IV Skew
4.8%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +5 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 68.6% 0.94 0.0067 -0.22 0.04 25.70/28.00 14.53 190.00 — — — — — — — — — 6 2 51.2% 0.95 0.0077 -0.15 0.03 20.00/23.10 9.00 195.00 — — — — — — — — — — — — — — — — — — 197.50 0.16 0.10/0.30 0.02 -0.08 0.0078 -0.04 41.5% 4 8 14 1 65.1% 0.84 0.0137 -0.39 0.07 14.60/18.10 18.00 200.00 0.20 0.05/0.20 0.02 -0.06 0.0081 -0.03 33.8% 5 33 — — — — — — — — — 202.50 0.54 0.00/0.85 0.05 -0.18 0.0159 -0.11 42.6% 3 11 33 2 58.3% 0.77 0.0186 -0.42 0.08 9.80/13.70 11.92 205.00 0.64 0.00/0.90 0.06 -0.18 0.0202 -0.13 37.7% 5 23 1 — 42.6% 0.78 0.0249 -0.31 0.08 8.50/10.40 6.25 207.50 0.87 0.30/0.75 0.06 -0.15 0.0264 -0.14 29.7% 4 17 4 1 41.4% 0.72 0.0294 -0.34 0.09 6.00/8.50 7.40 210.00 1.05 0.85/1.50 0.08 -0.22 0.0343 -0.23 32.2% 137 15 4 9 39.7% 0.64 0.0339 -0.36 0.10 4.60/6.70 5.00 212.50 1.55 1.10/2.15 0.10 -0.25 0.0419 -0.32 30.9% 4 8 146 6 45.8% 0.55 0.0312 -0.43 0.11 2.25/6.00 4.15 215.00 2.94 1.70/3.80 0.11 -0.32 0.0393 -0.44 36.2% 17 34 28 138 34.0% 0.46 0.0420 -0.32 0.11 1.50/3.40 2.70 217.50 4.63 2.70/5.30 0.11 -0.33 0.0377 -0.54 38.0% 2 2 33 19 43.4% 0.39 0.0319 -0.39 0.11 0.40/3.50 2.00 220.00 7.65 4.50/6.70 0.10 -0.30 0.0367 -0.63 37.0% 1 6 11 17 41.5% 0.30 0.0305 -0.34 0.10 0.00/2.45 1.00 222.50 — — — — — — — — — 357 366 30.0% 0.16 0.0287 -0.17 0.07 0.50/0.80 0.70 225.00 — — — — — — — — — 4 4 32.9% 0.12 0.0217 -0.15 0.05 0.25/0.65 0.42 227.50 — — — — — — — — — 537 52 33.0% 0.07 0.0155 -0.11 0.04 0.10/0.40 0.30 230.00 — — — — — — — — — 2 1 39.3% 0.08 0.0135 -0.13 0.04 0.00/0.50 0.64 232.50 — — — — — — — — — 36 3 31.4% 0.02 0.0057 -0.04 0.01 0.00/0.10 0.09 235.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 6d · σ = 41.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $151 $184 $216 $248 $281 spot $216.07 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).