IV Skew
-6.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +2 more 2027-02-19 (173d) 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 — — — — — — — — — 235.00 1.60 0.00/1.50 0.04 -0.22 0.0060 -0.06 62.8% — 2 — — — — — — — — — 245.00 1.26 0.00/0.50 0.04 -0.15 0.0099 -0.06 39.8% 2 3 — — — — — — — — — 247.50 0.30 0.00/0.40 0.04 -0.12 0.0113 -0.06 33.4% 1 3 — — — — — — — — — 250.00 0.35 0.25/0.50 0.04 -0.14 0.0154 -0.08 30.9% 4 16 — — — — — — — — — 255.00 0.94 0.45/1.10 0.08 -0.22 0.0292 -0.17 28.7% 1 99 — — — — — — — — — 257.50 1.50 1.05/1.60 0.10 -0.26 0.0377 -0.25 27.5% 2 7 — — — — — — — — — 260.00 2.10 0.75/3.00 0.12 -0.36 0.0386 -0.37 31.9% 28 31 — — — — — — — — — 262.50 3.65 2.45/4.80 0.12 -0.44 0.0351 -0.47 36.9% 4 7 15 7 32.6% 0.43 0.0391 -0.41 0.12 1.90/3.40 2.37 265.00 5.68 3.50/6.20 0.12 -0.43 0.0344 -0.56 37.3% 4 23 4 3 30.8% 0.32 0.0380 -0.35 0.11 0.75/2.25 2.55 267.50 6.86 5.60/8.50 0.12 -0.48 0.0286 -0.62 43.3% 1 18 50 7 27.5% 0.21 0.0342 -0.25 0.09 0.35/1.20 0.95 270.00 9.12 7.70/10.40 0.11 -0.47 0.0257 -0.68 45.2% 1 7 9 2 28.1% 0.14 0.0262 -0.20 0.07 0.35/0.80 0.58 272.50 11.40 9.10/12.40 0.10 -0.45 0.0228 -0.73 47.0% 1 3 332 121 36.9% 0.16 0.0210 -0.28 0.07 0.15/1.15 0.31 275.00 14.70 11.60/14.40 0.09 -0.41 0.0201 -0.78 48.0% 10 31 — — — — — — — — — 277.50 16.08 14.00/16.50 0.08 -0.37 0.0175 -0.82 49.0% 1 17 85 82 32.1% 0.05 0.0104 -0.10 0.03 0.00/0.30 0.20 280.00 19.17 16.00/19.40 0.08 -0.45 0.0150 -0.81 58.1% 1 14 2 2 32.8% 0.03 0.0072 -0.07 0.02 0.00/0.20 1.30 282.50 13.50 18.60/21.90 0.08 -0.47 0.0133 -0.83 62.9% 1 1 24 81 35.9% 0.03 0.0060 -0.07 0.02 0.00/0.20 0.25 285.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 34.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $184 $223 $263 $302 $342 spot $262.82 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).