IV Skew
1.5%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +8 more 2027-01-15 (139d) 2027-02-19 (174d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 85.00 0.36 0.00/0.22 0.00 -0.04 0.0001 -0.00 313.3% — 4 — — — — — — — — — 90.00 0.01 0.00/0.22 0.00 -0.04 0.0001 -0.00 297.7% 1 6 — — — — — — — — — 95.00 0.40 0.00/0.22 0.00 -0.04 0.0001 -0.00 282.8% — 4 — — — — — — — — — 100.00 0.50 0.00/2.13 0.01 -0.35 0.0003 -0.01 371.2% 1 2 — — — — — — — — — 105.00 0.01 0.00/0.27 0.00 -0.05 0.0001 -0.00 262.1% 3 74 — — — — — — — — — 110.00 0.06 0.00/2.13 0.01 -0.35 0.0003 -0.01 336.8% — 1 — — — — — — — — — 115.00 1.10 0.00/2.13 0.01 -0.34 0.0004 -0.02 320.8% 1 2 69 63 59.5% 0.85 0.0120 -0.41 0.08 18.65/20.50 20.00 237.50 — — — — — — — — — 789 114 56.2% 0.83 0.0139 -0.42 0.08 16.40/18.20 18.02 240.00 — — — — — — — — — 177 97 53.5% 0.80 0.0160 -0.44 0.09 14.25/16.00 16.03 242.50 — — — — — — — — — 2.4k 189 50.8% 0.76 0.0185 -0.45 0.10 12.45/13.85 13.70 245.00 — — — — — — — — — 457 235 47.0% 0.73 0.0216 -0.45 0.11 10.45/11.65 11.71 247.50 — — — — — — — — — 1.0k 606 45.1% 0.67 0.0243 -0.46 0.12 8.75/9.75 9.17 250.00 — — — — — — — — — 314 277 44.8% 0.61 0.0261 -0.49 0.13 7.05/8.20 6.85 252.50 — — — — — — — — — 721 984 42.4% 0.54 0.0285 -0.48 0.13 5.95/6.50 6.35 255.00 — — — — — — — — — 134 1.1k 42.8% 0.47 0.0283 -0.48 0.13 4.65/5.35 5.00 257.50 — — — — — — — — — 4.9k 5.7k 43.8% 0.41 0.0270 -0.48 0.13 3.85/4.45 3.85 260.00 — — — — — — — — — 487 2.0k 43.0% 0.28 0.0238 -0.40 0.11 2.27/2.70 2.30 265.00 — — — — — — — — — 822 1.6k 43.3% 0.11 0.0129 -0.22 0.06 0.54/0.90 0.75 275.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 43.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $179 $218 $256 $294 $333 spot $256.00 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).