IV Skew
-3.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 11/2081d 12/18109d +9 more 2027-01-15 (137d) 2027-03-19 (200d) 2027-04-16 (228d) 2027-06-17 (290d) 2027-09-17 (382d) 2027-12-17 (473d) 2028-01-21 (508d) 2028-06-16 (655d) 2028-12-15 (837d)
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 1 77.6% 0.95 0.0086 -0.15 0.01 16.45/18.80 20.68 120.00 — — — — — — — — — 3 12 76.9% 0.88 0.0177 -0.28 0.03 11.25/13.30 12.45 125.00 — — — — — — — — — 1 1 58.3% 0.90 0.0207 -0.19 0.02 9.65/12.10 11.50 127.00 — — — — — — — — — 132 49 56.6% 0.82 0.0317 -0.27 0.04 7.45/8.40 7.85 130.00 0.45 0.36/0.50 0.02 -0.11 0.0294 -0.09 39.2% 104 521 — — — — — — — — — 131.00 0.63 0.56/0.72 0.03 -0.15 0.0373 -0.13 40.3% 59 77 — — — — — — — — — 132.00 0.81 0.69/0.89 0.04 -0.18 0.0449 -0.17 39.4% 92 129 — — — — — — — — — 133.00 1.08 0.93/1.14 0.04 -0.20 0.0527 -0.22 39.2% 144 134 6 1 61.0% 0.65 0.0421 -0.41 0.05 4.35/5.95 6.55 134.00 1.35 1.20/1.47 0.05 -0.23 0.0593 -0.28 39.6% 141 157 378 15 45.9% 0.64 0.0568 -0.32 0.05 3.80/4.35 4.04 135.00 1.80 1.62/1.79 0.05 -0.25 0.0657 -0.34 38.9% 271 555 28 6 45.5% 0.58 0.0599 -0.33 0.06 3.25/3.75 3.35 136.00 2.14 1.95/2.32 0.06 -0.28 0.0669 -0.41 40.6% 247 114 29 78 42.2% 0.52 0.0659 -0.31 0.06 2.75/3.00 3.00 137.00 2.64 2.41/2.76 0.06 -0.28 0.0694 -0.48 40.0% 173 94 123 44 42.4% 0.45 0.0651 -0.31 0.06 2.30/2.55 2.44 138.00 3.17 2.99/3.30 0.06 -0.28 0.0688 -0.55 40.1% 177 82 460 77 42.5% 0.39 0.0630 -0.30 0.06 1.87/2.14 1.81 139.00 3.65 3.35/3.95 0.05 -0.27 0.0650 -0.61 41.0% 35 48 723 993 41.6% 0.33 0.0604 -0.27 0.05 1.60/1.72 1.63 140.00 4.28 4.00/4.40 0.05 -0.23 0.0646 -0.69 38.1% 130 281 158 227 41.7% 0.27 0.0553 -0.25 0.05 1.21/1.41 1.32 141.00 4.98 4.70/5.30 0.05 -0.23 0.0556 -0.73 41.4% 38 91 69 131 43.4% 0.23 0.0487 -0.24 0.04 0.94/1.24 1.06 142.00 5.82 5.25/6.20 0.04 -0.23 0.0483 -0.77 44.2% 44 81 44 118 43.3% 0.18 0.0429 -0.21 0.04 0.73/1.00 0.85 143.00 6.52 5.90/7.15 0.04 -0.23 0.0420 -0.79 47.6% 259 96 49 103 42.2% 0.14 0.0368 -0.17 0.03 0.60/0.75 0.64 144.00 7.13 6.90/7.65 0.03 -0.15 0.0367 -0.86 42.0% 225 210 228 1.5k 41.7% 0.11 0.0304 -0.14 0.03 0.43/0.57 0.51 145.00 8.25 7.60/8.70 0.03 -0.16 0.0320 -0.87 46.7% 62 226
Greeks Profile 2026-09-04 · 4d · σ = 41.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $96 $117 $137 $158 $178 spot $137.09 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).