IV Skew
-0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d 1/21508d
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 57.4% 0.96 0.0031 -0.08 0.04 40.20/42.50 63.00 170.00 1.10 0.00/0.95 0.03 -0.05 0.0028 -0.03 54.9% 2 24 43 1 55.3% 0.94 0.0043 -0.10 0.05 35.00/38.20 54.35 175.00 0.57 0.05/0.90 0.05 -0.08 0.0044 -0.06 56.2% 11 27 20 1 63.5% 0.89 0.0065 -0.18 0.09 29.90/32.90 36.70 180.00 0.30 0.10/1.20 0.07 -0.10 0.0059 -0.08 53.4% 1 19 42 1 60.8% 0.85 0.0081 -0.20 0.11 26.00/28.50 30.20 185.00 1.06 0.85/1.30 0.08 -0.10 0.0076 -0.10 47.5% 2 91 237 2 57.7% 0.81 0.0099 -0.22 0.13 21.60/24.20 22.10 190.00 1.70 1.40/1.90 0.10 -0.13 0.0102 -0.14 45.8% 3 83 460 1 55.4% 0.76 0.0119 -0.24 0.15 17.40/20.20 19.90 195.00 2.85 2.25/3.30 0.14 -0.17 0.0129 -0.21 48.0% 2 20 1.6k 24 49.4% 0.71 0.0148 -0.24 0.16 13.70/15.80 14.70 200.00 3.94 2.70/4.50 0.16 -0.19 0.0156 -0.28 46.2% 5 188 59 252 46.9% 0.54 0.0181 -0.25 0.19 8.50/9.60 8.94 210.00 7.76 7.10/8.20 0.19 -0.21 0.0194 -0.46 43.7% 103 918 226 26 46.3% 0.37 0.0174 -0.23 0.18 4.60/5.40 4.80 220.00 12.17 12.60/15.10 0.18 -0.22 0.0166 -0.63 48.7% 150 69 272 14 46.7% 0.22 0.0136 -0.19 0.14 1.95/2.90 2.15 230.00 18.90 20.30/22.80 0.15 -0.19 0.0131 -0.76 51.1% 2 11 119 3 52.4% 0.15 0.0095 -0.16 0.11 0.75/2.05 1.25 240.00 16.11 28.60/32.00 0.12 -0.17 0.0096 -0.82 58.0% — 3 1.0k 1 49.1% 0.07 0.0057 -0.09 0.06 0.00/0.80 0.70 250.00 22.83 38.40/40.90 0.09 -0.12 0.0069 -0.89 59.1% 1 1 101 1 52.2% 0.04 0.0036 -0.06 0.04 0.15/0.85 0.37 260.00 — — — — — — — — — 21 2 57.2% 0.03 0.0026 -0.05 0.03 0.05/0.75 0.28 270.00 — — — — — — — — — 115 7 56.2% 0.01 0.0014 -0.03 0.02 0.00/0.35 0.15 280.00 — — — — — — — — — 9 1 68.7% 0.02 0.0017 -0.05 0.03 0.00/0.70 0.37 290.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 45.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $148 $179 $211 $242 $274 spot $210.76 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).