IV Skew
3.5%
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) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 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 — 62.9% 0.97 0.0058 -0.08 0.01 17.30/20.30 17.64 124.00 — — — — — — — — — 1 — 60.0% 0.97 0.0064 -0.08 0.01 16.30/19.30 16.69 125.00 — — — — — — — — — — — — — — — — — — 134.00 0.50 0.30/1.20 0.04 -0.21 0.0264 -0.16 54.2% 3 1 13 10 56.5% 0.81 0.0292 -0.27 0.05 7.00/9.10 9.90 135.00 0.58 0.35/1.05 0.04 -0.19 0.0301 -0.16 47.5% 6 9 6 3 66.1% 0.74 0.0292 -0.37 0.05 6.30/9.00 8.24 136.00 — — — — — — — — — — — — — — — — — — 137.00 0.95 0.60/1.00 0.04 -0.17 0.0409 -0.18 38.7% 11 10 — — — — — — — — — 138.00 1.18 0.90/1.45 0.05 -0.21 0.0450 -0.24 41.6% 19 6 2 — 49.9% 0.68 0.0429 -0.31 0.06 4.10/5.90 6.90 139.00 1.50 1.10/1.75 0.06 -0.23 0.0496 -0.29 41.3% 18 2 4 4 58.0% 0.62 0.0394 -0.38 0.06 3.50/5.90 5.50 140.00 1.65 1.40/3.00 0.06 -0.33 0.0427 -0.37 53.1% 4 3 — — — — — — — — — 141.00 2.03 1.35/2.75 0.06 -0.28 0.0525 -0.40 44.2% 2 2 2 3 38.5% 0.55 0.0616 -0.26 0.07 2.35/3.30 3.00 142.00 2.39 1.80/3.20 0.07 -0.28 0.0540 -0.46 44.0% 25 4 19 1 38.4% 0.49 0.0622 -0.26 0.07 2.10/2.80 3.40 143.00 2.95 2.40/3.70 0.07 -0.28 0.0545 -0.51 43.9% 20 19 30 20 39.6% 0.43 0.0594 -0.27 0.07 1.85/2.45 2.35 144.00 — — — — — — — — — 3 18 38.8% 0.37 0.0582 -0.25 0.06 1.20/2.00 1.84 145.00 3.60 3.10/4.90 0.06 -0.27 0.0516 -0.62 44.4% 2 14 6 4 37.9% 0.31 0.0555 -0.23 0.06 1.05/1.60 1.30 146.00 — — — — — — — — — 4 7 37.1% 0.25 0.0513 -0.20 0.05 0.95/1.25 1.15 147.00 — — — — — — — — — — — — — — — — — — 148.00 6.46 5.40/8.00 0.06 -0.34 0.0355 -0.69 59.5% — 1 31 5 44.0% 0.17 0.0345 -0.19 0.04 0.40/1.00 0.60 150.00 10.80 7.10/9.10 0.05 -0.26 0.0329 -0.78 54.4% — 1 20 18 61.8% 0.13 0.0208 -0.22 0.04 0.00/1.10 0.46 155.00 — — — — — — — — — — 1 57.6% 0.08 0.0147 -0.14 0.02 0.00/1.20 0.30 157.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 41.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $100 $121 $143 $164 $185 spot $142.53 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).