IV Skew
9.0%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 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)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 140.00 0.39 0.00/0.01 0.00 -0.00 0.0002 -0.00 57.8% 40 411 — — — — — — — — — 145.00 1.13 0.00/2.13 0.03 -0.30 0.0059 -0.07 111.7% 5 7 — — — — — — — — — 150.00 0.14 0.00/0.05 0.00 -0.02 0.0017 -0.01 52.7% 1 501 — 6 71.0% 0.86 0.0153 -0.34 0.05 13.30/15.75 19.34 160.00 0.12 0.00/0.79 0.04 -0.20 0.0144 -0.10 58.6% 3 4 — 5 55.4% 0.81 0.0237 -0.32 0.05 8.60/10.85 14.32 165.00 0.20 0.00/0.50 0.04 -0.13 0.0226 -0.10 37.3% 1 83 — — — — — — — — — 167.50 0.26 0.10/0.52 0.04 -0.12 0.0328 -0.12 30.3% 17 46 8 2 42.4% 0.71 0.0397 -0.31 0.07 4.25/6.30 9.46 170.00 0.59 0.50/0.75 0.06 -0.14 0.0517 -0.19 26.1% 47 66 — — — — — — — — — 172.50 1.27 1.05/1.48 0.08 -0.19 0.0705 -0.35 25.7% 515 48 16 305 25.9% 0.46 0.0752 -0.22 0.08 1.62/2.00 1.76 175.00 2.30 2.04/2.60 0.08 -0.19 0.0771 -0.54 25.2% 70 1.1k 224 57 24.0% 0.27 0.0679 -0.17 0.07 0.66/0.94 0.78 177.50 3.77 3.00/4.50 0.07 -0.19 0.0594 -0.69 29.2% 90 72 192 39 25.4% 0.15 0.0449 -0.12 0.05 0.33/0.50 0.40 180.00 5.99 5.30/6.65 0.06 -0.18 0.0432 -0.78 33.2% 121 395 103 17 28.3% 0.09 0.0279 -0.09 0.03 0.10/0.32 0.13 182.50 5.28 7.10/9.30 0.06 -0.22 0.0311 -0.81 43.3% — 24 91 23 28.7% 0.04 0.0152 -0.05 0.02 0.03/0.15 0.09 185.00 10.65 9.80/11.50 0.05 -0.19 0.0241 -0.86 45.4% 1 68 46 1 53.3% 0.13 0.0195 -0.23 0.04 0.00/0.91 0.44 187.50 — — — — — — — — — 86 5 46.1% 0.06 0.0127 -0.11 0.02 0.00/0.35 0.16 190.00 8.70 14.00/17.10 0.05 -0.32 0.0169 -0.84 69.5% 1 — 94 93 51.7% 0.06 0.0106 -0.12 0.02 0.00/0.36 0.18 192.50 — — — — — — — — — — — — — — — — — — 200.00 20.75 24.55/27.10 0.01 -0.04 0.0046 -0.98 57.4% — — — — — — — — — — — 205.00 23.25 29.55/31.95 0.01 -0.01 0.0025 -0.99 59.8% — —
Greeks Profile 2026-09-04 · 5d · σ = 25.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $122 $148 $174 $200 $227 spot $174.34 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).