IV Skew
6.7%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 170.00 0.70 0.00/5.00 0.08 -0.21 0.0045 -0.11 88.5% 1 2 — — — — — — — — — 175.00 2.45 0.00/5.00 0.09 -0.21 0.0054 -0.12 79.9% — 1 — — — — — — — — — 180.00 1.73 0.00/5.00 0.10 -0.20 0.0064 -0.13 71.4% — 1 — — — — — — — — — 185.00 2.02 0.00/5.00 0.10 -0.19 0.0079 -0.14 62.9% — 1 — — — — — — — — — 190.00 3.07 0.00/5.00 0.11 -0.17 0.0099 -0.16 54.4% — 1 1.3k 1.3k 50.5% 0.72 0.0146 -0.25 0.15 12.00/16.00 12.56 200.00 3.90 0.50/5.00 0.16 -0.23 0.0141 -0.29 53.0% 5 5 1 1 47.1% 0.55 0.0184 -0.26 0.18 5.50/9.50 11.00 210.00 5.62 4.00/8.10 0.18 -0.24 0.0184 -0.45 47.1% 2 39 1.3k 1.3k 46.3% 0.37 0.0179 -0.24 0.17 1.00/5.20 2.96 220.00 11.00 9.50/13.60 0.17 -0.21 0.0183 -0.63 45.2% 1 2 7 8 61.9% 0.29 0.0121 -0.29 0.16 0.00/5.00 2.64 230.00 12.90 17.70/21.70 0.14 -0.18 0.0137 -0.76 49.6% 4 5 63 56 58.5% 0.18 0.0097 -0.21 0.12 0.00/2.55 1.25 240.00 8.80 27.20/31.20 0.12 -0.18 0.0097 -0.82 59.0% — 1 1 — 69.5% 0.15 0.0074 -0.22 0.11 0.00/5.00 6.37 250.00 12.90 37.00/41.00 0.11 -0.19 0.0074 -0.85 68.7% — — 63 48 62.9% 0.07 0.0049 -0.12 0.06 0.00/2.00 3.90 260.00 17.60 47.00/51.00 0.04 -0.03 0.0035 -0.96 52.2% — — 3 1 89.6% 0.12 0.0050 -0.25 0.09 0.00/5.00 2.90 270.00 — — — — — — — — — 1 1 98.6% 0.11 0.0043 -0.26 0.09 0.00/5.00 1.70 280.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 47.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $148 $180 $211 $243 $275 spot $211.40 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).