IV Skew
1.6%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +8 more 2027-01-15 (139d) 2027-03-19 (202d) 2027-04-16 (230d) 2027-06-17 (292d) 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d) 2028-12-15 (839d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 23 3 72.2% 0.76 0.0220 -0.38 0.06 7.60/11.40 10.12 144.00 0.55 0.40/0.91 0.05 -0.17 0.0253 -0.15 46.6% 21 49 170 2 62.8% 0.76 0.0252 -0.33 0.06 8.05/10.05 9.58 145.00 0.79 0.58/0.98 0.05 -0.18 0.0285 -0.16 44.3% 4.2k 223 54 5 53.5% 0.76 0.0294 -0.28 0.06 7.30/8.70 8.32 146.00 1.09 0.63/1.35 0.06 -0.21 0.0313 -0.21 46.7% 53 483 206 4 52.2% 0.74 0.0319 -0.29 0.06 6.55/7.90 9.66 147.00 1.35 1.06/1.45 0.06 -0.22 0.0351 -0.23 44.3% 101 35 34 1 51.2% 0.71 0.0343 -0.30 0.07 5.85/7.15 8.52 148.00 1.45 1.36/1.94 0.07 -0.25 0.0365 -0.28 47.1% 64 98 32 3 48.6% 0.68 0.0377 -0.30 0.07 5.20/6.30 7.00 149.00 1.86 1.71/2.00 0.07 -0.24 0.0412 -0.31 43.4% 37 14 397 68 48.2% 0.64 0.0396 -0.31 0.07 4.75/5.65 4.60 150.00 2.15 1.95/2.29 0.07 -0.25 0.0444 -0.35 42.5% 2.1k 2.4k 166 186 45.6% 0.53 0.0445 -0.31 0.08 3.55/4.05 3.65 152.50 3.35 3.00/3.75 0.08 -0.29 0.0433 -0.47 46.8% 140 46 1.4k 257 43.8% 0.42 0.0455 -0.29 0.08 2.39/2.77 2.54 155.00 4.65 4.30/5.00 0.08 -0.28 0.0440 -0.58 45.4% 130 1.6k 306 2.5k 43.3% 0.31 0.0416 -0.26 0.07 1.57/1.86 1.66 157.50 5.80 5.50/6.95 0.07 -0.28 0.0375 -0.66 49.7% 33 23 757 496 42.7% 0.22 0.0349 -0.21 0.06 0.95/1.18 1.08 160.00 — — — — — — — — — 403 224 43.8% 0.15 0.0270 -0.17 0.05 0.57/0.79 0.66 162.50 — — — — — — — — — 307 301 43.8% 0.09 0.0196 -0.12 0.03 0.31/0.48 0.38 165.00 — — — — — — — — — 121 18 44.0% 0.06 0.0134 -0.08 0.02 0.17/0.29 0.27 167.50 — — — — — — — — — 346 264 45.8% 0.04 0.0094 -0.06 0.02 0.10/0.20 0.15 170.00 18.42 15.40/18.80 0.05 -0.32 0.0158 -0.83 81.5% 1 56 21 6 55.1% 0.05 0.0093 -0.09 0.02 0.03/0.30 0.11 172.50 20.64 18.45/21.05 0.04 -0.29 0.0138 -0.86 83.7% 1 73 — — — — — — — — — 175.00 21.25 21.15/23.50 0.02 -0.05 0.0070 -0.96 56.7% 25 81 — — — — — — — — — 177.50 25.57 23.70/26.85 0.03 -0.16 0.0093 -0.92 77.9% 1 73 — — — — — — — — — 180.00 33.52 25.30/29.30 0.01 -0.05 0.0050 -0.97 64.6% 74 — — — — — — — — — — 185.00 38.18 31.15/33.70 0.02 -0.08 0.0051 -0.96 80.1% 22 —
Greeks Profile 2026-09-04 · 6d · σ = 46.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $107 $130 $153 $176 $199 spot $152.90 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).