IV Skew
0.6%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d
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 — -0.02 — 47.60/51.40 73.50 140.00 — — — — — — — — — 1 5 0.0% 1.00 — -0.02 — 35.00/38.10 44.14 160.00 — — — — — — — — — 1 — 59.5% 0.94 0.0046 -0.11 0.05 34.90/37.20 54.60 165.00 3.88 0.00/2.40 0.06 -0.10 0.0049 -0.07 63.0% — 2 — — — — — — — — — 170.00 0.40 0.00/2.50 0.07 -0.10 0.0061 -0.08 56.2% 1 4 — — — — — — — — — 175.00 1.19 0.00/2.65 0.10 -0.17 0.0083 -0.15 62.4% 1 8 — — — — — — — — — 180.00 1.65 0.00/2.00 0.10 -0.13 0.0106 -0.14 48.2% 21 40 1 — 52.3% 0.77 0.0129 -0.21 0.13 15.90/18.80 29.00 185.00 2.65 0.00/3.30 0.13 -0.17 0.0133 -0.21 49.4% 2 3 — — — — — — — — — 190.00 3.60 1.40/3.70 0.15 -0.17 0.0175 -0.27 42.4% 3 58 — 1 45.6% 0.63 0.0187 -0.23 0.17 8.10/11.20 38.30 195.00 4.50 2.65/4.40 0.16 -0.16 0.0231 -0.35 36.0% 1 64 14 4 42.6% 0.53 0.0210 -0.22 0.18 5.20/8.00 5.30 200.00 6.30 4.50/6.40 0.18 -0.16 0.0259 -0.47 34.5% 1 5 30 3 41.8% 0.33 0.0194 -0.19 0.16 1.00/4.00 2.56 210.00 12.70 9.70/12.80 0.15 -0.13 0.0220 -0.71 35.1% 1 3 43 2 43.3% 0.18 0.0136 -0.14 0.12 0.00/2.00 0.80 220.00 15.90 18.40/21.30 0.10 -0.08 0.0135 -0.85 38.2% — 22 22 1 42.7% 0.08 0.0079 -0.08 0.07 0.00/0.80 0.40 230.00 20.00 28.30/31.00 0.08 -0.07 0.0085 -0.90 46.3% — — 17 2 54.9% 0.08 0.0060 -0.10 0.07 0.00/1.00 3.00 240.00 — — — — — — — — — 5 1 59.9% 0.06 0.0042 -0.08 0.05 0.00/1.50 1.55 250.00 48.00 47.90/50.90 0.06 -0.07 0.0047 -0.93 63.7% 2 — 2 1 74.4% 0.07 0.0040 -0.12 0.06 0.00/2.30 0.80 260.00 — — — — — — — — — 1 — 81.1% 0.06 0.0033 -0.12 0.05 0.00/2.15 2.00 270.00 56.00 67.90/71.50 0.07 -0.13 0.0037 -0.92 88.6% 2 — — — — — — — — — — 280.00 74.50 77.90/81.00 0.05 -0.09 0.0028 -0.94 88.7% 1 — — — — — — — — — — 300.00 94.50 97.90/101.10 0.05 -0.10 0.0023 -0.95 104.1% — —
Greeks Profile 2026-09-18 · 18d · σ = 38.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $140 $170 $200 $230 $260 spot $200.09 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).