IV Skew
4.6%
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) 2027-12-17 (474d) 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 83 289 45.8% 0.84 0.0308 -0.21 0.04 7.10/8.45 7.69 141.00 0.50 0.15/0.40 0.03 -0.08 0.0272 -0.08 32.0% 4 15 44 285 37.7% 0.85 0.0359 -0.17 0.04 6.30/7.20 6.50 142.00 0.44 0.05/0.44 0.03 -0.09 0.0335 -0.10 29.7% 33 80 57 5 38.0% 0.81 0.0417 -0.20 0.05 5.05/6.45 5.40 143.00 0.51 0.38/0.56 0.04 -0.10 0.0424 -0.13 28.8% 22 28 24 1 39.1% 0.75 0.0464 -0.23 0.05 4.40/5.80 4.60 144.00 0.73 0.54/0.70 0.04 -0.12 0.0527 -0.17 27.6% 3 135 10 11 29.1% 0.76 0.0616 -0.17 0.05 3.40/4.40 3.80 145.00 0.78 0.71/0.91 0.05 -0.14 0.0638 -0.22 27.0% 43 290 86 2 35.4% 0.66 0.0595 -0.24 0.06 2.76/4.20 3.23 146.00 1.15 1.00/1.26 0.06 -0.16 0.0724 -0.30 27.6% 11 81 5 19 28.3% 0.62 0.0772 -0.20 0.07 2.58/3.05 2.55 147.00 1.62 1.32/1.73 0.07 -0.18 0.0763 -0.38 28.7% 288 73 20 1.6k 28.0% 0.54 0.0816 -0.20 0.07 2.09/2.47 2.24 148.00 1.90 1.72/2.25 0.07 -0.20 0.0773 -0.46 29.6% 348 114 — — — — — — — — — 149.00 2.35 2.17/2.69 0.07 -0.19 0.0799 -0.54 28.6% 169 40 131 423 27.1% 0.38 0.0808 -0.19 0.07 1.26/1.50 1.35 150.00 3.08 2.80/3.30 0.07 -0.18 0.0761 -0.61 28.9% 59 284 235 200 27.6% 0.21 0.0595 -0.14 0.05 0.45/0.79 0.63 152.50 5.35 4.50/5.95 0.06 -0.24 0.0477 -0.70 42.0% 34 160 1.6k 143 27.3% 0.09 0.0345 -0.08 0.03 0.23/0.35 0.28 155.00 7.79 6.80/7.70 0.05 -0.17 0.0382 -0.81 40.4% 13 124 134 29 28.5% 0.04 0.0172 -0.04 0.01 0.09/0.17 0.18 157.50 — — — — — — — — — 1.6k 341 30.8% 0.02 0.0089 -0.03 0.01 0.05/0.10 0.07 160.00 12.30 11.40/13.25 0.04 -0.28 0.0226 -0.83 65.8% 2 1 630 6 34.5% 0.01 0.0056 -0.02 0.01 0.00/0.08 0.05 162.50 — — — — — — — — — 32 63 37.5% 0.01 0.0035 -0.02 0.00 0.02/0.06 0.02 165.00 — — — — — — — — — 1 1 56.4% 0.04 0.0081 -0.08 0.01 0.00/0.32 0.10 167.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 28.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $104 $126 $148 $171 $193 spot $148.35 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).