IV Skew
-2.4%
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 1 1 83.7% 0.93 0.0050 -0.36 0.04 32.90/36.40 57.50 230.00 — — — — — — — — — — — — — — — — — — 235.00 1.65 0.00/0.30 0.01 -0.07 0.0030 -0.02 50.1% — 1 1 1 48.8% 0.96 0.0056 -0.16 0.03 23.00/25.40 47.80 240.00 0.09 0.00/0.40 0.02 -0.09 0.0047 -0.03 45.5% 4 1 — — — — — — — — — 245.00 0.25 0.00/0.40 0.02 -0.09 0.0068 -0.04 37.8% 25 31 — — — — — — — — — 250.00 0.63 0.30/0.95 0.05 -0.19 0.0140 -0.09 38.2% 1 44 — — — — — — — — — 252.50 0.76 0.55/1.15 0.06 -0.22 0.0180 -0.12 35.9% 2 4 2 2 34.9% 0.83 0.0232 -0.30 0.08 8.90/11.40 9.30 255.00 1.55 0.00/1.75 0.08 -0.29 0.0230 -0.18 36.7% 271 3 2 1 36.7% 0.68 0.0314 -0.43 0.11 5.10/8.10 5.60 260.00 3.10 1.25/3.20 0.11 -0.39 0.0317 -0.32 36.4% 15 152 1 13 33.9% 0.60 0.0367 -0.42 0.12 4.10/6.20 4.50 262.50 3.50 2.40/4.40 0.12 -0.44 0.0332 -0.41 37.7% 18 2 — — — — — — — — — 265.00 5.78 3.30/6.20 0.12 -0.50 0.0307 -0.49 41.8% 4 9 7 9 30.6% 0.40 0.0408 -0.38 0.12 1.95/3.30 2.19 267.50 5.15 5.20/7.50 0.12 -0.49 0.0307 -0.57 41.4% 2 2 33 5 38.6% 0.35 0.0309 -0.45 0.11 0.50/3.50 1.70 270.00 7.25 6.50/9.10 0.12 -0.46 0.0288 -0.64 41.9% 1 37 33 3 38.2% 0.21 0.0244 -0.35 0.09 0.00/2.00 0.62 275.00 8.49 10.00/12.90 0.10 -0.41 0.0229 -0.75 44.4% 3 17 40 17 38.3% 0.16 0.0203 -0.29 0.07 0.25/1.50 0.40 277.50 12.40 12.20/15.20 0.09 -0.40 0.0196 -0.79 47.9% 1 31 58 4 38.4% 0.11 0.0163 -0.23 0.06 0.15/1.10 0.25 280.00 18.00 14.00/17.50 0.08 -0.39 0.0170 -0.81 50.9% 2 13 2 2 39.2% 0.09 0.0128 -0.19 0.05 0.00/0.85 1.20 282.50 7.00 16.90/19.90 0.08 -0.39 0.0148 -0.83 54.5% — 1 135 102 35.4% 0.04 0.0081 -0.10 0.03 0.00/0.40 0.40 285.00 5.74 18.90/22.30 0.07 -0.39 0.0130 -0.85 57.9% 2 11 11 736 36.3% 0.03 0.0059 -0.08 0.02 0.00/0.30 0.05 287.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 37.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $185 $225 $265 $305 $344 spot $264.85 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).