IV Skew
1.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +8 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2027-12-17 (474d) 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 17 11 53.9% 0.94 0.0110 -0.13 0.02 14.85/15.70 15.30 148.00 0.03 0.01/0.12 0.01 -0.03 0.0051 -0.02 39.2% 15 82 11 1 51.1% 0.94 0.0121 -0.13 0.02 13.85/14.70 17.25 149.00 0.05 0.01/0.08 0.01 -0.02 0.0044 -0.01 34.4% 4 50 140 3 48.3% 0.94 0.0134 -0.13 0.02 12.90/13.70 13.57 150.00 0.07 0.05/0.08 0.01 -0.02 0.0050 -0.01 32.2% 46 202 40 4 43.5% 0.91 0.0188 -0.15 0.03 10.45/11.30 11.82 152.50 0.13 0.01/0.13 0.01 -0.03 0.0097 -0.02 29.5% 76 120 88 17 37.8% 0.88 0.0270 -0.16 0.04 8.10/8.90 8.49 155.00 0.25 0.17/0.30 0.02 -0.06 0.0216 -0.06 28.9% 47 170 42 83 33.8% 0.82 0.0401 -0.18 0.05 5.90/6.65 6.38 157.50 0.51 0.47/0.55 0.04 -0.10 0.0396 -0.12 27.0% 381 335 131 53 29.2% 0.73 0.0594 -0.20 0.06 4.00/4.50 4.10 160.00 1.05 0.96/1.15 0.06 -0.16 0.0622 -0.26 27.1% 226 630 201 362 28.0% 0.56 0.0737 -0.22 0.08 2.53/2.87 2.65 162.50 1.90 1.83/2.02 0.08 -0.19 0.0790 -0.43 26.1% 85 1.3k 282 863 26.5% 0.37 0.0749 -0.20 0.07 1.39/1.60 1.57 165.00 3.25 3.10/3.45 0.07 -0.18 0.0740 -0.62 26.8% 664 220 484 702 27.8% 0.22 0.0560 -0.16 0.06 0.69/0.94 0.71 167.50 5.17 4.75/5.45 0.06 -0.17 0.0539 -0.76 30.3% 9 87 345 1.2k 26.8% 0.10 0.0348 -0.09 0.03 0.29/0.42 0.34 170.00 6.96 6.80/7.60 0.05 -0.13 0.0375 -0.85 33.2% 9 88 102 108 27.3% 0.04 0.0180 -0.05 0.02 0.13/0.20 0.17 172.50 9.55 9.10/9.90 0.03 -0.11 0.0257 -0.90 36.4% 160 30 250 49 28.4% 0.02 0.0087 -0.03 0.01 0.04/0.10 0.08 175.00 11.95 11.50/12.35 0.03 -0.10 0.0189 -0.92 41.6% 160 8 51 134 31.1% 0.01 0.0050 -0.02 0.01 0.01/0.07 0.05 177.50 11.85 13.95/14.80 0.02 -0.09 0.0143 -0.94 46.2% 16 16 104 32 38.1% 0.02 0.0053 -0.03 0.01 0.00/0.11 0.02 180.00 16.05 16.45/17.30 0.02 -0.09 0.0116 -0.94 51.7% 2 — 25 1 41.7% 0.01 0.0039 -0.03 0.01 0.00/0.10 0.07 182.50 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 27.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $114 $139 $163 $188 $212 spot $163.18 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).