IV Skew
0.3%
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 12 6 70.9% 0.80 0.0093 -0.86 0.12 20.50/28.10 22.35 335.00 — — — — — — — — — 36 19 61.5% 0.78 0.0116 -0.80 0.12 18.70/23.00 18.10 340.00 1.98 1.65/2.30 0.10 -0.41 0.0126 -0.15 43.7% 120 3.7k — — — — — — — — — 342.50 2.90 1.85/2.90 0.11 -0.48 0.0144 -0.18 44.0% 11 39 97 13 51.2% 0.75 0.0150 -0.72 0.13 15.30/17.80 14.85 345.00 3.10 2.85/4.00 0.13 -0.59 0.0157 -0.24 46.7% 132 273 53 6 50.5% 0.71 0.0162 -0.76 0.14 13.60/16.00 12.03 347.50 4.15 3.50/4.50 0.14 -0.62 0.0176 -0.27 45.1% 94 169 176 109 49.3% 0.67 0.0176 -0.78 0.15 12.00/14.20 11.71 350.00 4.52 4.40/4.80 0.15 -0.61 0.0200 -0.31 42.0% 76 54 22 10 48.2% 0.62 0.0188 -0.79 0.16 10.50/12.50 10.50 352.50 5.59 4.70/6.40 0.16 -0.70 0.0198 -0.37 45.4% 44 13 197 208 45.1% 0.58 0.0207 -0.76 0.16 9.10/10.50 9.04 355.00 6.50 6.10/7.40 0.16 -0.72 0.0208 -0.42 44.9% 22 49 61 117 44.1% 0.53 0.0215 -0.76 0.17 7.80/9.00 8.64 357.50 9.00 6.80/8.70 0.17 -0.74 0.0209 -0.47 45.4% 9 131 146 177 46.6% 0.48 0.0204 -0.80 0.17 6.70/8.30 6.93 360.00 10.10 8.00/10.00 0.17 -0.73 0.0209 -0.53 45.4% 84 238 44 45 46.5% 0.43 0.0201 -0.78 0.16 5.60/7.20 6.00 362.50 13.44 9.50/11.40 0.16 -0.72 0.0206 -0.58 45.3% 141 87 231 87 45.3% 0.37 0.0199 -0.73 0.16 4.80/6.00 6.00 365.00 11.87 10.90/12.60 0.16 -0.66 0.0206 -0.63 43.5% 43 48 116 18 45.7% 0.33 0.0188 -0.70 0.15 3.80/5.20 4.40 367.50 18.50 12.30/14.90 0.15 -0.69 0.0184 -0.67 47.1% 1 20 305 110 44.4% 0.28 0.0180 -0.63 0.14 3.40/4.20 3.92 370.00 21.44 14.10/16.70 0.14 -0.65 0.0172 -0.71 47.6% 140 40 96 10 44.8% 0.24 0.0164 -0.59 0.13 2.50/3.60 3.22 372.50 19.81 16.00/18.60 0.13 -0.61 0.0159 -0.75 48.2% 1 125 265 183 43.4% 0.19 0.0150 -0.51 0.11 2.15/2.80 2.55 375.00 21.83 18.20/20.70 0.13 -0.59 0.0144 -0.78 49.6% 1 61 14 7 45.5% 0.17 0.0133 -0.49 0.11 1.50/2.60 2.20 377.50 — — — — — — — — — — — — — — — — — — 380.00 36.70 22.30/27.50 0.11 -0.51 0.0118 -0.83 51.4% 12 13
Greeks Profile 2026-09-04 · 5d · σ = 44.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $251 $304 $358 $412 $465 spot $358.06 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).