IV Skew
3.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 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 — 199.2% 0.98 0.0007 -0.51 0.02 124.70/128.80 137.10 235.00 — — — — — — — — — 1 — 167.5% 0.97 0.0010 -0.51 0.03 104.70/108.80 107.80 255.00 — — — — — — — — — 4 3 159.9% 0.97 0.0010 -0.51 0.03 99.70/103.80 115.20 260.00 — — — — — — — — — 1 — 152.4% 0.97 0.0011 -0.51 0.03 94.70/98.80 98.20 265.00 — — — — — — — — — 2 — 137.7% 0.96 0.0014 -0.50 0.03 84.70/88.80 109.10 275.00 — — — — — — — — — 1 — 67.7% 0.92 0.0052 -0.46 0.06 35.10/38.80 56.22 325.00 — — — — — — — — — 1 40 48.2% 0.87 0.0102 -0.46 0.09 20.80/24.00 26.60 340.00 0.85 0.50/1.00 0.06 -0.21 0.0087 -0.07 37.2% 1.6k 24 — — — — — — — — — 342.50 1.05 0.75/1.35 0.07 -0.27 0.0110 -0.10 37.3% 32 4 — — — — — — — — — 345.00 1.35 1.05/1.85 0.09 -0.34 0.0135 -0.13 37.9% 26 36 — — — — — — — — — 350.00 2.33 1.90/2.80 0.12 -0.44 0.0185 -0.21 36.7% 52 61 — — — — — — — — — 352.50 3.19 2.35/3.50 0.14 -0.49 0.0210 -0.26 36.5% 10 2 — — — — — — — — — 355.00 3.99 3.20/4.30 0.15 -0.53 0.0231 -0.32 36.3% 863 14 — — — — — — — — — 357.50 5.45 4.00/5.20 0.16 -0.56 0.0249 -0.37 35.9% 13 2 60 1 33.5% 0.56 0.0278 -0.58 0.17 6.20/7.60 7.50 360.00 5.85 4.90/6.50 0.17 -0.60 0.0252 -0.44 36.9% 88 38 — — — — — — — — — 362.50 7.25 6.10/7.90 0.17 -0.61 0.0250 -0.50 37.7% 43 126 60 65 32.8% 0.42 0.0282 -0.56 0.17 3.90/5.10 4.95 365.00 9.00 7.40/9.40 0.17 -0.61 0.0243 -0.56 38.3% 219 105 3 785 36.8% 0.37 0.0243 -0.60 0.16 3.00/4.90 3.40 367.50 10.94 8.80/11.20 0.16 -0.61 0.0226 -0.62 39.8% 8 38 15 944 32.7% 0.29 0.0247 -0.49 0.15 2.30/3.30 2.75 370.00 12.00 10.20/13.20 0.15 -0.62 0.0206 -0.66 41.9% 61 53 9 16 33.0% 0.24 0.0220 -0.44 0.13 1.70/2.65 2.13 372.50 8.24 12.50/15.10 0.15 -0.59 0.0189 -0.71 43.0% 103 103 60 37 37.0% 0.21 0.0186 -0.47 0.12 1.45/2.70 1.73 375.00 16.80 14.40/17.20 0.14 -0.58 0.0171 -0.74 44.7% 9 56 13 28 35.5% 0.16 0.0163 -0.38 0.10 0.85/1.95 1.26 377.50 11.68 16.00/20.00 0.13 -0.64 0.0148 -0.75 50.4% 1 7 30 3 34.1% 0.12 0.0135 -0.29 0.08 0.55/1.35 1.00 380.00 16.18 18.20/22.00 0.12 -0.60 0.0136 -0.78 51.1% 10 104 48 7 35.5% 0.07 0.0091 -0.21 0.06 0.20/0.90 2.75 385.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 35.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $253 $308 $362 $416 $470 spot $361.78 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).