IV Skew
5.3%
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) 2027-02-19 (173d) 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 5 — 47.5% 0.85 0.0291 -0.20 0.04 6.95/8.80 10.46 136.00 0.05 0.00/0.25 0.02 -0.05 0.0215 -0.05 30.2% 10 211 9 1 43.6% 0.84 0.0335 -0.19 0.04 5.95/7.80 10.07 137.00 0.04 0.00/0.15 0.01 -0.03 0.0210 -0.04 23.9% 20 335 2 4 39.6% 0.82 0.0391 -0.19 0.04 5.10/6.80 8.46 138.00 0.11 0.00/0.16 0.02 -0.03 0.0274 -0.05 21.5% 19 676 32 30 24.9% 0.88 0.0465 -0.10 0.03 4.40/5.20 4.70 139.00 0.14 0.04/0.19 0.02 -0.04 0.0381 -0.06 19.4% 153 782 59 2 27.4% 0.81 0.0594 -0.14 0.05 3.60/4.55 3.50 140.00 0.22 0.18/0.29 0.03 -0.06 0.0576 -0.10 18.7% 152 1.0k 12 8 27.1% 0.74 0.0709 -0.16 0.05 2.52/3.80 3.25 141.00 0.36 0.26/0.46 0.04 -0.08 0.0824 -0.17 18.4% 125 528 11 6 21.3% 0.70 0.0963 -0.14 0.06 1.78/2.72 2.25 142.00 0.59 0.49/0.69 0.05 -0.09 0.1087 -0.26 17.8% 216 647 22 129 21.1% 0.60 0.1087 -0.15 0.06 1.50/2.09 1.66 143.00 0.98 0.84/1.00 0.06 -0.10 0.1321 -0.38 17.1% 213 275 96 577 19.2% 0.49 0.1233 -0.14 0.07 1.12/1.42 1.21 144.00 1.44 1.25/1.58 0.07 -0.11 0.1284 -0.51 18.5% 105 528 532 366 18.4% 0.36 0.1209 -0.12 0.06 0.71/0.94 0.85 145.00 2.17 1.75/2.38 0.06 -0.13 0.1063 -0.62 21.3% 131 266 186 198 17.6% 0.24 0.1051 -0.10 0.05 0.43/0.57 0.50 146.00 2.96 2.48/3.20 0.06 -0.13 0.0879 -0.70 23.6% 37 58 396 674 17.8% 0.15 0.0789 -0.07 0.04 0.22/0.36 0.32 147.00 3.97 3.25/4.20 0.05 -0.14 0.0693 -0.74 27.8% 3 57 529 291 18.7% 0.10 0.0557 -0.06 0.03 0.16/0.25 0.17 148.00 4.80 4.15/5.15 0.05 -0.14 0.0572 -0.78 30.9% 7 58 272 14 19.1% 0.06 0.0371 -0.04 0.02 0.03/0.16 0.08 149.00 5.75 5.10/6.20 0.05 -0.15 0.0476 -0.80 35.4% 5 3 595 55 18.7% 0.03 0.0209 -0.02 0.01 0.06/0.08 0.07 150.00 6.65 6.00/7.20 0.05 -0.16 0.0409 -0.81 39.0% 5 2 567 36 22.3% 0.01 0.0090 -0.01 0.01 0.00/0.05 0.03 152.50 7.70 8.00/10.15 0.05 -0.24 0.0294 -0.81 55.2% 1 —
Greeks Profile 2026-09-04 · 5d · σ = 18.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $101 $122 $144 $165 $187 spot $143.78 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).