IV Skew
-1.7%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +5 more 2027-01-15 (137d) 2027-02-19 (172d) 2027-03-19 (200d) 2027-06-17 (290d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 — 95.3% 1.00 0.0001 -0.02 0.00 50.90/59.10 47.21 140.00 — — — — — — — — — — — — — — — — — — 155.00 3.90 0.00/1.90 0.02 -0.24 0.0030 -0.03 125.0% — 5 — — — — — — — — — 160.00 1.65 0.00/0.85 0.01 -0.11 0.0024 -0.02 93.0% 3 11 — — — — — — — — — 165.00 1.85 0.00/0.25 0.00 -0.03 0.0013 -0.01 64.9% 3 14 — — — — — — — — — 170.00 0.33 0.20/1.75 0.02 -0.24 0.0065 -0.06 84.7% 8 12 — — — — — — — — — 175.00 0.70 0.25/2.65 0.03 -0.34 0.0100 -0.09 80.5% 10 14 — — — — — — — — — 180.00 1.20 0.20/2.10 0.04 -0.26 0.0139 -0.10 60.6% 18 68 2 1 61.6% 0.80 0.0220 -0.45 0.06 9.90/14.60 41.00 185.00 2.06 1.25/3.00 0.06 -0.41 0.0222 -0.19 59.7% 3 1 7 8 57.0% 0.68 0.0307 -0.53 0.07 7.00/9.90 8.47 190.00 3.15 1.20/6.90 0.07 -0.58 0.0282 -0.33 63.3% 14 9 6 6 61.4% 0.59 0.0310 -0.62 0.08 5.20/9.60 9.20 192.50 — — — — — — — — — — — — — — — — — — 195.00 6.09 3.30/10.40 0.08 -0.69 0.0285 -0.48 68.6% 12 30 9 44 53.5% 0.42 0.0359 -0.54 0.08 3.20/5.20 4.80 197.50 7.22 4.50/11.70 0.08 -0.67 0.0287 -0.56 67.4% 5 2 24 218 55.5% 0.34 0.0325 -0.53 0.08 3.00/3.90 3.90 200.00 7.32 6.40/11.00 0.08 -0.53 0.0314 -0.65 57.9% 13 18 5 3 67.3% 0.31 0.0257 -0.61 0.07 0.95/6.50 3.30 202.50 10.13 8.30/12.60 0.07 -0.49 0.0282 -0.72 58.5% 4 8 9 28 61.4% 0.23 0.0242 -0.48 0.06 0.00/2.50 2.05 205.00 11.90 9.70/16.20 0.06 -0.52 0.0234 -0.75 66.5% 17 4 9 7 59.4% 0.12 0.0169 -0.31 0.04 1.00/1.70 1.30 210.00 17.59 15.20/17.70 0.04 -0.30 0.0170 -0.87 60.7% 1 23 152 4 63.7% 0.11 0.0141 -0.30 0.04 0.00/2.50 1.59 212.50 11.10 16.10/21.60 0.04 -0.29 0.0142 -0.89 65.0% — 1 16 9 72.8% 0.11 0.0125 -0.35 0.04 0.00/2.90 1.80 215.00 20.32 16.70/24.60 0.02 -0.14 0.0095 -0.95 57.0% 4 17 279 5 72.4% 0.06 0.0081 -0.22 0.02 0.30/1.45 0.49 220.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 65.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $136 $166 $195 $224 $253 spot $194.98 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).