IV Skew
1.6%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +7 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-09-17 (382d) 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 21 3 57.0% 0.91 0.0114 -0.31 0.04 17.30/20.10 21.70 220.00 0.90 0.75/1.05 0.04 -0.28 0.0114 -0.09 56.6% 72 251 14 1 59.7% 0.86 0.0146 -0.43 0.05 15.60/17.90 20.11 222.50 1.05 0.75/1.45 0.05 -0.32 0.0142 -0.11 54.0% 69 12 24 2 59.0% 0.82 0.0176 -0.50 0.06 13.50/15.90 17.25 225.00 1.45 1.00/1.95 0.06 -0.38 0.0177 -0.15 53.1% 7 28 9 4 52.4% 0.80 0.0215 -0.48 0.07 10.60/13.90 16.40 227.50 1.95 1.70/2.50 0.07 -0.47 0.0212 -0.21 54.0% 62 24 25 1 58.3% 0.72 0.0232 -0.63 0.08 9.60/12.40 12.31 230.00 2.11 2.15/3.30 0.08 -0.53 0.0247 -0.26 53.2% 5 41 23 2 58.5% 0.66 0.0253 -0.69 0.09 8.10/10.70 11.60 232.50 3.36 3.00/4.20 0.09 -0.59 0.0272 -0.33 53.4% 4 3 14 4 58.6% 0.59 0.0266 -0.72 0.10 6.60/9.30 9.70 235.00 2.90 3.80/5.40 0.10 -0.63 0.0291 -0.40 53.3% 9 44 35 7 56.0% 0.52 0.0286 -0.71 0.10 4.30/8.40 7.40 237.50 5.08 4.80/6.50 0.10 -0.63 0.0307 -0.48 52.2% 3 16 122 60 57.8% 0.45 0.0275 -0.73 0.10 4.60/6.20 5.25 240.00 7.10 6.10/7.90 0.10 -0.63 0.0304 -0.55 52.2% 26 24 37 14 56.7% 0.38 0.0271 -0.69 0.10 2.75/5.80 5.71 242.50 18.26 7.20/9.70 0.09 -0.59 0.0294 -0.63 51.6% 1 1 94 42 54.3% 0.31 0.0262 -0.61 0.09 2.35/4.00 4.60 245.00 17.30 8.60/11.80 0.09 -0.55 0.0269 -0.69 52.4% 2 3 6 27 59.6% 0.27 0.0224 -0.62 0.08 1.65/4.30 2.60 247.50 — — — — — — — — — 65 28 51.6% 0.19 0.0209 -0.44 0.07 1.30/2.05 1.45 250.00 20.00 12.00/15.40 0.08 -0.66 0.0188 -0.74 68.7% 1 24 46 151 57.0% 0.13 0.0148 -0.38 0.05 0.10/2.40 1.50 255.00 62.50 16.80/19.40 0.04 -0.25 0.0140 -0.90 51.1% — 8 3 4 70.3% 0.15 0.0133 -0.51 0.06 0.20/3.40 2.00 257.50 — — — — — — — — — 41 19 58.6% 0.08 0.0100 -0.27 0.04 0.40/1.15 0.96 260.00 28.60 21.30/24.00 0.03 -0.13 0.0082 -0.95 50.8% 1 6 — — — — — — — — — 265.00 30.00 25.70/29.20 0.01 -0.06 0.0046 -0.97 52.1% 20 2 — — — — — — — — — 270.00 80.60 30.60/34.10 0.01 -0.02 0.0026 -0.99 53.9% — —
Greeks Profile 2026-09-04 · 4d · σ = 54.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $166 $202 $238 $273 $309 spot $237.78 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).