IV Skew
-0.4%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-03-19 (201d) 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 7 1 59.4% 0.84 0.0115 -0.54 0.09 20.90/23.60 32.12 282.50 2.35 1.93/2.55 0.08 -0.41 0.0115 -0.14 54.0% 36 26 5 2 58.3% 0.81 0.0131 -0.58 0.10 19.15/21.25 20.24 285.00 3.02 2.66/3.25 0.09 -0.50 0.0132 -0.18 55.5% 1.3k 174 2 29 55.9% 0.79 0.0148 -0.60 0.10 17.05/19.05 18.52 287.50 3.62 3.20/4.05 0.10 -0.57 0.0148 -0.21 55.7% 136 209 505 46 56.3% 0.74 0.0162 -0.67 0.11 15.50/17.20 16.72 290.00 4.07 3.85/4.45 0.11 -0.60 0.0166 -0.25 54.2% 356 229 1 6 55.0% 0.70 0.0178 -0.70 0.12 13.50/15.50 19.62 292.50 4.89 4.50/5.25 0.12 -0.64 0.0182 -0.29 53.5% 60 84 25 5 55.3% 0.66 0.0189 -0.74 0.13 12.05/13.90 17.81 295.00 5.78 5.45/6.45 0.13 -0.69 0.0191 -0.34 54.5% 140 202 10 8 56.2% 0.60 0.0194 -0.79 0.14 11.00/12.35 21.52 297.50 6.22 6.10/7.35 0.14 -0.70 0.0205 -0.39 52.9% 80 73 62 177 55.6% 0.56 0.0201 -0.80 0.14 9.80/10.65 10.50 300.00 7.87 7.35/8.45 0.14 -0.72 0.0211 -0.44 53.0% 166 458 — — — — — — — — — 302.50 9.20 8.60/9.80 0.14 -0.73 0.0212 -0.50 53.3% 24 93 30 92 55.4% 0.45 0.0202 -0.79 0.14 7.20/8.45 8.44 305.00 10.51 9.75/11.00 0.14 -0.71 0.0215 -0.55 52.1% 138 370 24 29 55.6% 0.41 0.0197 -0.78 0.14 6.25/7.40 6.70 307.50 10.60 11.20/12.30 0.14 -0.68 0.0212 -0.60 51.5% 75 77 98 224 55.5% 0.36 0.0190 -0.74 0.13 5.50/6.25 5.91 310.00 13.17 12.80/15.05 0.13 -0.70 0.0191 -0.64 55.2% 119 414 68 40 54.8% 0.31 0.0182 -0.69 0.12 4.45/5.45 5.84 312.50 15.51 14.50/16.40 0.12 -0.65 0.0184 -0.69 54.2% 56 23 290 98 56.1% 0.27 0.0168 -0.67 0.12 4.00/4.80 4.40 315.00 16.93 16.30/18.30 0.12 -0.61 0.0170 -0.73 54.7% 41 74 47 23 56.1% 0.23 0.0155 -0.62 0.11 3.40/4.10 3.75 317.50 15.20 18.05/19.75 0.10 -0.52 0.0158 -0.78 52.8% 209 22 244 101 55.3% 0.20 0.0141 -0.55 0.10 2.73/3.40 3.20 320.00 18.83 20.00/21.95 0.10 -0.48 0.0142 -0.81 53.8% 13 141 70 2.2k 57.0% 0.17 0.0127 -0.52 0.09 2.40/3.15 3.24 322.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 54.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $211 $257 $302 $347 $392 spot $301.90 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).