IV Skew
8.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 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 — 1 66.0% 0.95 0.0048 -0.21 0.03 29.55/33.05 39.59 225.00 — — — — — — — — — 7 5 54.7% 0.95 0.0059 -0.19 0.03 24.35/28.00 19.82 230.00 — — — — — — — — — 12 10 70.7% 0.86 0.0108 -0.51 0.07 19.40/23.10 16.00 235.00 0.09 0.05/0.33 0.02 -0.08 0.0058 -0.03 38.6% 20 125 27 6 54.8% 0.85 0.0145 -0.42 0.07 14.45/17.65 18.76 240.00 0.15 0.01/0.38 0.03 -0.09 0.0096 -0.04 31.7% 16 159 — — — — — — — — — 242.50 0.24 0.00/0.75 0.05 -0.15 0.0157 -0.09 33.4% 113 3 19 2 46.7% 0.79 0.0207 -0.43 0.09 10.30/13.00 13.19 245.00 0.35 0.28/0.49 0.04 -0.10 0.0183 -0.07 25.2% 135 63 — — — — — — — — — 247.50 0.61 0.36/1.77 0.08 -0.28 0.0277 -0.20 34.0% 43 23 67 5 39.2% 0.69 0.0299 -0.43 0.10 6.15/8.65 7.46 250.00 1.11 0.88/1.28 0.09 -0.20 0.0402 -0.21 23.8% 68 1.1k 10 5 36.9% 0.62 0.0345 -0.44 0.11 4.15/6.80 7.94 252.50 1.67 1.44/1.91 0.11 -0.23 0.0525 -0.32 22.7% 31 25 200 104 33.4% 0.53 0.0398 -0.41 0.12 3.45/4.95 3.91 255.00 2.69 2.29/2.99 0.12 -0.26 0.0580 -0.46 22.9% 25 44 24 19 26.9% 0.41 0.0485 -0.33 0.12 2.20/2.88 2.40 257.50 3.82 3.55/4.30 0.12 -0.24 0.0573 -0.60 22.5% 34 51 1.1k 193 26.4% 0.30 0.0439 -0.28 0.10 1.46/1.92 1.92 260.00 5.52 4.20/6.85 0.11 -0.29 0.0404 -0.68 29.6% 20 131 82 67 27.5% 0.21 0.0350 -0.24 0.09 0.80/1.38 0.94 262.50 7.28 6.00/8.65 0.09 -0.24 0.0340 -0.77 29.7% 5 37 171 193 24.7% 0.11 0.0254 -0.14 0.06 0.45/0.65 0.65 265.00 5.80 8.35/10.70 0.07 -0.20 0.0268 -0.84 30.6% 18 98 64 20 25.2% 0.06 0.0166 -0.10 0.04 0.10/0.40 0.36 267.50 7.27 10.85/13.05 0.06 -0.18 0.0209 -0.87 33.5% 4 14 157 335 24.9% 0.03 0.0095 -0.05 0.02 0.13/0.21 0.21 270.00 7.15 12.25/16.00 0.07 -0.26 0.0177 -0.86 42.9% 13 13 55 50 26.1% 0.02 0.0059 -0.04 0.01 0.04/0.14 0.15 272.50 — — — — — — — — — 209 46 38.5% 0.06 0.0097 -0.13 0.03 0.05/0.54 0.07 275.00 19.10 17.60/20.90 0.06 -0.26 0.0127 -0.89 50.3% — —
Greeks Profile 2026-09-04 · 5d · σ = 28.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $179 $217 $255 $294 $332 spot $255.48 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).