IV Skew
4.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 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 — — — — — — — — — 1120.00 1.50 0.75/5.10 0.30 -0.93 0.0051 -0.14 31.6% 1 79 — — — — — — — — — 1130.00 2.93 2.65/4.70 0.32 -0.82 0.0067 -0.15 26.1% 1 3 — — 26.7% 0.80 0.0076 -1.11 0.38 30.70/35.60 32.90 1135.00 11.35 1.90/6.10 0.38 -0.97 0.0076 -0.20 26.6% — 1 5 1 26.0% 0.77 0.0086 -1.19 0.42 26.00/31.60 40.95 1140.00 8.50 2.85/9.10 0.44 -1.27 0.0080 -0.26 29.6% 1 8 1 4 25.8% 0.72 0.0095 -1.28 0.46 23.70/28.00 25.06 1145.00 17.54 4.10/10.00 0.47 -1.29 0.0089 -0.29 28.4% — 2 9 5 26.6% 0.67 0.0100 -1.41 0.49 18.90/25.20 38.70 1150.00 8.50 6.90/11.10 0.50 -1.30 0.0098 -0.33 27.2% 4 8 8 2 27.9% 0.61 0.0101 -1.54 0.52 15.60/23.00 26.00 1155.00 — — — — — — — — — 1 1 25.1% 0.60 0.0114 -1.41 0.53 14.40/19.80 27.60 1157.50 — — — — — — — — — 3 1 26.6% 0.56 0.0109 -1.51 0.54 12.70/19.40 25.70 1160.00 12.83 10.00/15.30 0.54 -1.40 0.0106 -0.44 27.2% 2 10 13 1 24.7% 0.54 0.0118 -1.41 0.54 11.80/16.90 16.10 1162.50 13.65 10.80/17.60 0.54 -1.50 0.0101 -0.47 28.9% 1 5 3 8 25.0% 0.51 0.0117 -1.43 0.54 10.80/15.80 11.70 1165.00 — — — — — — — — — 78 1 25.6% 0.45 0.0113 -1.45 0.54 7.80/13.90 21.10 1170.00 13.94 15.00/22.00 0.54 -1.52 0.0098 -0.54 29.6% 1 1 1 6 27.5% 0.40 0.0103 -1.51 0.53 7.80/13.00 9.69 1175.00 — — — — — — — — — 22 9 24.7% 0.34 0.0109 -1.27 0.50 6.20/9.40 8.71 1180.00 — — — — — — — — — 4 1 25.9% 0.29 0.0098 -1.26 0.47 4.60/8.50 12.50 1185.00 — — — — — — — — — 15 3 27.8% 0.26 0.0086 -1.27 0.45 3.40/8.10 10.00 1190.00 25.72 29.10/35.20 0.46 -1.31 0.0081 -0.72 30.6% 2 95 3 2 27.6% 0.22 0.0079 -1.15 0.41 2.50/6.70 10.90 1195.00 — — — — — — — — — 21 41 30.5% 0.21 0.0069 -1.23 0.39 0.70/7.00 3.30 1200.00 26.10 36.10/41.90 0.38 -1.00 0.0070 -0.80 29.3% 4 — — — — — — — — — — 1310.00 212.00 141.40/150.90 0.18 -1.08 0.0015 -0.93 66.4% — —
Greeks Profile 2026-09-04 · 5d · σ = 26.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $815 $990 $1164 $1339 $1514 spot $1164.48 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).