IV Skew
-2.8%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +9 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-03-19 (201d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 2028-01-21 (509d) 2028-03-17 (565d) 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 52 12 69.9% 0.91 0.0093 -0.31 0.04 21.85/24.20 23.00 195.00 — — — — — — — — — 5 5 69.8% 0.88 0.0112 -0.37 0.05 19.70/22.15 20.55 197.50 1.05 0.99/1.15 0.04 -0.22 0.0102 -0.08 58.7% 1.1k 244 174 2.0k 66.9% 0.86 0.0133 -0.40 0.06 17.50/19.90 18.00 200.00 1.47 1.29/1.50 0.05 -0.27 0.0129 -0.11 57.8% 5.7k 3.5k — — — — — — — — — 202.50 1.80 1.71/2.00 0.06 -0.33 0.0159 -0.15 57.6% 1.4k 186 35 50 63.7% 0.78 0.0182 -0.49 0.07 14.00/15.25 14.35 205.00 2.41 2.26/2.65 0.07 -0.40 0.0188 -0.20 57.8% 1.7k 643 16 46 62.8% 0.74 0.0205 -0.54 0.08 12.00/13.60 13.17 207.50 3.35 2.88/3.35 0.08 -0.45 0.0217 -0.25 57.3% 694 106 199 613 61.0% 0.68 0.0230 -0.57 0.09 10.40/11.55 11.00 210.00 3.93 3.70/4.35 0.09 -0.51 0.0239 -0.31 58.0% 2.9k 774 62 485 60.4% 0.62 0.0248 -0.60 0.10 8.95/9.85 9.64 212.50 5.10 4.65/5.25 0.10 -0.54 0.0259 -0.37 57.5% 645 171 966 825 62.6% 0.56 0.0249 -0.64 0.10 7.60/9.00 8.00 215.00 6.15 5.60/6.45 0.10 -0.56 0.0272 -0.44 57.1% 2.4k 613 59 1.8k 60.1% 0.49 0.0262 -0.62 0.10 6.50/7.05 7.04 217.50 7.25 7.30/7.75 0.10 -0.58 0.0267 -0.51 59.0% 1.3k 202 791 4.4k 60.5% 0.43 0.0256 -0.61 0.10 5.50/5.95 5.70 220.00 8.61 8.30/9.30 0.10 -0.56 0.0267 -0.57 57.9% 3.2k 1.6k 78 1.3k 61.0% 0.37 0.0244 -0.59 0.10 4.65/5.00 4.70 222.50 9.85 9.65/11.05 0.10 -0.53 0.0255 -0.64 57.9% 708 85 516 4.0k 60.7% 0.31 0.0230 -0.55 0.09 3.80/4.10 4.00 225.00 12.00 11.45/12.70 0.09 -0.50 0.0237 -0.70 58.3% 1.5k 627 86 914 60.6% 0.26 0.0211 -0.50 0.08 2.95/3.50 3.65 227.50 13.80 13.20/15.00 0.08 -0.48 0.0211 -0.74 60.6% 216 112 668 9.6k 63.0% 0.22 0.0186 -0.48 0.08 2.68/3.00 2.70 230.00 16.00 15.10/16.50 0.07 -0.40 0.0190 -0.80 58.6% 707 1.8k 107 824 63.1% 0.18 0.0164 -0.43 0.07 2.19/2.45 2.45 232.50 17.10 16.70/19.10 0.06 -0.35 0.0165 -0.83 59.7% 263 208 378 1.7k 64.5% 0.15 0.0143 -0.39 0.06 1.85/2.10 1.92 235.00 20.00 18.80/20.70 0.05 -0.26 0.0137 -0.88 56.6% 704 619
Greeks Profile 2026-09-04 · 5d · σ = 59.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $152 $184 $217 $249 $282 spot $216.62 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).