IV Skew
6.2%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 11/2081d +6 more 2026-12-18 (109d) 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-06-17 (290d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 275.00 1.28 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — — — — — — — — — 277.50 1.25 —/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — — 0.0% 1.00 — -0.03 — 0.00/0.00 26.70 280.00 1.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 41 — — — — — — — — — — 285.00 3.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 25 — — — — — — — — — — 287.50 2.48 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — — — — — — — — — 290.00 5.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 36 — — — — — — — — — — 292.50 6.25 0.00/0.00 0.00 -0.00 0.0002 -0.00 3.1% — — — — 0.0% 1.00 — -0.04 — 0.00/0.00 9.50 295.00 7.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 10 — — — 1.6% 0.01 0.0303 -0.00 0.00 0.00/0.00 12.33 297.50 8.37 0.00/0.00 — 0.04 — -1.00 0.0% — — — 1 3.1% 0.00 0.0003 -0.00 0.00 0.00/0.00 9.80 300.00 9.30 0.00/0.00 — 0.04 — -1.00 0.0% 11 — — — 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 6.00 302.50 11.77 0.00/0.00 — 0.04 — -1.00 0.0% — — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.50 305.00 8.00 0.00/0.00 — 0.04 — -1.00 0.0% 2 — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 11.30 307.50 14.07 0.00/0.00 — 0.04 — -1.00 0.0% — — — 5 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.98 310.00 16.25 0.00/0.00 — 0.04 — -1.00 0.0% 8 — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.47 315.00 15.30 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.62 317.50 — — — — — — — — — — — — — — — — — — 320.00 18.00 0.00/0.00 — 0.04 — -1.00 0.0% 10 —
Greeks Profile 2026-09-04 · 4d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $207 $252 $296 $341 $385 spot $296.11 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).