IV Skew
0.9%
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) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d) 2028-06-16 (657d) 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 6 1 63.7% 0.94 0.0064 -0.22 0.04 26.60/28.90 43.66 210.00 — — — — — — — — — 4 3 59.3% 0.91 0.0092 -0.27 0.05 22.10/24.00 16.14 215.00 — — — — — — — — — — — — — — — — — — 217.50 1.39 1.16/1.55 0.06 -0.29 0.0110 -0.12 58.3% 96 98 70 34 58.2% 0.85 0.0131 -0.36 0.07 17.85/19.65 13.78 220.00 1.80 1.35/2.00 0.07 -0.32 0.0131 -0.14 57.0% 218 791 — — — — — — — — — 222.50 2.30 1.82/2.75 0.08 -0.39 0.0152 -0.19 58.1% 32 19 50 1 57.7% 0.77 0.0172 -0.46 0.09 14.00/15.70 18.57 225.00 3.10 2.35/3.40 0.09 -0.43 0.0172 -0.23 57.8% 43 121 18 30 57.4% 0.73 0.0191 -0.50 0.10 12.25/13.85 20.15 227.50 3.70 3.00/4.10 0.10 -0.47 0.0191 -0.27 57.2% 21 24 119 5 57.1% 0.68 0.0207 -0.54 0.11 10.65/12.10 11.40 230.00 4.75 3.75/5.00 0.11 -0.51 0.0208 -0.32 56.9% 38 86 14 3 56.8% 0.62 0.0220 -0.56 0.12 9.15/10.50 9.97 232.50 5.60 4.65/6.00 0.12 -0.53 0.0221 -0.38 56.7% 20 38 103 6 57.9% 0.56 0.0224 -0.59 0.12 7.85/9.30 10.45 235.00 6.70 5.70/7.10 0.12 -0.55 0.0230 -0.44 56.4% 54 62 29 14 58.1% 0.51 0.0226 -0.60 0.12 6.85/7.85 7.15 237.50 6.70 7.15/8.40 0.12 -0.56 0.0229 -0.49 57.3% 66 41 115 126 55.9% 0.45 0.0233 -0.57 0.12 5.45/6.45 5.98 240.00 9.40 8.25/9.75 0.12 -0.54 0.0232 -0.55 56.1% 43 59 95 11 56.9% 0.39 0.0222 -0.57 0.12 4.45/5.75 5.10 242.50 10.15 9.65/11.30 0.12 -0.52 0.0226 -0.61 55.8% 5 42 99 69 56.5% 0.34 0.0214 -0.53 0.11 3.60/4.75 4.20 245.00 11.70 11.55/13.05 0.11 -0.51 0.0211 -0.66 57.3% 3 59 11 83 57.0% 0.29 0.0198 -0.50 0.10 2.93/4.05 3.50 247.50 13.30 13.15/14.80 0.10 -0.47 0.0199 -0.71 56.7% 3 8 542 110 56.9% 0.25 0.0182 -0.46 0.10 2.32/3.35 2.80 250.00 15.92 14.95/16.75 0.10 -0.43 0.0182 -0.75 56.8% 17 98 13 28 56.1% 0.20 0.0165 -0.41 0.09 1.82/2.61 3.25 252.50 — — — — — — — — — 169 19 56.5% 0.17 0.0146 -0.36 0.08 1.47/2.14 1.66 255.00 23.80 18.95/20.85 0.08 -0.34 0.0146 -0.83 57.4% 1 33 — — — — — — — — — 260.00 19.50 23.25/25.25 0.06 -0.26 0.0110 -0.88 58.1% 1 38
Greeks Profile 2026-09-04 · 6d · σ = 57.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $166 $201 $237 $273 $308 spot $236.98 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).