IV Skew
-0.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 3 2 61.3% 0.96 0.0044 -0.20 0.03 30.50/34.50 30.30 245.00 — — — — — — — — — 3 40 54.2% 0.95 0.0059 -0.21 0.03 25.50/29.60 33.00 250.00 — — — — — — — — — — — — — — — — — — 257.50 0.60 0.30/1.15 0.05 -0.24 0.0105 -0.09 46.7% 14 4 14 4 63.8% 0.81 0.0131 -0.58 0.09 16.50/20.10 20.63 260.00 0.70 0.55/1.00 0.05 -0.21 0.0121 -0.09 40.4% 65 47 — — — — — — — — — 262.50 1.15 0.55/1.70 0.07 -0.31 0.0159 -0.14 43.5% 16 8 18 3 58.9% 0.75 0.0167 -0.63 0.10 12.70/15.90 17.26 265.00 1.60 0.95/2.05 0.08 -0.35 0.0192 -0.18 41.7% 159 202 6 5 50.5% 0.73 0.0202 -0.56 0.11 10.70/13.10 15.40 267.50 1.88 1.30/2.40 0.10 -0.37 0.0232 -0.22 39.3% 20 176 26 3 50.7% 0.68 0.0219 -0.61 0.12 8.90/11.50 10.95 270.00 2.85 1.50/4.10 0.11 -0.52 0.0236 -0.31 46.1% 65 148 7 1 53.4% 0.61 0.0221 -0.68 0.12 7.30/10.40 10.50 272.50 3.82 2.75/4.20 0.12 -0.47 0.0287 -0.36 40.1% 25 7 60 8 43.2% 0.56 0.0281 -0.57 0.13 6.40/7.50 6.80 275.00 4.90 2.80/6.50 0.13 -0.60 0.0253 -0.44 48.2% 136 172 23 49 48.1% 0.50 0.0256 -0.64 0.13 4.40/7.00 5.31 277.50 6.26 4.70/8.00 0.13 -0.63 0.0247 -0.50 49.8% 13 14 91 100 38.9% 0.41 0.0309 -0.50 0.13 4.00/4.50 4.37 280.00 7.35 5.70/8.00 0.13 -0.49 0.0297 -0.58 40.6% 27 20 45 19 49.4% 0.38 0.0237 -0.62 0.12 2.45/5.10 3.45 282.50 8.72 7.30/10.70 0.12 -0.57 0.0241 -0.63 48.4% 4 1 82 77 42.7% 0.29 0.0248 -0.48 0.11 2.15/3.30 2.65 285.00 10.78 9.30/11.80 0.11 -0.48 0.0241 -0.70 44.5% 16 5 40 31 39.4% 0.21 0.0229 -0.38 0.09 1.45/2.20 2.05 287.50 — — — — — — — — — 165 81 44.0% 0.19 0.0192 -0.40 0.09 1.15/2.20 1.35 290.00 12.02 13.10/16.40 0.10 -0.48 0.0182 -0.77 51.8% 4 17 107 14 42.4% 0.14 0.0162 -0.31 0.07 0.70/1.55 1.12 292.50 — — — — — — — — — 103 73 43.2% 0.11 0.0135 -0.27 0.06 0.40/1.25 0.86 295.00 — — — — — — — — — — — — — — — — — — 300.00 22.55 21.20/25.20 0.07 -0.36 0.0110 -0.87 58.4% 1 20 — — — — — — — — — 305.00 49.50 26.90/30.00 0.06 -0.34 0.0088 -0.90 63.7% — 1 — — — — — — — — — 310.00 43.00 31.00/35.00 0.05 -0.35 0.0073 -0.91 70.7% — 2
Greeks Profile 2026-09-04 · 5d · σ = 49.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $194 $235 $277 $318 $360 spot $276.75 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).