IV Skew
5.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 165.00 0.79 0.00/2.15 0.01 -0.26 0.0005 -0.01 226.0% 1 1 — — — — — — — — — 205.00 0.05 0.00/2.15 0.02 -0.26 0.0011 -0.02 147.5% 1 5 — — — — — — — — — 225.00 1.24 0.00/2.15 0.02 -0.25 0.0018 -0.03 112.7% — 1 — — — — — — — — — 230.00 0.45 0.00/2.20 0.02 -0.26 0.0021 -0.03 104.9% 12 16 — — — — — — — — — 235.00 0.23 0.00/2.20 0.03 -0.26 0.0025 -0.04 96.5% 2 30 — — — — — — — — — 240.00 0.05 0.00/2.25 0.03 -0.26 0.0030 -0.04 88.7% 4 21 — — — — — — — — — 245.00 0.55 0.00/2.25 0.03 -0.26 0.0036 -0.05 80.5% 1 13 2 2 56.5% 0.85 0.0123 -0.47 0.08 16.70/20.70 15.93 267.50 — — — — — — — — — 26 2 46.0% 0.86 0.0142 -0.37 0.07 14.80/17.60 16.53 270.00 — — — — — — — — — 2 2 42.1% 0.84 0.0171 -0.37 0.08 12.60/15.20 12.93 272.50 — — — — — — — — — 43 2 38.0% 0.82 0.0209 -0.37 0.09 10.30/12.80 11.04 275.00 — — — — — — — — — 99 4 35.2% 0.77 0.0256 -0.38 0.10 8.10/10.60 8.95 277.50 — — — — — — — — — 190 8 31.8% 0.72 0.0316 -0.38 0.11 6.20/8.40 7.20 280.00 — — — — — — — — — 5 3 29.1% 0.65 0.0382 -0.38 0.12 4.60/6.40 5.59 282.50 — — — — — — — — — 26 67 27.8% 0.55 0.0425 -0.39 0.13 3.30/4.80 4.07 285.00 — — — — — — — — — 101 4 27.1% 0.44 0.0435 -0.37 0.13 2.15/3.50 2.62 287.50 — — — — — — — — — 42 17 26.5% 0.33 0.0409 -0.33 0.12 1.30/2.45 1.76 290.00 — — — — — — — — — 4 28 26.9% 0.24 0.0347 -0.29 0.10 0.60/1.75 1.30 292.50 — — — — — — — — — 48 14 24.2% 0.14 0.0274 -0.18 0.07 0.25/0.90 0.75 295.00 — — — — — — — — — 1 2 26.0% 0.10 0.0201 -0.16 0.06 0.05/0.70 0.56 297.50 — — — — — — — — — 3 4 34.3% 0.06 0.0099 -0.13 0.04 0.05/0.55 0.20 305.00 — — — — — — — — — 12 2 61.0% 0.14 0.0107 -0.45 0.07 0.00/2.25 0.17 310.00 — — — — — — — — — 1 — 61.4% 0.06 0.0060 -0.26 0.04 0.00/2.20 0.05 320.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 27.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $200 $243 $286 $329 $372 spot $285.80 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).