IV Skew
-6.2%
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 — — — — — — — — — 185.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 190.00 0.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 6 0.0% 1.00 — -0.02 — 0.00/0.00 23.15 195.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 16 — — — — — — — — — — 200.00 4.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — 1 0.0% 1.00 — -0.03 — 0.00/0.00 16.10 205.00 7.37 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 1 0.0% 1.00 — -0.03 — 0.00/0.00 14.75 207.50 — — — — — — — — — — 2 0.0% 1.00 — -0.03 — 0.00/0.00 11.25 210.00 0.84 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 2 0.0% 1.00 — -0.03 — 0.00/0.00 7.30 212.50 — — — — — — — — — — 8 0.0% 1.00 — -0.03 — 0.00/0.00 5.20 215.00 2.66 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% — — — — 0.0% 1.00 — -0.03 — 0.00/0.00 3.92 217.50 4.70 0.00/0.00 0.00 -0.00 0.0090 -0.00 1.6% 20 — — 20 1.6% 0.00 0.0006 -0.00 0.00 0.00/0.00 2.50 220.00 4.19 0.00/0.00 — 0.03 — -1.00 0.0% — — — 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.55 222.50 — — — — — — — — — — 4 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.44 225.00 — — — — — — — — — — 11 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.82 227.50 — — — — — — — — — — 55 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.40 230.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.52 232.50 — — — — — — — — — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.32 235.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.46 245.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $153 $186 $219 $251 $284 spot $218.50 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).