IV Skew
1.0%
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) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 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 203 99 54.8% 0.81 0.0296 -0.26 0.04 8.35/8.95 8.90 134.00 1.07 1.05/1.10 0.04 -0.19 0.0302 -0.16 48.7% 1.2k 761 3.7k 933 53.0% 0.79 0.0330 -0.27 0.05 7.30/8.10 7.75 135.00 1.28 1.26/1.32 0.05 -0.22 0.0341 -0.19 48.4% 6.9k 9.2k 425 407 51.6% 0.76 0.0366 -0.28 0.05 6.65/7.30 7.00 136.00 1.51 1.52/1.54 0.05 -0.23 0.0382 -0.23 47.6% 2.4k 2.8k 1.1k 441 55.6% 0.70 0.0375 -0.33 0.06 5.90/6.90 6.35 137.00 1.82 1.78/1.85 0.05 -0.26 0.0417 -0.27 47.7% 2.0k 1.2k 2.3k 1.1k 50.6% 0.68 0.0428 -0.31 0.06 5.50/5.90 5.80 138.00 2.15 2.10/2.18 0.06 -0.27 0.0450 -0.31 47.5% 4.4k 1.5k 1.8k 2.8k 50.7% 0.63 0.0449 -0.33 0.06 4.90/5.30 5.15 139.00 2.49 2.48/2.55 0.06 -0.29 0.0477 -0.36 47.3% 5.3k 1.1k 6.8k 14k 48.3% 0.59 0.0486 -0.32 0.06 4.35/4.55 4.43 140.00 2.86 2.88/2.96 0.06 -0.30 0.0498 -0.41 47.1% 8.4k 2.2k 1.5k 6.6k 47.4% 0.54 0.0506 -0.32 0.07 3.85/3.95 3.93 141.00 3.35 3.30/3.45 0.07 -0.30 0.0506 -0.46 47.4% 2.3k 1.3k 2.5k 15k 47.2% 0.49 0.0510 -0.32 0.07 3.35/3.45 3.45 142.00 3.95 3.80/3.95 0.07 -0.30 0.0510 -0.51 47.2% 2.3k 231 1.0k 5.9k 47.1% 0.44 0.0505 -0.32 0.07 2.92/3.00 2.95 143.00 4.39 4.25/4.55 0.07 -0.30 0.0499 -0.56 47.8% 1.1k 274 981 4.4k 47.1% 0.39 0.0492 -0.31 0.06 2.52/2.60 2.57 144.00 4.95 4.85/5.15 0.06 -0.29 0.0485 -0.61 47.8% 420 92 23k 18k 47.2% 0.34 0.0471 -0.29 0.06 2.17/2.24 2.21 145.00 5.57 5.55/5.95 0.06 -0.30 0.0449 -0.65 50.0% 1.3k 785 887 2.4k 46.9% 0.30 0.0446 -0.27 0.06 1.86/1.90 1.89 146.00 6.08 6.00/6.80 0.06 -0.30 0.0411 -0.68 52.5% 94 80 1.6k 2.2k 47.3% 0.26 0.0412 -0.26 0.05 1.58/1.64 1.62 147.00 7.25 6.75/7.40 0.06 -0.27 0.0394 -0.72 51.1% 54 69 2.7k 5.3k 47.5% 0.22 0.0377 -0.24 0.05 1.34/1.40 1.37 148.00 7.79 7.55/8.05 0.05 -0.24 0.0370 -0.77 49.9% 58 145 889 1.4k 47.7% 0.19 0.0341 -0.22 0.04 1.13/1.19 1.16 149.00 9.80 8.25/9.00 0.05 -0.24 0.0333 -0.79 52.8% 55 104
Greeks Profile 2026-09-04 · 5d · σ = 47.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $99 $120 $142 $163 $184 spot $141.50 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).