IV Skew
-1.6%
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 1 3 154.7% 0.97 0.0022 -0.24 0.02 47.60/55.00 56.70 125.00 — — — — — — — — — 2 4 87.0% 0.85 0.0119 -0.40 0.05 17.40/22.70 21.40 157.50 0.22 0.05/0.50 0.03 -0.13 0.0096 -0.06 56.7% 1 4 — — — — — — — — — 160.00 0.54 0.20/0.90 0.03 -0.13 0.0121 -0.07 51.7% 169 64 — — — — — — — — — 162.50 0.75 0.35/1.00 0.05 -0.21 0.0168 -0.12 54.2% 28 6 — — — — — — — — — 165.00 1.36 1.05/1.45 0.05 -0.23 0.0213 -0.16 50.9% 86 86 — — — — — — — — — 167.50 1.60 1.55/2.10 0.07 -0.28 0.0261 -0.22 50.8% 149 9 21 1 56.4% 0.69 0.0279 -0.39 0.08 7.30/8.60 14.08 170.00 2.54 1.90/3.00 0.08 -0.36 0.0281 -0.31 55.7% 120 152 — — — — — — — — — 172.50 3.34 2.80/3.90 0.09 -0.39 0.0309 -0.38 55.0% 40 39 — — — — — — — — — 175.00 4.30 3.90/5.10 0.09 -0.40 0.0319 -0.46 55.4% 77 215 37 24 52.5% 0.45 0.0335 -0.40 0.09 3.50/4.20 4.30 177.50 5.80 5.40/6.40 0.09 -0.40 0.0320 -0.54 55.0% 8 5 32 27 54.3% 0.38 0.0310 -0.39 0.09 2.40/3.40 3.05 180.00 7.50 7.00/8.00 0.08 -0.34 0.0331 -0.63 50.5% 323 356 126 4 55.0% 0.31 0.0284 -0.37 0.08 1.65/2.65 2.55 182.50 7.76 8.50/9.50 0.08 -0.33 0.0288 -0.70 53.7% 54 224 128 2.4k 52.5% 0.23 0.0258 -0.30 0.07 1.10/1.80 1.70 185.00 8.20 10.20/11.90 0.07 -0.35 0.0240 -0.74 60.5% 16 91 219 268 55.3% 0.19 0.0217 -0.28 0.06 0.65/1.50 1.44 187.50 12.70 11.30/16.80 0.07 -0.34 0.0209 -0.78 63.5% 3 14 210 2.5k 52.8% 0.13 0.0178 -0.21 0.05 0.70/1.20 0.93 190.00 14.82 11.20/18.00 0.07 -0.53 0.0163 -0.74 89.0% 6 56 50 10 51.4% 0.09 0.0138 -0.16 0.04 0.15/1.05 2.45 192.50 13.50 13.30/21.70 0.03 -0.12 0.0134 -0.92 50.0% 21 14 77 30 54.0% 0.07 0.0111 -0.14 0.03 0.15/0.85 0.51 195.00 13.65 15.70/24.00 0.03 -0.09 0.0102 -0.94 50.9% 2 66
Greeks Profile 2026-09-04 · 6d · σ = 54.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $123 $149 $176 $202 $228 spot $175.54 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).