IV Skew
1.3%
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 1 2 60.4% 0.96 0.0072 -0.12 0.02 17.55/21.30 8.50 147.00 — — — — — — — — — — — — — — — — — — 148.00 0.45 0.00/2.30 0.03 -0.24 0.0110 -0.09 76.0% 1 8 — — — — — — — — — 149.00 0.13 0.00/1.28 0.02 -0.14 0.0101 -0.06 61.2% 10 91 14 1 64.5% 0.92 0.0121 -0.21 0.03 15.40/18.40 6.87 150.00 0.21 0.00/0.54 0.02 -0.12 0.0103 -0.06 55.8% 30 68 12 4 51.5% 0.93 0.0140 -0.16 0.03 13.00/15.30 17.80 152.50 0.60 0.17/0.78 0.03 -0.16 0.0147 -0.08 54.4% 3 13 160 5 67.9% 0.82 0.0200 -0.36 0.05 10.35/13.05 9.46 155.00 0.96 0.28/1.08 0.04 -0.21 0.0200 -0.12 52.5% 36 79 46 16 65.4% 0.77 0.0240 -0.40 0.06 8.35/11.05 7.85 157.50 — — — — — — — — — 42 2 57.3% 0.72 0.0301 -0.39 0.07 6.65/8.70 6.69 160.00 1.39 1.35/1.81 0.06 -0.27 0.0344 -0.23 45.9% 221 74 32 51 48.9% 0.66 0.0386 -0.36 0.07 5.65/6.40 5.95 162.50 2.87 1.80/2.66 0.07 -0.32 0.0406 -0.33 46.1% 7 21 96 53 44.6% 0.56 0.0455 -0.35 0.08 3.60/4.60 4.50 165.00 3.60 2.54/3.85 0.08 -0.35 0.0429 -0.44 47.4% 13 25 36 25 47.3% 0.45 0.0431 -0.37 0.08 3.05/3.65 3.30 167.50 — — — — — — — — — 81 119 47.8% 0.35 0.0399 -0.35 0.07 1.76/2.72 2.30 170.00 7.51 5.20/7.10 0.07 -0.37 0.0370 -0.64 52.1% 25 24 26 58 46.5% 0.25 0.0353 -0.29 0.06 1.21/1.85 1.63 172.50 — — — — — — — — — 95 783 44.6% 0.17 0.0287 -0.22 0.05 1.02/1.15 1.15 175.00 — — — — — — — — — 166 35 47.6% 0.08 0.0158 -0.14 0.03 0.24/0.60 0.47 180.00 — — — — — — — — — 146 61 49.1% 0.03 0.0076 -0.07 0.01 0.01/0.28 0.29 185.00 — — — — — — — — — 39 14 48.6% 0.01 0.0028 -0.02 0.01 0.02/0.10 0.07 190.00 45.00 22.60/25.75 0.01 -0.02 0.0041 -0.98 53.4% — — 18 6 90.9% 0.07 0.0078 -0.25 0.03 0.00/2.15 0.32 195.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 46.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $116 $141 $166 $191 $216 spot $166.00 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).