IV Skew
11.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 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 1 63.5% 0.91 0.0059 -0.51 0.07 32.80/36.60 40.56 345.00 — — — — — — — — — — — — — — — — — — 350.00 0.65 0.00/0.80 0.04 -0.18 0.0053 -0.05 41.9% 1 2 — — — — — — — — — 360.00 3.71 0.00/2.85 0.11 -0.50 0.0117 -0.16 46.8% — — — — — — — — — — — 365.00 0.35 0.00/0.75 0.07 -0.15 0.0139 -0.08 24.0% 2 9 5 — 27.9% 0.79 0.0234 -0.40 0.13 9.00/11.60 17.65 370.00 1.30 0.40/1.65 0.12 -0.27 0.0245 -0.18 24.1% 1 1 — — — — — — — — — 375.00 2.05 1.25/1.90 0.15 -0.25 0.0428 -0.28 17.6% 10 6 — — — — — — — — — 380.00 3.99 1.70/5.20 0.18 -0.39 0.0388 -0.51 23.1% 20 19 — — — — — — — — — 382.50 5.60 3.30/6.70 0.17 -0.37 0.0369 -0.61 23.5% 2 2 19 21 32.0% 0.36 0.0263 -0.55 0.17 0.20/4.30 1.48 385.00 5.85 5.70/8.30 0.16 -0.33 0.0337 -0.69 23.5% 5 10 5 5 21.6% 0.21 0.0300 -0.29 0.13 0.00/1.60 1.60 387.50 8.00 7.50/10.40 0.14 -0.32 0.0281 -0.75 25.2% 4 7 15 9 23.4% 0.16 0.0238 -0.26 0.11 0.05/1.35 0.65 390.00 11.05 9.30/12.60 0.12 -0.30 0.0233 -0.80 27.1% 11 17 4 2 29.7% 0.17 0.0193 -0.34 0.11 0.00/1.80 0.40 392.50 — — — — — — — — — 38 12 20.8% 0.05 0.0115 -0.10 0.05 0.10/0.40 1.00 395.00 5.40 13.90/16.90 0.09 -0.21 0.0158 -0.88 28.6% — 2 10 10 35.6% 0.14 0.0140 -0.35 0.10 0.00/1.75 1.55 397.50 — — — — — — — — — 20 1 59.3% 0.24 0.0117 -0.82 0.14 0.00/5.00 1.00 400.00 9.30 18.60/22.70 0.10 -0.36 0.0123 -0.86 40.6% — 1 3 2 62.8% 0.22 0.0107 -0.84 0.13 0.00/5.00 0.60 402.50 — — — — — — — — — — — — — — — — — — 405.00 12.30 23.60/28.00 0.10 -0.42 0.0100 -0.87 48.7% — 1
Greeks Profile 2026-09-04 · 5d · σ = 27.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $266 $322 $379 $436 $493 spot $379.32 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).