IV Skew
-6.3%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 1/15138d +3 more 2027-04-16 (229d) 2027-12-17 (474d) 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 2 81.9% 0.94 0.0035 -0.44 0.05 46.20/52.40 51.55 307.50 — — — — — — — — — 7 — 79.6% 0.93 0.0039 -0.46 0.05 43.80/50.00 68.02 310.00 — — — — — — — — — 1 — 71.5% 0.93 0.0045 -0.43 0.06 38.30/45.30 70.23 315.00 — — — — — — — — — — — — — — — — — — 325.00 1.92 0.95/5.00 0.08 -0.57 0.0072 -0.12 67.8% 12 54 1 2 66.8% 0.84 0.0089 -0.72 0.10 26.00/31.70 37.86 330.00 2.40 1.60/3.50 0.09 -0.48 0.0088 -0.13 56.6% 48 89 4 3 66.3% 0.79 0.0106 -0.83 0.12 22.00/28.10 33.25 335.00 3.50 0.75/7.40 0.11 -0.67 0.0110 -0.19 59.7% 10 72 5 1 62.3% 0.74 0.0126 -0.87 0.14 18.40/23.40 23.11 340.00 5.40 1.85/6.00 0.12 -0.60 0.0142 -0.22 50.1% 12 15 — — — — — — — — — 342.50 6.05 2.05/9.40 0.14 -0.77 0.0144 -0.28 56.3% 4 8 1 — 63.5% 0.67 0.0138 -0.99 0.15 15.00/20.80 62.90 345.00 7.50 4.60/8.20 0.15 -0.80 0.0155 -0.31 55.1% 10 39 6 1 64.8% 0.59 0.0144 -1.07 0.16 12.00/18.50 21.53 350.00 8.00 6.80/10.40 0.16 -0.88 0.0166 -0.40 56.0% 38 56 — — — — — — — — — 352.50 8.00 6.40/11.90 0.16 -0.85 0.0179 -0.44 52.9% 10 9 5 3 65.9% 0.52 0.0146 -1.11 0.17 10.90/14.90 14.00 355.00 10.55 9.10/13.70 0.17 -0.94 0.0165 -0.48 58.1% 9 9 — — — — — — — — — 357.50 11.67 10.00/15.10 0.17 -0.92 0.0168 -0.53 57.1% 20 41 5 8 65.1% 0.44 0.0146 -1.09 0.16 8.00/13.00 11.10 360.00 13.84 10.90/17.00 0.16 -0.91 0.0166 -0.57 57.0% 10 63 5 1 60.5% 0.40 0.0154 -0.99 0.16 5.30/11.90 10.15 362.50 14.95 12.00/17.30 0.16 -0.81 0.0174 -0.62 52.8% 5 80 9 8 65.7% 0.38 0.0139 -1.05 0.16 6.60/10.70 9.30 365.00 17.35 14.10/20.00 0.15 -0.85 0.0157 -0.65 57.0% 25 34 1 1 63.1% 0.34 0.0139 -0.97 0.15 3.50/11.10 8.08 367.50 17.17 17.00/22.00 0.15 -0.89 0.0142 -0.67 61.3% 1 33 32 17 63.0% 0.30 0.0133 -0.93 0.15 3.00/10.00 7.80 370.00 20.65 17.40/23.40 0.14 -0.76 0.0143 -0.72 56.6% 4 11 2 1 66.0% 0.28 0.0123 -0.94 0.14 3.00/9.60 7.30 372.50 — — — — — — — — — 9 7 66.2% 0.25 0.0117 -0.89 0.13 2.30/9.00 5.98 375.00 23.26 22.40/26.90 0.13 -0.72 0.0122 -0.77 60.0% 4 33
Greeks Profile 2026-09-04 · 5d · σ = 62.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $248 $302 $355 $408 $461 spot $354.97 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).