IV Skew
1.4%
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) 2027-04-16 (229d) 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 1 1 92.7% 0.99 0.0013 -0.12 0.01 52.55/55.55 78.05 205.00 — — — — — — — — — 6 2 75.4% 0.99 0.0010 -0.08 0.01 47.00/50.70 57.80 210.00 — — — — — — — — — 1 — 75.6% 0.98 0.0018 -0.12 0.01 42.55/45.50 67.30 215.00 — — — — — — — — — 1 1 65.0% 0.99 0.0019 -0.10 0.01 37.60/40.30 42.62 220.00 — — — — — — — — — 2 2 62.1% 0.98 0.0031 -0.14 0.02 32.60/35.60 49.35 225.00 — — — — — — — — — 2 2 80.1% 0.90 0.0070 -0.44 0.05 27.10/30.65 49.20 230.00 — — — — — — — — — — — — — — — — — — 240.00 0.45 0.35/0.58 0.03 -0.13 0.0088 -0.05 40.3% 153 30 — — — — — — — — — 242.50 0.30 0.31/0.80 0.04 -0.17 0.0120 -0.08 39.5% 3 5 — — — — — — — — — 245.00 0.91 0.60/1.08 0.06 -0.21 0.0159 -0.11 38.5% 95 44 — — — — — — — — — 247.50 1.10 1.12/1.41 0.07 -0.25 0.0205 -0.15 37.1% 64 68 6 1 44.5% 0.75 0.0233 -0.45 0.10 9.70/11.50 16.70 250.00 1.61 1.35/1.96 0.09 -0.31 0.0255 -0.20 36.8% 110 222 — — — — — — — — — 252.50 2.41 1.84/2.63 0.10 -0.36 0.0303 -0.27 36.3% 87 68 3 6 40.1% 0.63 0.0310 -0.48 0.11 6.45/7.70 7.27 255.00 3.04 2.83/3.55 0.11 -0.40 0.0338 -0.36 36.4% 157 150 — — — — — — — — — 257.50 4.08 3.85/4.60 0.12 -0.42 0.0361 -0.44 36.1% 147 41 41 201 37.4% 0.47 0.0351 -0.46 0.12 3.95/4.70 4.30 260.00 5.62 4.75/5.90 0.12 -0.42 0.0362 -0.54 36.2% 54 121 1 22 37.6% 0.38 0.0335 -0.45 0.12 2.90/3.70 3.28 262.50 8.13 6.10/7.50 0.12 -0.41 0.0338 -0.62 37.2% 14 198 22 1.4k 36.9% 0.30 0.0311 -0.40 0.11 2.11/2.75 2.11 265.00 9.08 7.55/9.35 0.11 -0.39 0.0300 -0.69 38.8% 7 93 113 15 36.5% 0.23 0.0272 -0.34 0.09 1.46/2.01 1.75 267.50 11.30 9.50/11.35 0.10 -0.37 0.0259 -0.75 40.5% 14 40 96 1.3k 36.9% 0.17 0.0225 -0.29 0.08 0.99/1.51 1.25 270.00 13.46 11.50/13.55 0.09 -0.35 0.0219 -0.79 43.2% 18 271 159 97 37.1% 0.12 0.0180 -0.23 0.06 0.64/1.10 0.89 272.50 14.25 13.10/16.05 0.08 -0.36 0.0185 -0.81 48.1% 6 7 31 13 38.9% 0.09 0.0143 -0.20 0.05 0.40/0.91 0.86 275.00 18.35 15.55/18.05 0.07 -0.30 0.0158 -0.85 47.8% 1 20 23 16 38.1% 0.06 0.0105 -0.14 0.04 0.30/0.60 0.44 277.50 16.40 17.80/21.15 0.07 -0.40 0.0139 -0.84 58.4% 1 5
Greeks Profile 2026-09-04 · 5d · σ = 36.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $181 $220 $259 $297 $336 spot $258.64 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).