IV Skew
4.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +5 more 2027-03-19 (201d) 2027-04-16 (229d) 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 10 — 65.9% 0.93 0.0053 -0.37 0.05 33.00/36.00 19.92 295.00 — — — — — — — — — 15 10 57.7% 0.88 0.0089 -0.47 0.08 23.90/26.70 25.92 305.00 — — — — — — — — — 8 4 52.8% 0.85 0.0116 -0.51 0.09 19.40/22.10 26.20 310.00 1.35 0.00/3.10 0.10 -0.54 0.0115 -0.17 56.3% 5 121 — — — — — — — — — 312.50 5.40 0.00/3.30 0.10 -0.55 0.0131 -0.19 53.3% 13 21 2 1 50.5% 0.79 0.0149 -0.60 0.11 15.00/18.00 15.60 315.00 2.35 0.75/3.50 0.11 -0.55 0.0149 -0.21 50.1% 6 94 — — — — — — — — — 317.50 8.40 0.60/3.80 0.12 -0.56 0.0170 -0.24 47.4% 7 21 16 1 47.1% 0.71 0.0187 -0.65 0.13 11.20/14.00 6.61 320.00 4.00 1.55/4.00 0.13 -0.55 0.0197 -0.27 43.7% 5 57 5 5 47.7% 0.66 0.0199 -0.70 0.14 9.50/12.50 10.60 322.50 4.61 2.25/5.10 0.14 -0.61 0.0209 -0.33 45.0% 6 9 9 4 45.9% 0.61 0.0216 -0.70 0.15 7.10/10.70 8.37 325.00 5.22 3.10/6.00 0.15 -0.64 0.0223 -0.38 44.4% 16 76 2 7 45.7% 0.56 0.0224 -0.72 0.15 6.10/9.30 7.70 327.50 6.20 4.40/7.30 0.15 -0.67 0.0225 -0.44 45.4% 7 60 24 5 44.3% 0.50 0.0233 -0.70 0.15 5.10/7.80 6.50 330.00 7.38 5.30/8.50 0.15 -0.67 0.0229 -0.50 45.1% 10 45 35 2 45.1% 0.45 0.0227 -0.70 0.15 3.90/6.80 3.35 332.50 7.96 6.80/9.80 0.15 -0.66 0.0229 -0.56 44.7% 3 43 64 3 40.6% 0.38 0.0242 -0.61 0.15 2.90/5.00 4.10 335.00 11.29 8.30/11.10 0.15 -0.62 0.0227 -0.61 43.7% 3 33 31 21 45.1% 0.34 0.0210 -0.65 0.14 2.05/4.90 3.15 337.50 — — — — — — — — — 18 3 38.8% 0.26 0.0215 -0.49 0.12 1.70/3.10 1.50 340.00 16.10 11.50/14.90 0.13 -0.59 0.0192 -0.71 46.6% — 1 38 1 47.6% 0.26 0.0175 -0.60 0.12 1.00/3.80 7.54 342.50 — — — — — — — — — 39 33 49.1% 0.22 0.0157 -0.57 0.11 0.10/3.40 0.65 345.00 — — — — — — — — — 32 30 48.8% 0.19 0.0142 -0.51 0.10 0.00/2.80 1.63 347.50 — — — — — — — — — — — — — — — — — — 350.00 22.10 20.00/23.00 0.09 -0.43 0.0126 -0.84 49.7% 2 6 — — — — — — — — — 360.00 37.20 29.50/32.50 0.07 -0.37 0.0081 -0.89 58.6% 2 2 — — — — — — — — — 365.00 59.40 34.50/37.50 0.07 -0.38 0.0068 -0.90 64.6% — — — — — — — — — — — 370.00 56.10 38.60/42.40 0.06 -0.37 0.0057 -0.92 69.3% — —
Greeks Profile 2026-09-04 · 5d · σ = 44.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $231 $280 $329 $379 $428 spot $329.44 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).