IV Skew
1.7%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 28 17 77.3% 0.99 0.0007 -0.05 0.02 73.10/76.40 41.82 160.00 — — — — — — — — — — — — — — — — — — 175.00 0.68 0.00/2.50 0.05 -0.12 0.0023 -0.05 82.8% 4 2 — — — — — — — — — 180.00 0.92 0.05/2.60 0.06 -0.12 0.0027 -0.06 77.5% 4 6 2 2 55.4% 0.97 0.0020 -0.07 0.03 48.50/51.30 39.16 185.00 1.01 0.00/2.75 0.06 -0.12 0.0032 -0.06 71.7% 1 1 1 — 53.2% 0.96 0.0027 -0.08 0.04 43.70/46.40 18.60 190.00 1.53 0.10/1.60 0.05 -0.08 0.0032 -0.05 58.2% 1 20 3 2 51.9% 0.95 0.0038 -0.10 0.06 38.90/41.70 38.00 195.00 1.00 0.10/1.50 0.06 -0.07 0.0037 -0.05 51.7% 5 10 5 2 63.4% 0.88 0.0058 -0.20 0.11 34.20/37.00 26.60 200.00 3.40 0.70/2.50 0.09 -0.12 0.0055 -0.09 55.2% 1 3 4 1 58.4% 0.82 0.0084 -0.24 0.14 25.20/28.30 9.42 210.00 3.03 1.45/3.10 0.13 -0.18 0.0086 -0.16 53.7% 1 3 58 1 52.6% 0.73 0.0118 -0.26 0.18 17.30/20.10 18.53 220.00 4.42 3.40/5.50 0.18 -0.23 0.0119 -0.27 52.0% 1 6 40 10 51.4% 0.60 0.0141 -0.30 0.21 10.90/13.80 6.61 230.00 — — — — — — — — — 50 5 50.4% 0.45 0.0147 -0.29 0.21 6.50/8.90 7.20 240.00 — — — — — — — — — 2 1 50.3% 0.32 0.0132 -0.26 0.19 3.00/5.50 4.24 250.00 — — — — — — — — — 2 1 53.7% 0.22 0.0104 -0.23 0.16 1.15/3.80 1.80 260.00 — — — — — — — — — 1 1 57.4% 0.16 0.0079 -0.20 0.13 0.10/2.75 1.43 270.00 108.20 44.20/46.70 0.19 -0.46 0.0067 -0.69 98.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 51.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $164 $199 $234 $270 $305 spot $234.49 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).