IV Skew
-0.3%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 6/17290d +2 more 2027-09-17 (382d) 2028-01-21 (508d)
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 0.0% 1.00 — -0.01 — 23.50/28.20 25.57 85.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 — — 105 65.8% 0.99 0.0020 -0.03 0.01 30.30/34.60 35.80 90.00 0.46 0.00/1.45 0.03 -0.07 0.0042 -0.05 90.4% 25 141 — 25 52.0% 0.99 0.0022 -0.02 0.01 25.40/29.40 30.80 95.00 0.35 0.05/1.90 0.04 -0.08 0.0060 -0.07 83.6% 1 378 1 1.6k 58.9% 0.95 0.0067 -0.06 0.03 21.40/22.80 26.00 100.00 0.15 0.05/0.25 0.02 -0.03 0.0052 -0.03 51.1% 6 171 3 365 61.2% 0.89 0.0116 -0.10 0.05 16.60/18.50 20.40 105.00 0.19 0.05/0.30 0.03 -0.03 0.0083 -0.05 42.3% 1 58 1 404 50.6% 0.85 0.0173 -0.10 0.06 11.30/13.70 16.00 110.00 0.35 0.00/0.30 0.03 -0.03 0.0135 -0.06 31.8% 2 498 103 1 37.6% 0.79 0.0282 -0.09 0.08 6.50/8.80 8.50 115.00 0.35 0.20/0.35 0.05 -0.03 0.0276 -0.09 22.1% 332 1.9k 281 2 25.6% 0.66 0.0528 -0.08 0.10 2.95/4.20 4.23 120.00 1.24 1.05/1.30 0.10 -0.05 0.0646 -0.31 20.1% 57 2.1k 702 65 20.4% 0.34 0.0663 -0.06 0.10 0.95/1.25 1.07 125.00 3.74 3.10/4.00 0.10 -0.05 0.0647 -0.65 21.0% 5 2.9k 4.0k 21 22.4% 0.12 0.0336 -0.04 0.06 0.20/0.40 0.35 130.00 7.18 6.90/8.60 0.07 -0.05 0.0342 -0.81 29.6% 1 671 1.9k 206 25.3% 0.05 0.0139 -0.02 0.03 0.00/0.15 0.10 135.00 13.10 11.80/14.10 0.07 -0.08 0.0214 -0.81 46.8% 1 22 1.3k 2 43.1% 0.09 0.0139 -0.05 0.04 0.00/0.55 0.10 140.00 16.15 16.80/19.10 0.07 -0.09 0.0158 -0.84 56.9% 1 — 1.3k 5 39.2% 0.03 0.0063 -0.02 0.02 0.05/0.15 0.05 145.00 — — — — — — — — — 2.3k 1 52.2% 0.05 0.0068 -0.04 0.03 0.00/0.65 0.10 150.00 — — — — — — — — — 126 1 58.7% 0.04 0.0056 -0.04 0.02 0.00/0.65 0.41 155.00 — — — — — — — — — 28 3 63.9% 0.04 0.0045 -0.04 0.02 0.00/0.60 0.33 160.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 22.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $86 $104 $122 $141 $159 spot $122.31 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).