IV Skew
1.7%
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) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 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 — — — — — — — — — 265.00 3.10 2.35/3.65 0.08 -0.55 0.0090 -0.14 73.5% 98 105 6 6 88.8% 0.79 0.0095 -0.88 0.10 24.20/30.50 23.31 267.50 — — — — — — — — — 11 2 84.9% 0.78 0.0104 -0.89 0.10 21.55/28.60 26.20 270.00 4.26 4.00/4.95 0.10 -0.72 0.0109 -0.20 76.0% 180 184 — — — — — — — — — 272.50 4.25 3.80/5.75 0.10 -0.73 0.0121 -0.22 72.8% 34 21 37 12 81.5% 0.72 0.0121 -0.95 0.11 18.80/23.65 23.88 275.00 5.47 5.05/6.30 0.11 -0.80 0.0130 -0.26 73.7% 135 96 2 21 85.4% 0.68 0.0123 -1.05 0.12 16.75/23.65 22.25 277.50 6.05 3.95/9.45 0.12 -0.87 0.0136 -0.30 74.9% 42 31 369 11 78.8% 0.66 0.0137 -1.00 0.12 14.60/20.80 20.14 280.00 7.50 6.40/9.00 0.12 -0.92 0.0143 -0.33 75.3% 59 118 4 8 81.2% 0.62 0.0138 -1.07 0.13 14.20/19.00 18.35 282.50 7.52 7.15/10.35 0.13 -0.95 0.0148 -0.37 75.4% 37 8 102 19 81.4% 0.59 0.0141 -1.09 0.13 14.00/16.55 14.65 285.00 9.70 5.30/10.70 0.13 -0.82 0.0179 -0.40 63.5% 166 201 58 14 80.9% 0.55 0.0144 -1.10 0.13 10.00/17.80 18.78 287.50 — — — — — — — — — 119 57 77.9% 0.51 0.0151 -1.07 0.14 9.05/15.35 13.93 290.00 11.76 8.00/13.35 0.14 -0.86 0.0181 -0.49 65.0% 47 42 46 50 85.0% 0.48 0.0138 -1.16 0.14 9.90/14.50 11.20 292.50 12.18 11.75/16.75 0.13 -1.04 0.0149 -0.52 78.9% 13 7 86 43 76.5% 0.44 0.0152 -1.04 0.13 8.15/11.40 9.35 295.00 13.53 11.90/18.00 0.13 -0.97 0.0156 -0.57 74.3% 31 136 22 25 83.4% 0.41 0.0138 -1.11 0.13 8.15/11.60 11.00 297.50 14.80 12.20/20.20 0.13 -0.92 0.0156 -0.61 72.5% 18 10 220 109 81.6% 0.37 0.0137 -1.06 0.13 7.15/10.20 8.00 300.00 16.88 14.50/21.45 0.13 -0.91 0.0150 -0.64 73.6% 28 113 39 17 91.0% 0.36 0.0122 -1.17 0.13 6.80/11.70 7.15 302.50 18.15 16.65/23.45 0.12 -0.91 0.0140 -0.67 76.3% 1 7 43 1.2k 72.1% 0.28 0.0139 -0.84 0.11 4.35/6.95 6.51 305.00 19.70 18.75/24.90 0.12 -0.87 0.0134 -0.70 76.6% 16 54 13 26 78.5% 0.27 0.0125 -0.89 0.11 5.00/6.75 5.00 307.50 21.18 20.55/24.70 0.11 -0.70 0.0133 -0.76 69.3% 4 2
Greeks Profile 2026-09-04 · 5d · σ = 71.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $203 $246 $289 $333 $376 spot $289.47 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).