IV Skew
2.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 6/17290d 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 111 2 98.8% 0.91 0.0047 -0.18 0.06 35.40/39.60 35.16 125.00 0.43 0.00/2.00 0.04 -0.09 0.0040 -0.06 80.5% 1 96 275 2 80.8% 0.91 0.0055 -0.14 0.06 30.50/34.10 32.00 130.00 0.08 0.00/0.35 0.03 -0.04 0.0034 -0.03 56.2% 1 845 235 2 63.2% 0.92 0.0065 -0.11 0.05 26.20/28.60 28.60 135.00 0.15 0.00/0.75 0.04 -0.07 0.0059 -0.06 57.2% 3 481 1.2k 1 67.4% 0.86 0.0091 -0.16 0.08 21.40/24.70 24.20 140.00 0.20 0.00/0.40 0.03 -0.04 0.0064 -0.05 41.6% 1 476 641 2 46.9% 0.88 0.0119 -0.11 0.07 17.00/18.80 17.60 145.00 0.19 0.00/0.45 0.04 -0.04 0.0096 -0.06 34.6% 3 886 1.3k 2 39.1% 0.84 0.0173 -0.11 0.09 12.10/14.00 13.60 150.00 0.40 0.25/0.90 0.07 -0.06 0.0170 -0.12 32.6% 11 646 9.7k 1 29.4% 0.79 0.0275 -0.10 0.11 7.80/9.10 9.37 155.00 0.83 0.55/1.10 0.09 -0.06 0.0290 -0.18 25.0% 24 590 1.8k 17 24.0% 0.64 0.0432 -0.10 0.13 4.40/5.00 4.30 160.00 2.15 1.75/3.00 0.14 -0.10 0.0383 -0.37 27.4% 5 792 1.2k 23 22.9% 0.41 0.0469 -0.10 0.14 1.75/2.40 2.20 165.00 7.60 4.10/5.60 0.14 -0.10 0.0393 -0.57 27.7% 2 443 1.6k 177 22.5% 0.20 0.0347 -0.07 0.10 0.70/0.95 0.75 170.00 16.60 7.40/9.00 0.11 -0.07 0.0322 -0.75 27.3% 1 5 470 1 25.9% 0.11 0.0203 -0.05 0.07 0.20/0.55 0.25 175.00 13.35 11.50/14.00 0.10 -0.08 0.0212 -0.80 36.2% 2 — 155 1 27.2% 0.05 0.0108 -0.03 0.04 0.00/0.25 0.22 180.00 — — — — — — — — — 11 5 37.1% 0.07 0.0096 -0.05 0.05 0.00/0.45 0.28 185.00 — — — — — — — — — 48 2 32.6% 0.02 0.0038 -0.01 0.02 0.00/0.10 0.06 190.00 — — — — — — — — — 1 1 50.8% 0.06 0.0067 -0.06 0.04 0.00/1.15 0.35 195.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 25.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $114 $138 $163 $187 $211 spot $162.50 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).