IV Skew
-0.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +5 more 2027-01-15 (138d) 2027-03-19 (201d) 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 2 — 345.8% 0.86 0.0019 -2.50 0.07 96.90/100.70 99.40 195.00 — — — — — — — — — 3 — 127.1% 0.98 0.0013 -0.25 0.02 68.80/71.90 106.53 210.00 — — — — — — — — — 3 — 110.0% 0.97 0.0017 -0.25 0.02 58.80/61.90 93.40 220.00 — — — — — — — — — 1 — 101.5% 0.97 0.0020 -0.25 0.02 53.80/56.90 90.10 225.00 — — — — — — — — — — — — — — — — — — 255.00 0.44 0.00/1.85 0.04 -0.20 0.0071 -0.06 51.9% 1 13 — — — — — — — — — 260.00 0.50 0.30/1.00 0.05 -0.21 0.0100 -0.08 44.6% 58 40 — — — — — — — — — 262.50 1.25 0.00/2.60 0.08 -0.45 0.0133 -0.16 56.9% 6 7 1 — 60.0% 0.79 0.0148 -0.59 0.09 15.00/18.00 59.00 265.00 0.86 0.60/1.45 0.07 -0.27 0.0155 -0.13 40.9% 12 21 — — — — — — — — — 270.00 1.60 1.50/2.35 0.10 -0.36 0.0230 -0.22 38.9% 33 60 — — — — — — — — — 272.50 2.25 1.85/2.95 0.11 -0.40 0.0269 -0.27 37.8% 12 34 — 3 47.6% 0.63 0.0243 -0.61 0.12 7.60/9.70 56.42 275.00 3.05 2.30/3.80 0.12 -0.44 0.0301 -0.35 37.5% 97 143 — — — — — — — — — 277.50 3.70 3.40/4.70 0.13 -0.45 0.0328 -0.42 36.4% 9 5 — — — — — — — — — 280.00 4.62 4.00/6.50 0.13 -0.51 0.0304 -0.50 40.1% 26 84 1 10 46.0% 0.43 0.0262 -0.61 0.13 3.00/5.70 4.49 282.50 4.90 5.30/7.90 0.13 -0.49 0.0298 -0.58 40.2% 7 21 1 9 39.1% 0.35 0.0289 -0.48 0.12 2.60/3.70 3.60 285.00 6.70 7.00/9.10 0.12 -0.43 0.0297 -0.66 37.8% 18 149 5 13 39.8% 0.28 0.0260 -0.45 0.11 1.90/3.00 2.65 287.50 9.60 8.70/11.00 0.11 -0.40 0.0263 -0.72 39.1% 12 26 11 3 43.8% 0.25 0.0220 -0.46 0.10 0.80/2.85 2.34 290.00 11.10 10.60/12.80 0.10 -0.34 0.0231 -0.78 38.8% 15 89 12 10 41.2% 0.18 0.0195 -0.36 0.09 0.70/1.95 1.35 292.50 13.55 13.00/15.30 0.09 -0.36 0.0194 -0.81 43.4% 5 8 8 16 43.7% 0.15 0.0165 -0.34 0.08 0.60/1.75 1.00 295.00 14.40 14.50/17.20 0.07 -0.28 0.0165 -0.86 42.3% 8 117 2 2 39.1% 0.09 0.0128 -0.21 0.05 0.20/0.95 1.53 297.50 17.30 16.30/19.50 0.07 -0.26 0.0139 -0.88 44.3% 15 1 22 14 41.3% 0.08 0.0106 -0.20 0.05 0.15/0.85 0.58 300.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 43.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $196 $237 $279 $321 $363 spot $279.41 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).