IV Skew
6.5%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +6 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 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 1 — 77.6% 0.92 0.0054 -0.55 0.05 33.90/37.00 46.00 305.00 — — — — — — — — — — — — — — — — — — 312.50 7.51 0.00/2.70 0.06 -0.43 0.0071 -0.09 61.5% 1 9 5 3 62.9% 0.89 0.0085 -0.57 0.07 24.20/27.20 26.72 315.00 0.95 0.00/2.95 0.06 -0.45 0.0082 -0.10 58.9% 5 24 — — — — — — — — — 317.50 3.47 0.00/3.20 0.07 -0.47 0.0094 -0.11 56.1% 10 194 98 1 60.9% 0.84 0.0111 -0.68 0.09 19.50/22.90 26.16 320.00 1.21 0.00/1.70 0.07 -0.48 0.0109 -0.12 52.8% 2 15 12 3 59.6% 0.82 0.0125 -0.74 0.09 17.50/20.80 22.90 322.50 — — — — — — — — — 4 1 57.0% 0.79 0.0141 -0.76 0.10 15.00/18.60 22.65 325.00 1.40 0.00/3.70 0.11 -0.80 0.0137 -0.22 61.0% 13 16 30 2 52.2% 0.73 0.0179 -0.80 0.12 11.00/14.40 18.30 330.00 2.08 1.00/4.00 0.12 -0.76 0.0179 -0.27 52.2% 3 17 14 2 50.9% 0.63 0.0208 -0.88 0.13 8.00/11.00 11.00 335.00 4.60 2.50/5.60 0.13 -0.84 0.0208 -0.37 50.8% 7 2 82 19 45.3% 0.52 0.0246 -0.83 0.14 4.50/7.40 5.80 340.00 6.80 4.50/7.60 0.14 -0.85 0.0228 -0.48 49.1% 8 5 32 32 46.8% 0.41 0.0233 -0.82 0.14 2.95/5.40 3.85 345.00 21.17 7.10/10.30 0.14 -0.82 0.0224 -0.59 48.6% — 2 18 8 46.9% 0.30 0.0207 -0.73 0.12 2.10/3.70 2.10 350.00 23.76 11.10/14.00 0.13 -0.79 0.0193 -0.68 51.7% — 2 15 10 54.5% 0.24 0.0161 -0.77 0.11 0.05/3.40 2.80 355.00 30.85 14.60/18.00 0.11 -0.72 0.0161 -0.76 54.5% 1 1 20 10 61.1% 0.20 0.0129 -0.77 0.10 0.00/3.10 2.30 360.00 — — — — — — — — — 13 11 53.3% 0.11 0.0100 -0.46 0.07 0.00/2.90 0.55 365.00 — — — — — — — — — 63 1 59.0% 0.09 0.0080 -0.45 0.06 0.00/2.70 1.15 370.00 — — — — — — — — — 3 4 64.5% 0.08 0.0066 -0.44 0.05 0.00/2.55 2.69 375.00 47.20 32.80/36.80 0.07 -0.63 0.0074 -0.88 75.6% — 1 10 20 69.7% 0.07 0.0055 -0.43 0.05 0.00/2.40 0.91 380.00 — — — — — — — — — — — — — — — — — — 400.00 58.10 57.70/61.70 0.01 0.01 0.0007 -0.99 59.6% — — — — — — — — — — — 415.00 72.80 72.90/76.70 0.01 -0.03 0.0009 -0.99 78.5% — — — — — — — — — — — 435.00 93.10 92.70/96.70 0.00 0.01 0.0004 -1.00 85.5% — — — — — — — — — — — 445.00 95.90 102.70/106.70 0.00 0.01 0.0003 -1.00 92.4% — —
Greeks Profile 2026-09-04 · 4d · σ = 47.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $238 $289 $340 $391 $443 spot $340.39 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).