IV Skew
1.1%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 270.00 0.64 0.50/0.64 0.04 -0.14 0.0074 -0.05 40.8% 194 1.7k 60 10 65.4% 0.82 0.0116 -0.61 0.09 17.15/22.40 18.11 272.50 0.81 0.39/1.20 0.06 -0.25 0.0108 -0.09 44.5% 7 99 194 35 55.7% 0.83 0.0135 -0.52 0.09 16.55/19.35 18.15 275.00 1.11 1.00/1.15 0.06 -0.23 0.0128 -0.10 39.7% 103 1.1k 596 22 53.4% 0.80 0.0155 -0.54 0.10 14.45/17.20 16.07 277.50 1.50 1.14/1.81 0.08 -0.33 0.0162 -0.15 41.8% 82 35 1.2k 83 50.7% 0.76 0.0178 -0.56 0.11 12.50/15.05 13.99 280.00 1.97 1.74/2.04 0.09 -0.34 0.0196 -0.18 39.0% 175 331 141 20 49.0% 0.72 0.0201 -0.59 0.11 11.20/13.10 12.30 282.50 — — — — — — — — — 445 170 47.4% 0.67 0.0223 -0.61 0.12 9.00/11.25 10.35 285.00 3.26 3.05/3.35 0.12 -0.44 0.0265 -0.29 38.1% 804 335 91 47 45.7% 0.62 0.0245 -0.62 0.13 7.60/9.50 8.90 287.50 4.35 3.70/5.00 0.13 -0.54 0.0261 -0.38 42.7% 71 46 405 191 40.2% 0.56 0.0288 -0.56 0.13 6.80/7.25 7.14 290.00 5.22 5.00/5.40 0.13 -0.50 0.0303 -0.44 38.2% 332 49 132 238 39.8% 0.49 0.0293 -0.56 0.14 5.65/5.95 5.70 292.50 6.60 5.65/7.00 0.14 -0.53 0.0290 -0.51 40.3% 60 2 336 156 40.7% 0.42 0.0281 -0.56 0.13 4.55/5.00 4.81 295.00 7.57 7.00/8.45 0.13 -0.52 0.0282 -0.58 40.5% 35 41 166 36 42.6% 0.36 0.0256 -0.55 0.13 3.25/4.35 4.34 297.50 — — — — — — — — — 499 521 40.3% 0.28 0.0246 -0.48 0.12 2.95/3.20 3.15 300.00 11.44 10.00/12.65 0.12 -0.54 0.0221 -0.69 47.0% 15 15 38 273 40.7% 0.23 0.0218 -0.43 0.10 2.31/2.58 2.51 302.50 — — — — — — — — — 862 519 40.8% 0.18 0.0189 -0.37 0.09 1.82/2.02 2.02 305.00 — — — — — — — — — 43 50 41.5% 0.14 0.0160 -0.33 0.08 1.12/1.64 1.59 307.50 — — — — — — — — — 216 399 41.3% 0.11 0.0132 -0.27 0.06 1.05/1.24 1.12 310.00 — — — — — — — — — — — — — — — — — — 320.00 62.65 26.40/31.30 0.08 -0.52 0.0093 -0.86 71.6% — — — — — — — — — — — 335.00 82.30 41.15/46.40 0.01 -0.03 0.0022 -0.98 54.3% — —
Greeks Profile 2026-09-04 · 5d · σ = 40.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $204 $248 $292 $335 $379 spot $291.52 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).