 162.50 8.35 10.15/11.95 0.05 -0.26 0.0271 -0.81 56.3% 60 121 1.5k 1.3k 54.1% 0.12 0.0212 -0.20 0.04 0.87/1.08 0.90 165.00 13.00 11.85/13.35 0.04 -0.24 0.0218 -0.85 60.8% 40 584 215 272 55.1% 0.09 0.0160 -0.16 0.03 0.65/0.76 0.70 167.50 13.50 13.40/16.00 0.04 -0.27 0.0182 -0.85 70.7% 3 51 1.3k 1.5k 56.3% 0.06 0.0118 -0.12 0.02 0.45/0.58 0.48 170.00 17.07 15.80/18.55 0.04 -0.29 0.0156 -0.86 78.6% 10 128 692 186 56.2% 0.04 0.0081 -0.08 0.01 0.28/0.39 0.35 172.50 18.79 18.15/21.40 0.01 -0.05 0.0073 -0.97 53.8% 6 19
Greeks Profile 2026-09-04 · 5d · σ = 51.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $107 $130 $153 $176 $199 spot $153.00 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).