IV Skew
2.3%
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) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 170.00 0.23 0.00/2.15 0.02 -0.36 0.0015 -0.03 173.8% 6 105 — — — — — — — — — 175.00 0.79 0.00/1.50 0.02 -0.26 0.0014 -0.03 150.4% 4 1 — — — — — — — — — 220.00 0.10 0.00/0.50 0.03 -0.15 0.0072 -0.05 51.7% 50 1 — — — — — — — — — 230.00 0.10 0.00/0.60 0.05 -0.16 0.0170 -0.09 34.1% 1 1 — — — — — — — — — 232.50 0.52 0.10/0.75 0.06 -0.18 0.0231 -0.12 31.1% — 10 — — — — — — — — — 235.00 0.60 0.30/1.05 0.07 -0.21 0.0316 -0.18 29.1% 14 264 — — — — — — — — — 237.50 0.75 0.50/1.55 0.09 -0.25 0.0413 -0.26 27.7% 1 2 2 3 30.7% 0.61 0.0439 -0.35 0.11 3.50/5.00 7.58 240.00 1.78 1.10/2.00 0.11 -0.25 0.0546 -0.36 24.2% 9 11 14 6 23.1% 0.35 0.0566 -0.25 0.10 1.10/1.70 1.69 245.00 4.21 3.20/4.60 0.11 -0.24 0.0545 -0.64 24.1% 5 19 — — — — — — — — — 247.50 6.59 4.80/7.00 0.10 -0.27 0.0394 -0.72 30.3% 1 2 7 2 27.8% 0.17 0.0327 -0.21 0.07 0.20/0.90 1.10 250.00 1.51 6.60/9.00 0.08 -0.23 0.0319 -0.80 31.4% 2 2 — — — — — — — — — 252.50 7.30 8.50/11.00 0.06 -0.16 0.0244 -0.87 30.6% — 1 88 1 31.8% 0.09 0.0179 -0.15 0.05 0.00/0.50 0.60 255.00 — — — — — — — — — 12 2 44.7% 0.09 0.0132 -0.22 0.05 0.00/0.75 0.80 260.00 — — — — — — — — — — — 55.7% 0.09 0.0103 -0.26 0.05 0.00/0.90 0.53 265.00 — — — — — — — — — 2 1 66.9% 0.09 0.0086 -0.31 0.05 0.00/2.15 0.57 270.00 — — — — — — — — — 25 — 74.9% 0.08 0.0071 -0.32 0.04 0.00/2.15 1.17 275.00 — — — — — — — — — 1 — 82.5% 0.07 0.0060 -0.33 0.04 0.00/2.15 0.75 280.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 27.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $170 $206 $242 $279 $315 spot $242.22 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).