IV Skew
1.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 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 — 0.0% 1.00 — -0.03 — 79.00/82.40 61.10 280.00 — — — — — — — — — 2 2 0.0% 1.00 — -0.04 — 69.00/72.60 57.57 290.00 — — — — — — — — — — — — — — — — — — 300.00 1.15 0.00/5.00 0.12 -0.23 0.0024 -0.08 71.7% 1 164 140 2 56.5% 0.93 0.0027 -0.20 0.11 60.30/64.70 62.50 310.00 1.79 0.00/5.00 0.13 -0.22 0.0030 -0.09 63.2% 1 74 1 1 0.0% 1.00 — -0.04 — 41.20/44.00 55.70 320.00 1.79 0.00/5.00 0.14 -0.21 0.0038 -0.10 54.7% 8 8 — — — — — — — — — 330.00 2.80 0.00/5.00 0.20 -0.33 0.0051 -0.16 58.9% 1 6 1 1 52.6% 0.79 0.0066 -0.37 0.23 32.50/36.70 39.50 340.00 3.51 0.95/4.60 0.22 -0.28 0.0068 -0.18 47.5% 5 28 33 30 43.3% 0.75 0.0089 -0.35 0.26 24.50/27.00 20.20 350.00 9.60 3.50/4.70 0.25 -0.25 0.0096 -0.23 38.0% 1 15 6 2 40.5% 0.66 0.0110 -0.37 0.30 17.10/19.60 13.86 360.00 18.90 11.50/14.00 0.31 -0.44 0.0086 -0.37 53.1% — 2 24 2 38.2% 0.54 0.0126 -0.37 0.33 11.20/13.30 9.40 370.00 19.10 9.50/11.60 0.33 -0.30 0.0135 -0.46 35.7% 57 57 8 1 37.0% 0.41 0.0128 -0.35 0.32 6.70/8.60 8.66 380.00 22.00 14.30/17.00 0.32 -0.28 0.0135 -0.60 34.8% 2 22 2 1 36.1% 0.29 0.0115 -0.29 0.28 3.00/5.20 4.30 390.00 — — — — — — — — — 27 1 41.9% 0.23 0.0088 -0.30 0.25 1.55/4.50 2.80 400.00 — — — — — — — — — 53 1 44.6% 0.17 0.0070 -0.27 0.21 0.00/3.40 2.10 410.00 84.84 97.00/101.50 0.33 -1.99 0.0022 -0.48 222.4% — 2 3 1 58.6% 0.19 0.0056 -0.37 0.22 0.00/5.00 2.45 420.00 55.03 47.10/50.90 0.15 -0.13 0.0052 -0.90 42.3% — 1 4 1 52.5% 0.12 0.0045 -0.24 0.16 0.00/5.00 1.65 430.00 64.42 57.00/60.90 0.14 -0.14 0.0043 -0.91 47.9% 2 2 2 1 58.2% 0.11 0.0039 -0.25 0.15 0.00/5.00 3.07 440.00 138.50 101.50/105.40 0.32 -1.48 0.0027 -0.60 172.1% — — 4 1 63.5% 0.10 0.0033 -0.26 0.14 0.00/5.00 2.75 450.00 78.60 89.00/92.50 0.26 -0.71 0.0036 -0.76 105.2% 1 — — — — — — — — — — 460.00 111.50 99.00/102.50 0.25 -0.73 0.0033 -0.77 111.7% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 36.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $260 $315 $371 $427 $482 spot $370.87 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).