IV Skew
-4.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +11 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-05-21 (264d) 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 351 110 58.8% 0.95 0.0084 -0.15 0.02 18.05/20.35 19.88 160.00 0.56 0.51/0.61 0.02 -0.13 0.0084 -0.05 58.8% 684 292 1.1k 46 66.0% 0.90 0.0129 -0.26 0.04 15.70/19.00 17.09 162.50 0.80 0.72/0.85 0.03 -0.17 0.0116 -0.07 57.7% 203 311 248 77 66.7% 0.86 0.0162 -0.33 0.05 14.45/16.25 14.90 165.00 1.09 1.04/1.35 0.04 -0.23 0.0158 -0.11 58.4% 645 435 115 32 66.9% 0.81 0.0195 -0.40 0.06 12.55/14.35 13.34 167.50 1.62 1.51/1.66 0.05 -0.28 0.0201 -0.16 56.8% 368 494 372 403 59.1% 0.78 0.0242 -0.39 0.06 10.70/11.35 10.94 170.00 2.20 2.17/2.25 0.06 -0.34 0.0246 -0.22 56.9% 2.1k 590 978 272 57.8% 0.71 0.0282 -0.43 0.07 8.75/9.65 9.38 172.50 2.96 2.84/3.10 0.07 -0.40 0.0286 -0.28 56.8% 1.2k 199 265 280 58.9% 0.63 0.0306 -0.48 0.08 7.50/8.00 7.92 175.00 3.89 3.70/4.00 0.08 -0.43 0.0319 -0.36 56.1% 1.4k 469 201 737 59.6% 0.55 0.0317 -0.50 0.08 6.20/6.70 6.70 177.50 5.10 4.80/5.60 0.08 -0.47 0.0323 -0.45 58.5% 761 981 1.0k 1.4k 59.1% 0.47 0.0322 -0.50 0.08 5.10/5.30 5.50 180.00 6.33 6.10/6.60 0.08 -0.46 0.0334 -0.53 57.0% 2.1k 1.5k 217 1.3k 60.0% 0.40 0.0307 -0.49 0.08 4.15/4.35 4.15 182.50 7.75 7.65/8.15 0.08 -0.45 0.0318 -0.61 57.8% 322 867 3.5k 4.5k 62.7% 0.33 0.0277 -0.48 0.08 3.35/3.90 3.50 185.00 9.75 9.30/9.90 0.07 -0.42 0.0292 -0.68 58.6% 1.4k 1.5k 875 1.4k 61.5% 0.27 0.0255 -0.43 0.07 2.68/2.86 2.88 187.50 11.30 10.70/11.90 0.07 -0.37 0.0264 -0.75 57.7% 241 795 2.0k 5.7k 63.0% 0.21 0.0222 -0.39 0.06 2.20/2.34 2.24 190.00 13.86 13.05/14.15 0.06 -0.36 0.0222 -0.79 62.6% 298 1.1k 2.2k 3.0k 65.0% 0.17 0.0189 -0.35 0.05 1.80/2.00 1.82 192.50 15.85 14.60/16.15 0.05 -0.27 0.0189 -0.85 59.5% 101 252 11k 1.1k 65.5% 0.14 0.0160 -0.30 0.05 1.45/1.56 1.48 195.00 17.70 16.65/19.10 0.05 -0.28 0.0160 -0.86 65.7% 32 85 274 296 66.6% 0.11 0.0133 -0.26 0.04 1.16/1.27 1.20 197.50 20.18 18.80/23.85 0.05 -0.44 0.0143 -0.83 85.7% 14 214
Greeks Profile 2026-09-04 · 5d · σ = 59.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $125 $152 $179 $205 $232 spot $178.64 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).