IV Skew
3.4%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +5 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-06-17 (292d) 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 5 70.4% 0.88 0.0066 -0.56 0.09 31.55/35.10 39.05 310.00 — — — — — — — — — 9 2 56.7% 0.84 0.0099 -0.54 0.11 21.95/25.35 25.50 320.00 — — — — — — — — — 1 12 48.9% 0.81 0.0126 -0.51 0.12 17.60/20.40 18.29 325.00 0.60 0.32/0.90 0.08 -0.20 0.0120 -0.10 32.6% 39 337 — — — — — — — — — 327.50 0.41 0.54/1.10 0.09 -0.22 0.0148 -0.12 31.1% 3 63 4 2 42.3% 0.77 0.0164 -0.50 0.13 13.40/15.70 14.12 330.00 1.20 1.20/1.58 0.11 -0.28 0.0181 -0.17 31.4% 48 235 18 1 44.8% 0.71 0.0173 -0.59 0.15 11.35/14.35 14.50 332.50 1.49 1.12/2.05 0.13 -0.32 0.0215 -0.21 30.8% 39 43 5 6 38.1% 0.69 0.0211 -0.52 0.15 9.45/11.55 10.65 335.00 2.03 1.80/3.25 0.15 -0.41 0.0230 -0.29 33.8% 217 368 — — — — — — — — — 337.50 2.56 2.51/3.60 0.16 -0.40 0.0270 -0.34 30.8% 62 96 171 13 35.4% 0.58 0.0251 -0.53 0.17 6.15/8.05 7.15 340.00 4.00 3.65/4.65 0.17 -0.42 0.0285 -0.41 31.0% 59 764 24 101 37.6% 0.52 0.0241 -0.57 0.18 4.35/7.15 5.75 342.50 4.55 4.25/5.90 0.18 -0.44 0.0289 -0.48 31.4% 89 238 82 38 37.1% 0.46 0.0243 -0.56 0.17 3.40/5.90 4.45 345.00 6.10 4.80/7.55 0.17 -0.45 0.0273 -0.55 33.0% 179 451 57 209 34.7% 0.39 0.0251 -0.50 0.17 2.88/4.45 3.50 347.50 6.43 6.35/8.90 0.17 -0.42 0.0269 -0.62 32.2% 10 43 178 97 33.7% 0.32 0.0243 -0.46 0.16 2.03/3.40 2.75 350.00 8.85 8.00/10.65 0.16 -0.40 0.0248 -0.68 32.7% 42 849 48 105 29.9% 0.24 0.0237 -0.35 0.14 1.19/2.10 1.91 352.50 10.73 9.75/12.30 0.14 -0.34 0.0230 -0.75 31.8% 8 34 72 83 29.7% 0.18 0.0205 -0.30 0.12 1.09/1.53 1.50 355.00 13.10 11.80/14.40 0.13 -0.31 0.0199 -0.79 33.0% 4 231 31 35 29.1% 0.13 0.0170 -0.24 0.10 0.68/1.05 0.94 357.50 15.88 13.70/16.95 0.12 -0.34 0.0170 -0.81 37.0% 12 19 201 125 29.2% 0.10 0.0136 -0.19 0.08 0.55/0.75 0.65 360.00 17.58 16.00/19.15 0.11 -0.31 0.0148 -0.84 38.1% 6 39 39 16 29.7% 0.07 0.0107 -0.15 0.06 0.30/0.56 0.45 362.50 18.62 18.05/21.65 0.10 -0.32 0.0130 -0.85 41.4% 11 13
Greeks Profile 2026-09-04 · 6d · σ = 34.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $240 $291 $343 $394 $445 spot $342.58 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).