IV Skew
-4.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +4 more 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 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 — — — — — — — — — 133.00 1.81 0.00/2.15 0.03 -0.29 0.0085 -0.09 101.4% — 1 2 6 50.3% 0.94 0.0132 -0.13 0.02 12.20/14.90 15.51 142.00 — — — — — — — — — 99 99 62.3% 0.86 0.0199 -0.27 0.04 10.80/12.30 11.55 144.00 — — — — — — — — — 99 99 60.4% 0.84 0.0220 -0.28 0.04 9.90/11.40 10.65 145.00 0.12 0.05/0.70 0.03 -0.17 0.0213 -0.11 49.7% 1 4 1 78 67.1% 0.80 0.0233 -0.36 0.05 8.90/11.00 9.49 146.00 0.50 0.00/0.70 0.04 -0.17 0.0241 -0.12 46.1% — 1 — — — — — — — — — 147.00 0.30 0.00/1.00 0.04 -0.21 0.0277 -0.16 48.6% 1 3 1 1 51.0% 0.76 0.0332 -0.30 0.06 6.00/7.80 8.98 149.00 — — — — — — — — — 1 2 55.4% 0.71 0.0338 -0.36 0.06 4.90/7.40 12.10 150.00 0.35 0.00/1.90 0.06 -0.30 0.0359 -0.27 50.8% 2 6 1 1 48.4% 0.64 0.0427 -0.34 0.07 3.20/5.30 3.60 152.50 1.30 0.00/1.70 0.07 -0.23 0.0550 -0.33 36.1% 1 3 15 69 34.8% 0.53 0.0630 -0.26 0.07 2.05/2.85 2.44 155.00 1.96 1.40/2.60 0.07 -0.24 0.0646 -0.47 33.9% 11 9 144 4 38.4% 0.38 0.0548 -0.27 0.07 0.90/2.05 1.40 157.50 3.08 1.85/4.70 0.07 -0.29 0.0497 -0.60 42.7% 7 205 29 1 48.3% 0.31 0.0401 -0.31 0.06 0.10/1.95 0.87 160.00 3.20 3.70/6.50 0.06 -0.26 0.0424 -0.71 44.5% 1 43 521 1 53.0% 0.24 0.0324 -0.30 0.06 0.00/1.60 0.73 162.50 5.03 6.10/8.60 0.05 -0.24 0.0337 -0.78 47.9% 14 14 18 15 46.5% 0.14 0.0261 -0.19 0.04 0.05/0.75 0.50 165.00 4.90 9.00/10.80 0.04 -0.21 0.0264 -0.84 51.0% 55 53 18 10 43.5% 0.07 0.0173 -0.11 0.02 0.00/0.35 0.25 167.50 — — — — — — — — — 62 2 52.7% 0.08 0.0148 -0.14 0.03 0.00/0.45 0.05 170.00 — — — — — — — — — 76 1 75.0% 0.12 0.0150 -0.28 0.04 0.00/2.15 0.52 172.50 — — — — — — — — — 49 3 81.7% 0.11 0.0130 -0.29 0.04 0.00/2.15 0.65 175.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 34.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $109 $132 $155 $178 $202 spot $155.18 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).