IV Skew
-1.9%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 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)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 215.00 0.37 0.10/1.32 0.03 -0.16 0.0075 -0.05 52.5% 31 94 6 — 65.1% 0.88 0.0113 -0.39 0.06 18.35/21.15 8.20 217.50 1.00 0.14/1.66 0.04 -0.19 0.0097 -0.07 51.0% 1 32 27 4 63.4% 0.85 0.0133 -0.43 0.06 15.30/19.00 16.95 220.00 0.49 0.00/1.00 0.04 -0.21 0.0121 -0.09 47.5% 1 45 28 1 52.9% 0.85 0.0158 -0.36 0.06 13.05/16.10 15.48 222.50 1.95 0.00/2.50 0.07 -0.42 0.0156 -0.18 59.8% 8 24 63 8 48.0% 0.83 0.0192 -0.36 0.07 11.55/13.70 13.30 225.00 1.00 0.90/1.41 0.06 -0.26 0.0193 -0.14 42.0% 22 35 44 4 48.5% 0.77 0.0226 -0.43 0.08 9.35/11.90 11.32 227.50 1.54 1.32/3.00 0.09 -0.44 0.0218 -0.24 51.6% 2 41 224 12 45.1% 0.72 0.0269 -0.44 0.09 6.85/9.80 8.42 230.00 2.20 1.00/2.49 0.09 -0.35 0.0290 -0.26 40.2% 25 89 80 4 41.8% 0.66 0.0317 -0.44 0.10 5.95/7.80 7.20 232.50 — — — — — — — — — 117 16 48.3% 0.57 0.0294 -0.54 0.11 5.00/7.20 5.73 235.00 4.00 2.35/4.15 0.11 -0.40 0.0370 -0.42 38.2% 9 801 35 75 45.6% 0.49 0.0316 -0.52 0.11 3.40/5.60 4.30 237.50 7.30 4.45/6.35 0.11 -0.49 0.0316 -0.51 45.5% 5 18 95 280 36.9% 0.39 0.0375 -0.40 0.11 2.63/3.40 3.05 240.00 — — — — — — — — — 11 64 43.3% 0.33 0.0303 -0.44 0.10 1.95/3.30 2.42 242.50 — — — — — — — — — 34 22 52.3% 0.30 0.0240 -0.51 0.10 0.21/3.60 1.50 245.00 — — — — — — — — — 57 10 43.9% 0.20 0.0233 -0.35 0.08 0.00/1.99 1.10 247.50 — — — — — — — — — 68 48 37.9% 0.12 0.0187 -0.21 0.05 0.16/0.99 0.88 250.00 — — — — — — — — — 169 23 36.5% 0.04 0.0093 -0.10 0.03 0.11/0.39 0.32 255.00 — — — — — — — — — 18 11 57.0% 0.09 0.0100 -0.25 0.04 0.01/2.25 1.25 260.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 45.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $166 $201 $237 $272 $308 spot $236.74 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).