IV Skew
1.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.05 — 0.00/0.00 275.30 440.00 — — — — — — — — — 1 — 489.8% 0.79 0.0004 -5.05 0.39 302.30/309.80 306.50 450.00 — — — — — — — — — — — 0.0% 1.00 — -0.06 — 0.00/0.00 254.80 460.00 — — — — — — — — — — — 0.0% 1.00 — -0.06 — 0.00/0.00 237.20 480.00 — — — — — — — — — — — 0.0% 1.00 — -0.06 — 0.00/0.00 228.50 490.00 — — — — — — — — — 1 — 361.2% 0.74 0.0007 -4.26 0.45 228.00/234.80 243.05 500.00 — — — — — — — — — — — — — — — — — — 510.00 18.76 18.00/27.20 0.40 -1.13 0.0020 -0.22 107.8% 4 2 — — — — — — — — — 520.00 0.95 0.00/6.50 0.30 -0.45 0.0027 -0.14 59.0% — 1 — — — — — — — — — 530.00 2.90 2.05/4.30 0.27 -0.32 0.0031 -0.12 46.4% 1 2 — 1 0.0% 1.00 — -0.07 — 0.00/0.00 169.00 540.00 3.40 1.60/7.80 0.35 -0.46 0.0037 -0.18 51.3% 1 2 1 — 49.0% 0.74 0.0049 -0.62 0.44 43.00/48.50 176.60 560.00 9.00 5.00/11.20 0.44 -0.52 0.0050 -0.25 47.0% 1 2 — — — — — — — — — 570.00 9.00 8.40/13.50 0.48 -0.54 0.0057 -0.30 44.9% 1 22 — — — — — — — — — 580.00 5.94 12.00/17.30 0.51 -0.57 0.0062 -0.36 44.9% — 20 — — — — — — — — — 590.00 15.66 16.00/21.40 0.53 -0.59 0.0065 -0.43 44.2% 1 13 — — — — — — — — — 600.00 19.21 19.80/26.10 0.54 -0.58 0.0068 -0.50 43.4% 1 22 — — — — — — — — — 610.00 23.50 26.80/32.80 0.54 -0.59 0.0064 -0.56 45.1% 4 11 10 4 44.0% 0.38 0.0063 -0.62 0.52 10.50/14.90 18.00 620.00 29.04 34.00/38.50 0.52 -0.55 0.0064 -0.62 43.9% 1 6 — — — — — — — — — 630.00 10.96 39.00/46.00 0.49 -0.52 0.0059 -0.68 45.0% 8 9 — — — — — — — — — 640.00 38.23 46.00/53.40 0.45 -0.47 0.0054 -0.73 45.0% 1 9 6 — 44.7% 0.22 0.0049 -0.49 0.40 3.50/7.50 87.00 650.00 39.90 54.20/61.50 0.41 -0.43 0.0048 -0.77 45.6% 1 33 4 2 46.3% 0.19 0.0043 -0.46 0.37 2.40/6.40 9.98 660.00 54.95 63.60/69.90 0.36 -0.37 0.0043 -0.81 46.0% 1 3 86 2 52.1% 0.18 0.0038 -0.51 0.36 1.60/7.00 7.30 670.00 61.00 72.00/79.00 0.33 -0.34 0.0038 -0.84 47.6% 1 1 48 1 58.9% 0.19 0.0033 -0.58 0.36 0.05/8.00 4.29 680.00 — — — — — — — — — 11 10 57.5% 0.15 0.0030 -0.49 0.32 0.00/6.10 11.00 690.00 — — — — — — — — — 12 9 60.2% 0.14 0.0027 -0.49 0.30 0.10/5.80 2.50 700.00 — — — — — — — — — 59 52 52.5% 0.08 0.0022 -0.30 0.21 0.00/5.60 75.10 710.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 43.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $417 $507 $596 $686 $775 spot $596.37 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).