IV Skew
0.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 12/18109d 1/15137d +5 more 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 8 — 0.0% 1.00 — -0.02 — 0.00/0.00 22.60 140.00 — — — — — — — — — — — — — — — — — — 145.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 4 — — — — — — — — — 146.00 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 7 — — — — — — — — — 147.00 0.42 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 5 — — — — — — — — — 148.00 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 118 — — — — — — — — — 149.00 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 7 — — — — — — — — — 150.00 0.60 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 101 259 1 1 0.0% 1.00 — -0.02 — 0.00/0.00 9.50 152.50 — — — — — — — — — 1 — 0.0% 1.00 — -0.02 — 0.00/0.00 8.10 155.00 1.68 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 5 119 6 6 0.0% 1.00 — -0.02 — 0.00/0.00 5.70 157.50 2.67 0.00/0.00 0.00 -0.00 0.0001 -0.00 0.2% 32 99 52 36 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.00 160.00 4.07 0.00/0.00 — 0.02 — -1.00 0.0% 13 23 5 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.17 162.50 — — — — — — — — — 35 35 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.65 165.00 8.45 0.00/0.00 — 0.02 — -1.00 0.0% 1 23 26 25 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 167.50 9.65 0.00/0.00 — 0.02 — -1.00 0.0% 1 15 268 368 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.27 170.00 11.95 0.00/0.00 — 0.02 — -1.00 0.0% 1 11 42 36 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 172.50 — — — — — — — — — 10 5 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.45 175.00 — — — — — — — — — 22 — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.70 177.50 8.50 0.00/0.00 — 0.02 — -1.00 0.0% — — — — — — — — — — — 180.00 10.10 0.00/0.00 — 0.02 — -1.00 0.0% 33 3 — — — — — — — — — 182.50 12.00 0.00/0.00 — 0.02 — -1.00 0.0% — — — — — — — — — — — 190.00 30.17 0.00/0.00 — 0.02 — -1.00 0.0% 9 —
Greeks Profile 2026-09-04 · 4d · σ = 0.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $110 $134 $158 $181 $205 spot $157.58 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).