IV Skew
-1.3%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
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 69.6% 0.97 0.0019 -0.09 0.04 55.40/59.90 49.01 180.00 0.52 0.00/3.70 0.07 -0.18 0.0028 -0.07 91.2% 1 29 1 — 53.5% 0.98 0.0014 -0.05 0.02 50.60/54.00 46.50 185.00 0.68 0.00/3.20 0.07 -0.16 0.0031 -0.07 81.0% 1 6 16 1 62.8% 0.95 0.0030 -0.11 0.05 45.70/50.10 49.20 190.00 1.20 0.00/3.90 0.08 -0.17 0.0038 -0.08 78.2% 11 96 19 16 60.5% 0.94 0.0038 -0.13 0.06 40.90/45.40 28.59 195.00 1.03 0.50/5.00 0.10 -0.22 0.0046 -0.11 79.2% 11 216 880 1 56.8% 0.92 0.0048 -0.14 0.08 36.10/40.60 38.05 200.00 0.90 0.25/1.50 0.06 -0.09 0.0044 -0.06 52.0% 8 501 53 2 52.8% 0.87 0.0077 -0.19 0.11 27.00/31.60 31.26 210.00 2.33 0.50/3.80 0.11 -0.16 0.0077 -0.13 52.3% 1 273 410 1 50.9% 0.77 0.0113 -0.25 0.16 19.00/23.50 22.50 220.00 3.88 2.60/4.30 0.16 -0.22 0.0112 -0.23 51.8% 85 383 834 3 59.0% 0.62 0.0122 -0.34 0.20 12.00/16.40 15.15 230.00 7.20 5.00/7.70 0.20 -0.27 0.0139 -0.37 51.2% 17 850 870 36 58.1% 0.49 0.0130 -0.35 0.21 7.00/11.20 8.50 240.00 15.10 9.50/13.30 0.21 -0.30 0.0139 -0.51 54.4% 92 257 1.5k 35 52.5% 0.35 0.0134 -0.29 0.20 4.00/6.30 4.90 250.00 27.90 16.10/20.40 0.20 -0.30 0.0123 -0.63 58.4% 2 698 2.8k 1.2k 51.5% 0.23 0.0113 -0.24 0.16 0.80/3.60 4.50 260.00 38.10 24.50/28.20 0.16 -0.20 0.0113 -0.77 50.6% 1 151 252 34 54.5% 0.16 0.0085 -0.20 0.13 0.00/4.80 2.10 270.00 31.38 32.20/36.60 0.15 -0.23 0.0084 -0.80 63.5% 100 442 181 37 54.0% 0.10 0.0060 -0.14 0.09 0.00/1.30 0.80 280.00 38.70 41.60/46.00 0.13 -0.22 0.0067 -0.84 69.6% 3 31 286 5 59.1% 0.07 0.0045 -0.12 0.07 0.00/2.10 0.50 290.00 53.52 51.50/55.50 0.05 -0.04 0.0037 -0.95 52.5% 200 638 292 3 61.5% 0.05 0.0032 -0.10 0.06 0.00/1.45 0.76 300.00 64.07 60.90/65.30 0.10 -0.20 0.0045 -0.89 81.3% 200 493 607 5 84.5% 0.09 0.0037 -0.21 0.09 0.00/3.90 0.25 310.00 51.80 71.90/75.70 0.06 -0.08 0.0029 -0.95 71.1% 5 —
Greeks Profile 2026-09-18 · 18d · σ = 56.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $166 $202 $237 $273 $308 spot $237.10 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).