IV Skew
10.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 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 20 2 72.2% 0.89 0.0106 -0.34 0.04 18.60/21.30 10.10 185.00 0.57 0.40/0.75 0.02 -0.13 0.0079 -0.05 53.7% 71 58 28 3 57.8% 0.91 0.0117 -0.25 0.04 16.60/20.00 14.20 187.50 0.93 0.00/3.90 0.05 -0.36 0.0127 -0.13 70.9% 9 21 415 89 54.7% 0.89 0.0147 -0.27 0.05 14.30/17.70 16.80 190.00 0.88 0.65/1.45 0.04 -0.21 0.0142 -0.10 51.1% 135 449 155 43 55.5% 0.84 0.0184 -0.34 0.06 12.30/15.80 14.99 192.50 1.13 0.55/1.95 0.06 -0.34 0.0183 -0.17 57.0% 68 22 137 106 51.9% 0.80 0.0225 -0.37 0.07 10.50/13.20 11.40 195.00 1.70 0.75/2.95 0.07 -0.44 0.0210 -0.23 60.9% 46 412 78 83 60.1% 0.71 0.0237 -0.51 0.08 8.50/10.90 9.82 197.50 2.13 0.30/4.60 0.08 -0.58 0.0213 -0.31 69.1% 47 17 709 351 50.3% 0.67 0.0301 -0.45 0.09 7.60/9.00 8.77 200.00 3.15 1.60/3.60 0.09 -0.43 0.0300 -0.33 50.5% 75 207 23 64 62.5% 0.58 0.0261 -0.60 0.09 5.10/8.20 6.41 202.50 3.90 3.10/5.70 0.09 -0.55 0.0272 -0.42 60.0% 45 16 387 634 50.7% 0.51 0.0328 -0.50 0.10 4.00/7.20 5.19 205.00 — — — — — — — — — 17 110 48.1% 0.42 0.0339 -0.46 0.09 3.30/4.20 3.90 207.50 — — — — — — — — — 156 392 51.2% 0.35 0.0302 -0.46 0.09 3.00/3.60 3.37 210.00 6.90 7.00/9.50 0.09 -0.50 0.0276 -0.63 57.0% 63 60 191 423 50.6% 0.22 0.0241 -0.36 0.07 1.75/2.10 1.80 215.00 20.50 10.60/13.20 0.08 -0.43 0.0225 -0.75 59.3% 1 2 532 556 51.0% 0.12 0.0165 -0.25 0.05 1.00/1.40 0.91 220.00 15.80 14.10/17.80 0.07 -0.42 0.0170 -0.81 67.6% 6 10 12 35 52.1% 0.09 0.0133 -0.21 0.04 0.55/1.35 0.87 222.50 — — — — — — — — — 214 215 50.2% 0.06 0.0097 -0.14 0.03 0.40/0.80 0.50 225.00 — — — — — — — — — 5 2 77.6% 0.13 0.0116 -0.40 0.05 0.00/4.00 0.10 227.50 — — — — — — — — — — — — — — — — — — 240.00 37.00 33.30/37.40 0.00 0.01 0.0011 -1.00 51.4% — —
Greeks Profile 2026-09-04 · 5d · σ = 55.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $143 $174 $205 $235 $266 spot $204.72 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).