IV Skew
6.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 26 46 55.5% 0.96 0.0075 -0.13 0.02 18.40/21.45 19.96 170.00 0.09 0.00/0.33 0.02 -0.08 0.0062 -0.03 50.5% 123 338 59 31 50.2% 0.95 0.0095 -0.14 0.02 15.95/18.95 17.75 172.50 0.08 0.00/0.28 0.02 -0.07 0.0071 -0.03 43.5% 4 31 29 23 63.0% 0.87 0.0153 -0.32 0.05 12.75/16.00 14.77 175.00 0.10 0.00/0.38 0.02 -0.09 0.0105 -0.05 40.9% 62 106 23 3 56.3% 0.85 0.0188 -0.31 0.05 11.25/13.55 12.75 177.50 0.15 0.02/0.50 0.03 -0.11 0.0154 -0.07 37.9% 32 48 237 217 40.5% 0.87 0.0239 -0.21 0.05 9.60/10.45 10.10 180.00 0.35 0.05/0.71 0.04 -0.14 0.0228 -0.10 35.6% 256 595 14 146 35.4% 0.83 0.0328 -0.22 0.06 7.50/8.10 7.80 182.50 0.65 0.58/0.75 0.05 -0.14 0.0328 -0.13 29.6% 122 116 150 27 41.3% 0.70 0.0379 -0.33 0.08 3.70/6.85 6.02 185.00 1.10 0.72/1.24 0.07 -0.18 0.0479 -0.23 28.4% 208 203 80 28 38.0% 0.60 0.0457 -0.34 0.09 2.88/5.00 3.93 187.50 2.00 1.37/2.10 0.08 -0.23 0.0596 -0.37 28.5% 272 92 765 198 29.9% 0.48 0.0600 -0.28 0.09 2.41/2.86 2.80 190.00 2.90 2.44/3.25 0.09 -0.24 0.0637 -0.52 28.2% 149 133 98 112 31.0% 0.34 0.0534 -0.26 0.08 1.06/1.96 1.50 192.50 4.75 4.00/4.75 0.08 -0.21 0.0578 -0.67 28.1% 30 44 94 86 29.2% 0.21 0.0443 -0.19 0.06 0.45/1.08 0.95 195.00 6.60 5.05/8.30 0.08 -0.36 0.0338 -0.69 47.4% 11 41 33 358 31.3% 0.13 0.0313 -0.15 0.05 0.42/0.75 0.54 197.50 6.95 6.65/10.40 0.07 -0.34 0.0284 -0.75 50.9% 15 26 65 99 29.2% 0.06 0.0185 -0.08 0.03 0.04/0.33 0.44 200.00 9.40 10.00/11.60 0.05 -0.18 0.0242 -0.86 41.5% 2 — 90 76 35.3% 0.06 0.0146 -0.09 0.03 0.00/0.38 0.15 202.50 — — — — — — — — — 12 35 38.5% 0.04 0.0107 -0.08 0.02 0.00/0.32 0.17 205.00 — — — — — — — — — 82 84 42.0% 0.03 0.0082 -0.07 0.02 0.00/0.29 0.24 207.50 — — — — — — — — — — — — — — — — — — 210.00 22.55 18.85/21.55 0.03 -0.19 0.0113 -0.91 62.4% 20 —
Greeks Profile 2026-09-04 · 5d · σ = 29.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $133 $161 $189 $218 $246 spot $189.43 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).