IV Skew
-65.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-06-16 (656d) 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 25 — 75.1% 0.90 0.0145 -0.23 0.03 9.70/20.20 20.70 124.00 — — — — — — — — — 1 — 72.5% 0.89 0.0161 -0.23 0.03 8.80/19.20 19.30 125.00 — — — — — — — — — — — — — — — — — — 126.00 0.55 0.00/10.30 0.05 -0.79 0.0137 -0.27 149.4% 2 5 — — — — — — — — — 127.00 0.55 0.00/3.40 0.04 -0.34 0.0195 -0.18 82.5% 2 3 — — — — — — — — — 129.00 2.00 0.00/10.70 0.06 -0.76 0.0160 -0.30 134.9% — 2 1 — 60.3% 0.82 0.0272 -0.27 0.04 3.90/14.90 24.40 130.00 0.80 0.00/1.00 0.04 -0.21 0.0277 -0.16 54.5% 33 15 3 2 66.7% 0.73 0.0304 -0.36 0.05 2.30/14.30 11.50 132.00 — — — — — — — — — 5 10 67.5% 0.70 0.0319 -0.39 0.06 1.65/13.70 13.70 133.00 — — — — — — — — — 10 20 83.2% 0.64 0.0278 -0.51 0.06 0.75/15.40 12.70 134.00 — — — — — — — — — 1 2 98.2% 0.60 0.0243 -0.62 0.06 0.95/16.10 9.70 135.00 2.50 0.45/2.50 0.06 -0.32 0.0413 -0.35 55.3% 2 4 6 12 89.7% 0.58 0.0269 -0.58 0.06 0.00/14.80 11.70 136.00 1.73 1.60/3.30 0.06 -0.37 0.0391 -0.40 61.0% 1 5 — — — — — — — — — 137.00 2.35 2.00/3.70 0.06 -0.38 0.0405 -0.44 60.2% 1 21 — — — — — — — — — 138.00 3.02 0.00/4.00 0.06 -0.36 0.0429 -0.48 57.5% 7 3 40 — 89.4% 0.50 0.0276 -0.58 0.06 0.00/11.80 6.60 139.00 11.40 0.00/9.60 0.06 -0.39 0.0402 -0.52 61.3% 2 1 35 17 82.9% 0.47 0.0297 -0.54 0.06 0.00/5.00 2.90 140.00 3.35 0.00/12.30 0.06 -0.45 0.0338 -0.54 72.5% 2 84 15 2 68.8% 0.42 0.0351 -0.44 0.06 0.00/7.20 5.60 141.00 4.85 0.00/12.50 0.06 -0.40 0.0368 -0.59 65.4% 13 1 18 4 59.5% 0.36 0.0389 -0.37 0.06 0.00/2.60 2.00 142.00 — — — — — — — — — 30 31 130.8% 0.44 0.0187 -0.84 0.06 0.00/14.30 4.80 143.00 9.40 1.75/13.20 0.06 -0.37 0.0351 -0.66 64.5% — 5 3 3 113.1% 0.40 0.0212 -0.71 0.06 0.00/11.10 3.17 144.00 — — — — — — — — — 5 10 120.5% 0.39 0.0198 -0.76 0.06 0.00/11.40 1.00 145.00 7.10 2.80/17.30 0.06 -0.47 0.0270 -0.67 82.8% 2 12 19 1 119.6% 0.37 0.0196 -0.74 0.06 0.00/10.60 1.22 146.00 5.10 3.60/14.40 0.04 -0.22 0.0324 -0.80 52.9% 9 12 — — — — — — — — — 147.00 5.60 3.90/14.90 0.06 -0.82 0.0174 -0.62 135.0% 1 2 — — — — — — — — — 148.00 9.90 1.95/15.20 0.06 -0.76 0.0178 -0.65 129.3% 1 23
Greeks Profile 2026-09-04 · 5d · σ = 73.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $97 $117 $138 $159 $180 spot $138.12 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).