IV Skew
4.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 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 6 1 74.7% 0.93 0.0046 -0.13 0.06 35.60/39.40 65.00 140.00 2.45 0.00/3.00 0.06 -0.13 0.0048 -0.08 79.4% 1 2 2 1 83.5% 0.87 0.0062 -0.20 0.08 32.00/35.80 18.55 145.00 3.27 0.10/3.30 0.07 -0.13 0.0061 -0.10 72.8% 1 2 8 10 0.0% 1.00 — -0.02 — 20.70/24.50 17.10 150.00 3.80 0.05/4.10 0.08 -0.15 0.0077 -0.13 67.8% 1 2 1 1 65.6% 0.83 0.0096 -0.19 0.10 22.30/26.00 50.62 155.00 4.90 0.60/4.90 0.10 -0.17 0.0097 -0.17 64.7% 1 1 2 1 63.0% 0.78 0.0118 -0.21 0.12 18.20/22.00 49.50 160.00 1.75 1.55/5.50 0.12 -0.18 0.0120 -0.22 60.9% 1 2 10 10 59.7% 0.72 0.0141 -0.23 0.14 14.40/18.00 28.09 165.00 3.50 2.65/6.60 0.14 -0.20 0.0145 -0.28 57.7% 2 18 13 1 56.7% 0.64 0.0164 -0.24 0.15 10.60/14.70 22.97 170.00 5.15 4.10/8.10 0.15 -0.21 0.0168 -0.36 55.1% 10 11 4 1 58.8% 0.56 0.0167 -0.26 0.16 8.70/11.90 16.05 175.00 3.75 7.30/10.20 0.16 -0.23 0.0172 -0.44 57.3% 8 32 303 2 55.5% 0.47 0.0178 -0.24 0.16 5.50/9.50 12.95 180.00 4.30 9.50/13.00 0.16 -0.22 0.0177 -0.53 55.8% 11 11 24 4 53.6% 0.38 0.0176 -0.22 0.15 3.70/7.00 14.79 185.00 5.15 12.90/16.00 0.15 -0.21 0.0169 -0.62 56.2% 8 8 3 1 53.8% 0.30 0.0160 -0.20 0.14 2.45/5.40 12.25 190.00 16.89 15.80/19.30 0.14 -0.18 0.0161 -0.70 53.3% 40 42 3 1 54.6% 0.23 0.0139 -0.18 0.12 1.30/4.50 5.21 195.00 20.61 20.00/22.80 0.12 -0.15 0.0141 -0.77 53.0% 40 55 12 11 52.2% 0.16 0.0118 -0.14 0.10 0.00/3.60 7.42 200.00 19.00 23.80/26.50 0.12 -0.16 0.0116 -0.79 61.2% 2 2 12 2 58.1% 0.11 0.0080 -0.12 0.07 0.00/2.45 4.92 210.00 — — — — — — — — — 6 1 66.6% 0.09 0.0059 -0.11 0.06 0.00/2.15 5.52 220.00 — — — — — — — — — 2 — 76.7% 0.08 0.0047 -0.12 0.06 0.00/2.20 4.00 230.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 58.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $123 $150 $176 $203 $229 spot $176.30 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).