IV Skew
-7.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 — — — — — — — — — 400.00 0.30 0.20/0.40 0.02 -0.09 0.0020 -0.02 41.9% 24 64 — — — — — — — — — 405.00 0.40 0.15/0.70 0.04 -0.16 0.0034 -0.03 42.3% 6 34 — — — — — — — — — 410.00 0.50 0.30/2.85 0.10 -0.56 0.0066 -0.11 56.2% 1 27 — — — — — — — — — 415.00 1.23 0.00/1.70 0.08 -0.35 0.0074 -0.09 42.1% 1 28 — — — — — — — — — 420.00 1.46 1.00/1.80 0.10 -0.35 0.0096 -0.11 37.3% 8 4 3 1 53.6% 0.78 0.0106 -0.86 0.15 19.00/25.30 30.05 422.50 — — — — — — — — — 24 7 55.9% 0.75 0.0111 -0.97 0.17 18.30/24.00 20.10 425.00 2.35 1.65/3.00 0.13 -0.51 0.0129 -0.18 38.6% 19 7 28 5 56.3% 0.72 0.0116 -1.03 0.18 14.80/22.40 35.40 427.50 — — — — — — — — — 28 4 55.0% 0.69 0.0124 -1.04 0.18 12.60/20.50 16.00 430.00 — — — — — — — — — 20 1 53.0% 0.66 0.0133 -1.04 0.19 11.00/18.50 18.84 432.50 — — — — — — — — — 59 2 52.5% 0.63 0.0139 -1.06 0.20 10.50/16.90 22.67 435.00 5.19 1.80/8.10 0.19 -0.90 0.0153 -0.36 47.5% 70 105 19 10 42.1% 0.61 0.0176 -0.87 0.20 9.50/13.00 16.00 437.50 — — — — — — — — — 133 17 51.9% 0.55 0.0147 -1.09 0.20 9.30/14.00 10.30 440.00 6.89 4.50/10.50 0.20 -0.96 0.0158 -0.44 48.2% 13 37 23 19 45.9% 0.48 0.0167 -0.97 0.21 5.70/10.10 7.00 445.00 — — — — — — — — — 90 43 43.4% 0.39 0.0170 -0.88 0.20 1.75/7.40 5.35 450.00 9.88 10.10/14.90 0.20 -0.83 0.0169 -0.61 43.8% 3 18 702 38 43.8% 0.35 0.0163 -0.86 0.19 1.40/6.60 4.80 452.50 — — — — — — — — — 18 48 41.7% 0.30 0.0161 -0.76 0.18 3.90/5.30 3.89 455.00 — — — — — — — — — 85 22 43.5% 0.24 0.0137 -0.71 0.16 0.90/4.30 3.02 460.00 21.00 15.80/23.30 0.17 -0.84 0.0125 -0.73 51.2% 7 26 638 56 44.7% 0.18 0.0114 -0.62 0.14 0.05/3.40 1.88 465.00 65.27 21.40/27.40 0.16 -0.78 0.0109 -0.77 53.1% 2 2 16 12 44.4% 0.13 0.0093 -0.50 0.11 1.00/2.45 1.30 470.00 — — — — — — — — — 20 18 41.6% 0.08 0.0068 -0.32 0.08 0.00/1.40 0.70 475.00 — — — — — — — — — — — — — — — — — — 500.00 112.25 53.10/60.90 0.09 -0.69 0.0044 -0.90 79.6% — 1 — — — — — — — — — 530.00 146.20 83.20/90.90 0.08 -0.73 0.0027 -0.92 104.0% — 1
Greeks Profile 2026-09-04 · 5d · σ = 47.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $310 $376 $443 $509 $575 spot $442.61 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).