IV Skew
8.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d
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 0.53 0.00/0.75 0.02 -0.04 0.0011 -0.02 72.0% 1 3 — — — — — — — — — 175.00 2.00 0.80/3.30 0.07 -0.17 0.0025 -0.07 95.3% 1 2 1 2 127.4% 0.86 0.0032 -0.42 0.12 60.60/64.70 55.80 180.00 — — — — — — — — — 1 — 119.4% 0.85 0.0036 -0.41 0.12 55.70/59.80 49.21 185.00 1.60 0.05/2.30 0.06 -0.11 0.0029 -0.05 70.6% 1 1 2 — 110.1% 0.84 0.0041 -0.40 0.13 50.80/54.50 44.50 190.00 0.87 0.00/0.95 0.04 -0.05 0.0024 -0.03 53.0% 2 2 3 — 102.9% 0.83 0.0046 -0.39 0.14 45.80/49.90 40.26 195.00 — — — — — — — — — 33 20 50.3% 0.94 0.0046 -0.11 0.07 35.50/39.00 52.50 200.00 2.95 0.00/0.60 0.05 -0.06 0.0038 -0.04 44.7% 1 12 1 1 54.7% 0.85 0.0080 -0.20 0.13 26.50/29.20 34.74 210.00 0.45 0.00/0.95 0.08 -0.08 0.0070 -0.08 38.1% 1 42 14 25 42.7% 0.79 0.0125 -0.20 0.16 16.40/19.60 26.02 220.00 0.80 0.35/2.15 0.14 -0.12 0.0133 -0.17 35.3% 2 166 19 1 33.5% 0.66 0.0203 -0.19 0.20 8.00/11.00 28.35 230.00 1.94 1.40/4.40 0.20 -0.15 0.0211 -0.33 31.8% 21 928 1.0k 132 25.8% 0.42 0.0281 -0.16 0.21 3.10/4.20 4.20 240.00 4.00 5.30/8.60 0.21 -0.14 0.0253 -0.57 28.8% 1 1.3k 478 7 27.3% 0.20 0.0191 -0.11 0.15 0.75/1.70 1.25 250.00 13.15 12.70/15.80 0.16 -0.10 0.0186 -0.78 29.4% 1 165 1.9k 3 29.9% 0.09 0.0101 -0.07 0.09 0.20/0.75 0.35 260.00 20.88 21.70/24.60 0.09 -0.05 0.0104 -0.90 30.9% 10 32 1.1k 10 34.9% 0.05 0.0058 -0.06 0.06 0.00/0.50 0.19 270.00 20.50 31.60/34.90 0.09 -0.07 0.0074 -0.90 42.6% — — 63 1 48.4% 0.07 0.0053 -0.10 0.07 0.00/0.95 0.58 280.00 — — — — — — — — — 11 6 55.8% 0.06 0.0041 -0.10 0.07 0.00/0.95 1.07 290.00 — — — — — — — — — 50 1 39.7% 0.01 0.0007 -0.01 0.01 0.00/0.05 0.30 300.00 — — — — — — — — — 62 2 66.6% 0.01 0.0008 -0.03 0.02 0.00/0.35 0.05 340.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 27.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $165 $201 $236 $272 $307 spot $236.25 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).