IV Skew
-5.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 2 56.9% 0.92 0.0023 -0.28 0.16 75.50/83.00 166.00 400.00 2.48 0.05/2.95 0.16 -0.24 0.0023 -0.08 57.6% 12 24 2 1 63.6% 0.87 0.0031 -0.43 0.23 69.90/74.50 185.60 410.00 2.39 0.05/4.50 0.21 -0.31 0.0030 -0.11 58.5% 10 38 2 1 61.3% 0.84 0.0037 -0.47 0.27 61.10/66.00 147.41 420.00 2.10 1.00/4.50 0.23 -0.30 0.0037 -0.13 51.8% 11 50 — 2 172.1% 0.68 0.0019 -1.79 0.39 96.10/103.00 74.37 430.00 4.10 3.10/6.60 0.28 -0.37 0.0045 -0.17 52.3% 7 17 18 3 50.5% 0.78 0.0054 -0.47 0.32 42.40/47.50 54.84 440.00 5.54 3.50/7.50 0.31 -0.38 0.0056 -0.21 47.6% 1 811 13 1 55.5% 0.70 0.0057 -0.59 0.38 36.80/43.20 150.60 450.00 8.00 6.60/10.50 0.36 -0.44 0.0064 -0.27 47.7% 1 32 12 3 52.7% 0.64 0.0065 -0.59 0.40 28.00/32.70 53.44 460.00 11.90 10.80/12.90 0.40 -0.45 0.0075 -0.34 44.8% 8 82 12 14 52.7% 0.58 0.0068 -0.62 0.43 21.30/27.20 27.00 470.00 15.55 14.30/17.40 0.42 -0.48 0.0079 -0.42 45.2% 23 64 22 1 52.1% 0.51 0.0070 -0.62 0.43 17.80/22.10 20.71 480.00 20.51 18.20/22.60 0.43 -0.49 0.0081 -0.50 45.4% 5 70 17 101 53.2% 0.44 0.0068 -0.62 0.43 12.80/18.40 16.60 490.00 24.50 23.40/28.40 0.43 -0.47 0.0080 -0.58 45.3% 2 45 28 13 53.0% 0.37 0.0066 -0.59 0.41 10.30/14.70 11.00 500.00 30.00 30.30/35.10 0.40 -0.44 0.0075 -0.65 45.6% 2 93 14 13 49.8% 0.30 0.0064 -0.51 0.38 7.50/10.40 8.90 510.00 32.00 36.40/42.80 0.37 -0.41 0.0067 -0.71 46.8% 1 10 64 202 47.8% 0.23 0.0059 -0.43 0.33 4.10/7.30 6.75 520.00 43.55 44.30/50.10 0.32 -0.34 0.0060 -0.78 45.6% 1 86 104 12 44.6% 0.17 0.0051 -0.33 0.27 3.20/4.50 4.50 530.00 40.00 52.90/58.30 0.27 -0.27 0.0051 -0.83 45.4% 2 3 49 1 52.6% 0.17 0.0044 -0.39 0.27 1.70/5.40 3.69 540.00 62.57 61.30/67.00 0.23 -0.21 0.0042 -0.87 45.4% 2 694 35 6 53.4% 0.14 0.0038 -0.34 0.24 0.70/4.30 4.00 550.00 59.61 70.70/76.40 0.20 -0.18 0.0035 -0.90 47.3% 1 6
Greeks Profile 2026-09-18 · 19d · σ = 48.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $334 $405 $476 $548 $619 spot $476.43 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).