IV Skew
-2.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 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) 2028-12-15 (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 17 1 43.9% 0.88 0.0301 -0.15 0.03 7.30/8.05 7.60 123.00 0.41 0.12/0.20 0.01 -0.04 0.0212 -0.05 30.2% 1 148 78 16 42.0% 0.85 0.0358 -0.16 0.03 6.40/7.15 6.52 124.00 0.26 0.19/0.27 0.02 -0.06 0.0293 -0.07 29.2% 12 28 473 1 39.7% 0.83 0.0424 -0.17 0.04 5.50/6.25 6.00 125.00 0.35 0.24/0.48 0.03 -0.09 0.0416 -0.12 31.1% 8 650 106 1 37.0% 0.79 0.0505 -0.17 0.04 4.65/5.35 4.50 126.00 0.45 0.43/0.60 0.04 -0.11 0.0528 -0.16 29.6% 7 1.6k 102 32 35.6% 0.75 0.0591 -0.19 0.05 3.85/4.55 3.89 127.00 0.70 0.61/0.82 0.04 -0.13 0.0651 -0.21 29.2% 12 51 28 34 32.8% 0.69 0.0700 -0.19 0.05 3.20/3.70 3.16 128.00 0.89 0.80/1.08 0.05 -0.14 0.0773 -0.28 28.6% 34 168 211 35 31.6% 0.62 0.0788 -0.19 0.06 2.57/3.00 2.75 129.00 1.35 1.07/1.46 0.06 -0.16 0.0855 -0.37 28.8% 58 176 441 102 29.3% 0.55 0.0885 -0.19 0.06 1.94/2.29 2.00 130.00 1.83 1.47/1.88 0.06 -0.16 0.0911 -0.45 28.5% 10 228 30 70 28.2% 0.45 0.0920 -0.18 0.06 1.50/1.73 1.52 131.00 2.36 1.94/2.40 0.06 -0.16 0.0911 -0.55 28.5% 3 4 160 43 29.9% 0.37 0.0830 -0.18 0.06 1.05/1.44 1.13 132.00 2.50 2.43/2.99 0.06 -0.15 0.0867 -0.63 28.4% 2 53 82 48 28.8% 0.29 0.0776 -0.15 0.05 0.75/1.03 0.84 133.00 5.16 3.00/3.75 0.05 -0.15 0.0756 -0.71 29.9% 2 41 82 96 28.1% 0.21 0.0674 -0.13 0.04 0.49/0.72 0.59 134.00 5.37 3.80/4.50 0.05 -0.13 0.0655 -0.77 30.3% 1 20 74 39 28.8% 0.16 0.0548 -0.11 0.04 0.39/0.55 0.44 135.00 5.19 4.60/5.35 0.04 -0.11 0.0546 -0.82 31.7% 1 143 64 27 30.6% 0.13 0.0441 -0.10 0.03 0.16/0.47 0.30 136.00 6.45 5.40/6.25 0.04 -0.10 0.0451 -0.85 33.4% 1 8 60 1 31.5% 0.09 0.0350 -0.08 0.03 0.14/0.37 0.27 137.00 — — — — — — — — — 9 1 32.7% 0.07 0.0277 -0.07 0.02 0.08/0.30 0.52 138.00 7.82 7.30/8.10 0.03 -0.08 0.0310 -0.90 36.8% 3 1
Greeks Profile 2026-09-04 · 5d · σ = 28.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $91 $111 $130 $150 $169 spot $130.35 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).