IV Skew
-10.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 115.00 0.59 0.00/0.75 0.02 -0.04 0.0029 -0.03 70.5% — 1 — — — — — — — — — 120.00 0.27 0.00/0.25 0.01 -0.02 0.0022 -0.02 50.8% 6 29 — — — — — — — — — 125.00 0.34 0.05/0.30 0.03 -0.03 0.0043 -0.03 50.6% 5 40 3 1 55.8% 0.91 0.0082 -0.10 0.06 22.80/24.80 27.00 130.00 0.49 0.00/0.55 0.04 -0.05 0.0072 -0.06 48.4% 1 45 — — — — — — — — — 135.00 0.63 0.30/1.00 0.06 -0.08 0.0113 -0.11 46.7% 1 145 — — — — — — — — — 140.00 1.25 0.90/1.30 0.08 -0.08 0.0168 -0.15 40.2% 5 393 — — — — — — — — — 145.00 2.15 0.95/2.60 0.11 -0.12 0.0228 -0.26 40.9% 9 203 26 1 51.6% 0.59 0.0216 -0.19 0.14 6.30/8.80 9.48 150.00 3.87 3.70/4.40 0.13 -0.13 0.0272 -0.39 40.4% 5 188 34 6 50.3% 0.48 0.0227 -0.19 0.14 4.00/6.20 5.10 155.00 6.65 5.80/8.40 0.14 -0.17 0.0226 -0.52 50.6% 12 253 353 18 51.7% 0.38 0.0211 -0.19 0.13 2.20/4.50 2.94 160.00 9.68 8.40/10.80 0.13 -0.14 0.0236 -0.64 45.3% 1 380 128 4 42.5% 0.24 0.0208 -0.12 0.11 1.70/2.00 1.82 165.00 12.65 11.90/14.50 0.11 -0.12 0.0202 -0.75 45.6% 1 135 178 72 42.9% 0.16 0.0160 -0.10 0.08 1.00/1.20 1.10 170.00 17.50 16.00/18.70 0.09 -0.09 0.0160 -0.82 46.8% 5 92 369 6 56.3% 0.17 0.0127 -0.13 0.09 0.20/1.70 0.55 175.00 26.70 20.70/23.20 0.07 -0.07 0.0122 -0.87 48.4% 22 84 385 3 44.9% 0.06 0.0080 -0.05 0.04 0.20/0.45 0.35 180.00 24.67 25.60/28.50 0.07 -0.10 0.0103 -0.87 59.3% 5 35 231 8 52.8% 0.07 0.0070 -0.06 0.04 0.00/0.55 0.23 185.00 29.76 30.40/33.70 0.07 -0.11 0.0088 -0.87 68.7% 1 23 87 34 53.3% 0.04 0.0050 -0.05 0.03 0.05/0.35 0.20 190.00 37.55 34.90/38.80 0.07 -0.12 0.0078 -0.87 76.4% 5 —
Greeks Profile 2026-09-18 · 19d · σ = 50.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $107 $130 $153 $176 $199 spot $152.85 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).