IV Skew
-2.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +6 more 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 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 11 8 73.8% 0.83 0.0188 -0.36 0.05 10.30/13.70 11.68 146.00 0.60 0.00/0.26 0.02 -0.06 0.0121 -0.04 38.2% 5 2 2 1 56.9% 0.86 0.0209 -0.24 0.04 9.40/11.90 7.25 147.00 0.59 0.00/1.01 0.04 -0.19 0.0205 -0.12 52.9% 1 11 8 1 66.8% 0.80 0.0224 -0.36 0.05 8.80/11.75 9.70 148.00 0.14 0.00/0.14 0.01 -0.03 0.0117 -0.03 28.5% 4 22 17 17 62.9% 0.79 0.0247 -0.35 0.05 7.30/10.75 9.35 149.00 0.06 0.00/0.11 0.01 -0.03 0.0122 -0.02 24.8% 40 42 6 4 58.9% 0.78 0.0273 -0.34 0.05 6.85/9.75 6.98 150.00 0.10 0.00/0.12 0.01 -0.03 0.0155 -0.03 22.9% 1 7 9 10 49.9% 0.73 0.0360 -0.32 0.06 3.95/7.35 7.38 152.50 0.28 0.00/0.21 0.02 -0.04 0.0355 -0.06 19.3% 2 6 19 9 43.0% 0.65 0.0468 -0.31 0.07 1.84/5.20 3.34 155.00 0.44 0.00/1.67 0.07 -0.21 0.0591 -0.31 32.5% 44 37 36 14 27.7% 0.53 0.0779 -0.21 0.07 0.01/2.50 1.96 157.50 1.17 1.20/1.38 0.07 -0.11 0.1277 -0.46 16.8% 53 56 76 137 22.6% 0.30 0.0838 -0.15 0.06 0.40/1.03 0.85 160.00 2.41 1.71/4.35 0.07 -0.23 0.0590 -0.63 34.7% 4 23 31 34 21.5% 0.12 0.0513 -0.08 0.04 0.08/0.39 0.25 162.50 5.50 3.90/6.40 0.06 -0.22 0.0455 -0.73 39.2% — 1 54 5 24.8% 0.06 0.0271 -0.06 0.02 0.00/0.24 0.35 165.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 22.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $110 $134 $158 $181 $205 spot $157.68 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).