IV Skew
13.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +7 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 — 229.6% 0.99 0.0008 -0.19 0.01 74.50/77.40 78.64 105.00 — — — — — — — — — 5 — 206.9% 0.99 0.0008 -0.17 0.01 69.50/72.30 73.67 110.00 — — — — — — — — — 3 3 99.4% 0.96 0.0044 -0.21 0.02 29.50/32.50 34.50 150.00 — — — — — — — — — 2 2 70.3% 0.94 0.0075 -0.19 0.02 19.60/22.40 23.70 160.00 0.15 0.00/0.75 0.01 -0.09 0.0055 -0.03 59.5% — 19 — — — — — — — — — 165.00 0.06 0.00/0.20 0.01 -0.05 0.0060 -0.02 41.7% 3 15 — — — — — — — — — 167.50 0.60 0.00/0.75 0.03 -0.16 0.0137 -0.08 50.6% — 198 — — — — — — — — — 170.00 0.25 0.00/0.90 0.04 -0.18 0.0184 -0.11 46.7% 100 101 — — — — — — — — — 172.50 0.25 0.05/1.25 0.05 -0.22 0.0248 -0.15 44.9% 10 4 — — — — — — — — — 175.00 1.07 0.35/1.75 0.06 -0.27 0.0321 -0.22 43.4% 26 71 — — — — — — — — — 177.50 1.26 0.75/1.45 0.07 -0.21 0.0481 -0.25 31.2% 43 28 9 13 31.1% 0.61 0.0580 -0.27 0.08 2.05/4.00 2.03 180.00 1.50 1.55/4.00 0.08 -0.39 0.0384 -0.42 47.9% 34 34 1 42 27.9% 0.46 0.0669 -0.25 0.08 1.30/2.40 0.57 182.50 4.30 2.60/5.00 0.08 -0.37 0.0413 -0.52 45.4% 4 3 446 22 34.8% 0.34 0.0495 -0.28 0.08 0.65/2.10 1.04 185.00 6.07 3.50/6.50 0.08 -0.36 0.0392 -0.62 45.8% 1 32 7 1 30.9% 0.20 0.0426 -0.19 0.06 0.10/1.05 0.48 187.50 4.70 5.90/8.50 0.07 -0.35 0.0333 -0.69 49.5% 2 2 7 1 31.7% 0.12 0.0296 -0.14 0.04 0.05/0.65 0.47 190.00 6.60 8.00/10.80 0.07 -0.36 0.0274 -0.74 55.3% 1 2 20 85 37.6% 0.10 0.0219 -0.14 0.04 0.00/0.65 0.30 192.50 — — — — — — — — — 11 2 45.1% 0.10 0.0177 -0.16 0.04 0.00/0.75 0.25 195.00 — — — — — — — — — 6 1 55.8% 0.08 0.0121 -0.17 0.03 0.00/0.75 0.10 200.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 36.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $127 $154 $182 $209 $236 spot $181.65 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).