IV Skew
-10.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 5/21263d 8/20354d 11/19445d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 8 0.0% 1.00 — -0.02 — 0.00/0.00 24.63 160.00 0.80 0.00/2.40 0.06 -0.11 0.0042 -0.07 69.4% 4 230 3 1 340.5% 0.74 0.0022 -1.38 0.14 72.90/76.80 82.10 165.00 2.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — 4 1 55.8% 0.91 0.0065 -0.13 0.07 28.60/32.10 50.00 170.00 1.95 0.00/2.30 0.07 -0.10 0.0063 -0.08 53.6% 1 84 4 1 331.7% 0.71 0.0023 -1.41 0.15 67.50/71.00 78.70 175.00 0.70 0.00/2.55 0.10 -0.17 0.0087 -0.15 60.0% 20 58 606 2 59.9% 0.80 0.0106 -0.22 0.12 19.60/22.70 29.60 180.00 1.00 0.75/2.10 0.10 -0.13 0.0112 -0.15 47.5% 87 534 39 8 83.9% 0.69 0.0095 -0.38 0.16 21.20/24.90 60.00 185.00 1.70 0.30/2.25 0.12 -0.13 0.0152 -0.19 40.1% 1 47 — 1 0.0% 1.00 — -0.02 — 0.00/0.00 48.50 190.00 2.35 1.00/3.30 0.15 -0.15 0.0196 -0.27 38.0% 5 95 18 1 47.5% 0.61 0.0183 -0.24 0.17 8.00/10.90 34.00 195.00 4.20 2.65/5.40 0.17 -0.17 0.0219 -0.38 39.3% 13 34 144 9 48.2% 0.51 0.0187 -0.25 0.18 5.40/8.50 7.00 200.00 6.56 5.30/8.40 0.18 -0.19 0.0213 -0.49 42.4% 10 858 197 9 48.6% 0.34 0.0170 -0.23 0.16 1.65/4.80 3.22 210.00 12.60 11.90/13.60 0.15 -0.12 0.0211 -0.73 35.3% 2 217 516 11 44.9% 0.18 0.0130 -0.15 0.11 1.00/2.00 1.27 220.00 21.00 19.80/23.30 0.12 -0.14 0.0129 -0.81 47.4% 1 470 415 21 54.0% 0.13 0.0089 -0.14 0.09 0.05/1.70 0.89 230.00 16.40 29.20/32.50 0.09 -0.10 0.0087 -0.88 52.3% 1 12 1.7k 8 51.0% 0.06 0.0051 -0.07 0.05 0.35/0.95 0.44 240.00 34.42 39.00/42.40 0.08 -0.10 0.0064 -0.90 61.4% 10 197 1.0k 26 54.1% 0.03 0.0032 -0.05 0.03 0.05/0.75 0.40 250.00 44.12 48.90/52.50 0.07 -0.12 0.0052 -0.91 72.0% 10 29 268 13 76.3% 0.07 0.0040 -0.13 0.06 0.00/2.40 0.45 260.00 50.10 58.90/62.80 0.07 -0.14 0.0045 -0.91 84.4% 2 1 142 5 84.3% 0.06 0.0034 -0.13 0.06 0.10/2.30 0.53 270.00 37.50 62.60/66.70 — 0.03 — -1.00 0.0% 2 —
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 $139 $169 $199 $229 $259 spot $199.02 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).