IV Skew
9.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 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 100 100 66.8% 0.87 0.0214 -0.23 0.03 9.15/11.40 9.90 118.00 — — — — — — — — — 2 8 71.6% 0.83 0.0238 -0.29 0.04 8.20/10.85 8.64 119.00 — — — — — — — — — 2 2 66.9% 0.82 0.0266 -0.28 0.04 7.60/9.85 9.17 120.00 — — — — — — — — — — — — — — — — — — 121.00 0.23 0.04/1.63 0.04 -0.26 0.0298 -0.20 62.8% 13 21 — — — — — — — — — 122.00 0.36 0.21/1.10 0.04 -0.19 0.0359 -0.18 48.3% 17 19 — — — — — — — — — 123.00 0.37 0.00/0.90 0.04 -0.15 0.0431 -0.18 39.9% 162 163 1 1 51.3% 0.73 0.0432 -0.27 0.05 4.25/6.10 13.18 124.00 0.60 0.52/1.43 0.05 -0.21 0.0471 -0.25 44.6% 2 18 44 24 50.5% 0.68 0.0470 -0.28 0.05 3.55/5.40 5.13 125.00 1.16 0.28/1.68 0.05 -0.22 0.0528 -0.29 43.4% 155 36 6 15 52.1% 0.63 0.0483 -0.30 0.06 2.82/4.90 3.05 126.00 1.16 0.50/2.10 0.06 -0.24 0.0560 -0.35 44.1% 46 36 15 23 44.4% 0.59 0.0583 -0.27 0.06 2.44/3.80 2.70 127.00 1.95 1.41/2.11 0.06 -0.21 0.0673 -0.40 38.2% 3 41 15 7 41.9% 0.53 0.0632 -0.26 0.06 1.87/3.10 3.12 128.00 2.23 1.77/2.76 0.06 -0.24 0.0649 -0.47 40.8% 26 33 7 12 36.6% 0.46 0.0722 -0.23 0.06 1.74/2.25 2.00 129.00 2.42 2.16/3.30 0.06 -0.24 0.0646 -0.53 41.0% 11 33 218 52 41.0% 0.40 0.0629 -0.24 0.06 1.32/2.14 1.51 130.00 3.23 2.45/3.90 0.06 -0.23 0.0624 -0.60 41.3% 30 141 29 18 47.4% 0.37 0.0529 -0.27 0.06 0.68/2.20 1.20 131.00 3.73 3.45/4.65 0.06 -0.23 0.0573 -0.65 43.1% 6 5 130 123 49.6% 0.32 0.0483 -0.27 0.05 0.01/2.00 1.19 132.00 — — — — — — — — — 58 57 34.6% 0.19 0.0530 -0.15 0.04 0.58/0.81 0.81 133.00 5.58 5.00/6.65 0.05 -0.26 0.0433 -0.71 53.0% 1 35 12 23 43.2% 0.20 0.0437 -0.19 0.04 0.38/1.06 0.83 134.00 7.07 5.20/7.40 0.05 -0.25 0.0400 -0.74 53.5% 2 15 113 2 38.9% 0.14 0.0378 -0.13 0.03 0.00/0.65 0.57 135.00 — — — — — — — — — 56 11 53.4% 0.19 0.0333 -0.22 0.04 0.18/1.19 0.50 136.00 — — — — — — — — — — — — — — — — — — 137.00 10.75 7.70/10.20 0.04 -0.24 0.0295 -0.81 62.3% — 3 — — — — — — — — — 138.00 10.69 8.65/11.35 0.04 -0.27 0.0267 -0.81 68.8% 5 45 — — — — — — — — — 139.00 13.65 9.60/12.05 0.04 -0.23 0.0246 -0.84 66.8% 1 6
Greeks Profile 2026-09-04 · 5d · σ = 41.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $90 $109 $128 $147 $167 spot $128.26 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).