IV Skew
2.8%
25Δ put − call
Expiry 9/1820d 10/1648d 12/18111d 1/15139d 3/19202d 6/17292d 9/17384d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 119 8 53.1% 0.98 0.0025 -0.05 0.03 37.80/41.80 43.98 150.00 0.35 0.00/0.20 0.02 -0.03 0.0021 -0.02 50.2% 9 73 278 1 77.7% 0.89 0.0056 -0.18 0.09 32.80/36.80 36.86 155.00 0.50 0.00/0.50 0.04 -0.05 0.0039 -0.04 52.4% 1 58 130 7 68.9% 0.87 0.0068 -0.17 0.09 28.20/31.80 30.60 160.00 0.37 0.00/1.55 0.06 -0.07 0.0057 -0.07 50.5% 10 64 189 1 58.2% 0.87 0.0084 -0.16 0.10 23.30/26.60 23.40 165.00 0.47 0.00/2.45 0.10 -0.15 0.0084 -0.15 61.7% 3 228 279 1 46.8% 0.86 0.0108 -0.13 0.10 18.40/21.30 22.52 170.00 0.95 0.00/2.80 0.12 -0.16 0.0106 -0.18 55.6% 1 79 303 132 36.6% 0.84 0.0149 -0.12 0.11 13.60/16.10 16.93 175.00 1.45 0.00/2.80 0.13 -0.14 0.0140 -0.21 46.3% 24 66 639 1 31.7% 0.78 0.0212 -0.12 0.13 9.60/11.60 10.15 180.00 2.20 0.30/2.20 0.13 -0.10 0.0209 -0.23 32.5% 1 136 361 10 30.4% 0.66 0.0272 -0.14 0.16 5.80/8.00 5.80 185.00 3.40 0.90/4.20 0.17 -0.13 0.0243 -0.36 34.6% 9 76 829 1 28.3% 0.51 0.0318 -0.14 0.18 2.00/4.90 3.78 190.00 4.69 3.30/6.40 0.18 -0.14 0.0265 -0.48 33.9% 2 33 691 4 27.6% 0.36 0.0304 -0.12 0.17 1.40/2.80 2.30 195.00 8.40 7.00/9.20 0.17 -0.12 0.0261 -0.62 33.0% 1 1 354 52 29.7% 0.24 0.0236 -0.11 0.14 0.05/1.80 1.42 200.00 12.60 10.50/13.80 0.16 -0.14 0.0199 -0.69 39.8% 4 6 6 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 21.60 205.00 16.15 0.00/0.00 — 0.03 — -1.00 0.0% 5 12 252 3 39.1% 0.15 0.0133 -0.10 0.10 0.00/1.30 0.95 210.00 24.20 30.20/34.50 0.17 -0.44 0.0081 -0.61 107.7% 1 3 6 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 15.40 215.00 — — — — — — — — — 12 11 46.4% 0.10 0.0084 -0.09 0.08 0.00/0.95 0.25 220.00 — — — — — — — — — 21 12 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 9.56 225.00 — — — — — — — — — — — — — — — — — — 230.00 60.91 52.00/55.80 0.16 -0.58 0.0057 -0.65 147.3% 1 — — — — — — — — — — 240.00 42.80 58.70/62.50 0.15 -0.51 0.0055 -0.71 140.2% 1 — — — — — — — — — — 255.00 61.13 68.20/73.00 0.12 -0.33 0.0050 -0.81 121.5% — —
Greeks Profile 2026-09-18 · 20d · σ = 31.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $133 $161 $190 $218 $246 spot $189.52 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).