IV Skew
5.1%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +6 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 1 49.1% 0.87 0.0248 -0.16 0.04 8.40/9.60 9.00 124.00 — — — — — — — — — 13 12 41.7% 0.88 0.0278 -0.13 0.03 7.50/8.45 7.85 125.00 0.12 0.08/0.14 0.02 -0.04 0.0194 -0.05 28.9% 28 176 22 30 39.1% 0.87 0.0326 -0.13 0.04 6.55/7.50 6.90 126.00 0.18 0.13/0.22 0.02 -0.05 0.0272 -0.07 28.9% 43 172 — — — — — — — — — 127.00 0.27 0.21/0.28 0.03 -0.06 0.0353 -0.09 27.4% 22 217 64 22 34.2% 0.81 0.0459 -0.14 0.05 4.80/5.65 5.24 128.00 0.36 0.30/0.39 0.04 -0.08 0.0460 -0.13 26.7% 229 400 37 9 31.7% 0.78 0.0549 -0.15 0.05 4.05/4.75 4.36 129.00 0.48 0.45/0.54 0.04 -0.09 0.0583 -0.18 26.0% 321 124 46 31 29.5% 0.73 0.0654 -0.15 0.06 3.30/3.90 3.56 130.00 0.70 0.63/0.73 0.05 -0.11 0.0717 -0.23 25.1% 881 266 131 68 26.8% 0.68 0.0787 -0.15 0.06 2.78/3.05 2.63 131.00 1.03 0.92/1.09 0.06 -0.13 0.0808 -0.32 25.9% 704 254 159 288 25.2% 0.60 0.0900 -0.15 0.07 2.14/2.33 2.24 132.00 1.35 1.20/1.49 0.07 -0.14 0.0873 -0.40 26.1% 275 173 241 718 25.2% 0.51 0.0930 -0.15 0.07 1.61/1.80 1.59 133.00 1.77 1.69/1.80 0.07 -0.13 0.0982 -0.49 23.8% 270 219 506 718 24.1% 0.41 0.0947 -0.14 0.07 1.18/1.28 1.20 134.00 2.50 2.19/2.41 0.07 -0.13 0.0932 -0.59 24.5% 78 355 314 1.0k 23.9% 0.32 0.0878 -0.13 0.06 0.81/0.91 0.80 135.00 2.91 2.66/3.15 0.06 -0.12 0.0822 -0.67 26.0% 407 291 811 3.1k 23.6% 0.23 0.0765 -0.11 0.05 0.53/0.62 0.57 136.00 3.85 3.55/3.75 0.05 -0.09 0.0757 -0.76 24.1% 38 118 265 116 23.4% 0.17 0.0623 -0.09 0.04 0.33/0.41 0.40 137.00 4.55 4.15/5.05 0.05 -0.14 0.0561 -0.75 33.3% 52 212 1.1k 71 23.5% 0.11 0.0479 -0.07 0.03 0.21/0.27 0.25 138.00 5.63 5.20/5.65 0.04 -0.09 0.0502 -0.83 29.8% 3 174 204 91 25.7% 0.09 0.0380 -0.06 0.03 0.11/0.24 0.21 139.00 6.06 6.05/6.90 0.05 -0.13 0.0417 -0.81 38.3% 7 228 593 382 23.8% 0.05 0.0246 -0.03 0.02 0.07/0.11 0.10 140.00 7.35 6.75/7.85 0.04 -0.13 0.0364 -0.83 40.9% 12 31
Greeks Profile 2026-09-04 · 6d · σ = 24.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $93 $113 $133 $153 $173 spot $132.90 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).