IV Skew
6.2%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/939d 10/1646d 12/18109d +6 more 2027-01-15 (137d) 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-09-17 (382d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.03 — 0.00/0.00 30.60 242.50 1.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 23 — — 79 0.0% 1.00 — -0.03 — 0.00/0.00 27.75 245.00 1.43 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 74 — — 1 0.0% 1.00 — -0.03 — 0.00/0.00 13.89 247.50 2.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 7 0.0% 1.00 — -0.03 — 0.00/0.00 10.20 250.00 2.42 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 31 — — 11 0.0% 1.00 — -0.03 — 0.00/0.00 9.02 252.50 3.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — 7 0.0% 1.00 — -0.03 — 0.00/0.00 8.71 255.00 4.20 0.00/0.00 0.00 -0.00 0.0006 -0.00 6.3% 58 — — 4 0.0% 1.00 — -0.03 — 0.00/0.00 7.10 257.50 5.80 0.00/0.00 0.00 -0.00 0.0003 -0.00 3.1% 3 — — 11 0.0% 1.00 — -0.03 — 0.00/0.00 6.06 260.00 7.20 0.00/0.00 0.00 -0.00 0.0020 -0.00 0.8% 222 — — — 1.6% 0.00 0.0003 -0.00 0.00 0.00/0.00 4.90 262.50 9.50 0.00/0.00 — 0.03 — -1.00 0.0% — — — — 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.15 265.00 10.54 0.00/0.00 — 0.03 — -1.00 0.0% — — — 16 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 3.03 267.50 13.90 0.00/0.00 — 0.03 — -1.00 0.0% — — — 57 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.00 270.00 13.88 0.00/0.00 — 0.03 — -1.00 0.0% — — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.85 272.50 15.10 0.00/0.00 — 0.03 — -1.00 0.0% — — — 59 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.35 275.00 21.28 0.00/0.00 — 0.03 — -1.00 0.0% — — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 277.50 — — — — — — — — — — 47 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 280.00 — — — — — — — — — — — — — — — — — — 285.00 22.66 0.00/0.00 — 0.04 — -1.00 0.0% — —
Greeks Profile 2026-09-04 · 4d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $182 $222 $261 $300 $339 spot $260.66 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).