IV Skew
-15.6%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +2 more 2027-03-19 (201d) 2027-05-21 (264d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 160.00 0.32 0.00/1.95 0.02 -0.23 0.0034 -0.04 111.3% — 1 4 1 36.7% 0.69 0.0411 -0.32 0.08 2.90/6.30 6.80 195.00 — — — — — — — — — — — — — — — — — — 197.50 2.40 0.65/3.80 0.09 -0.36 0.0409 -0.42 41.1% 1 5 21 1 39.8% 0.47 0.0429 -0.38 0.09 0.75/3.90 8.15 200.00 — — — — — — — — — 6 3 56.7% 0.22 0.0225 -0.40 0.07 0.00/2.35 1.00 210.00 9.50 10.30/13.20 0.07 -0.35 0.0227 -0.79 54.9% — 1 27 6 52.8% 0.11 0.0156 -0.24 0.04 0.00/2.25 2.90 215.00 — — — — — — — — — 3 1 62.0% 0.09 0.0113 -0.24 0.04 0.00/2.15 2.47 220.00 — — — — — — — — — 1 — 71.4% 0.08 0.0087 -0.24 0.03 0.00/2.15 2.70 225.00 — — — — — — — — — — — 80.3% 0.07 0.0071 -0.25 0.03 0.00/2.15 0.77 230.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 40.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $139 $169 $199 $229 $259 spot $198.99 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).