IV Skew
18.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 3/19200d 4/16228d 6/17290d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 80.00 9.30 7.20/10.40 0.06 -0.53 0.0023 -0.13 304.0% 8 9 — — — — — — — — — 82.50 9.00 8.20/12.00 0.07 -0.58 0.0023 -0.14 310.4% 6 6 31 1 0.0% 1.00 — -0.01 — 5.50/8.30 7.75 90.00 — — — — — — — — — 48 5 0.0% 1.00 — -0.01 — 4.60/6.70 3.70 95.00 — — — — — — — — — 2 11 118.9% 0.91 0.0045 -0.18 0.05 34.80/38.90 40.00 100.00 0.25 0.00/1.00 0.03 -0.06 0.0032 -0.04 85.1% 2 6 38 20 0.0% 1.00 — -0.01 — 1.60/4.20 2.50 105.00 — — — — — — — — — 2 1 0.0% 1.00 — -0.01 — 0.80/3.40 1.75 110.00 0.86 0.00/1.05 0.03 -0.06 0.0054 -0.05 64.1% 2 2 2 — 0.0% 1.00 — -0.01 — 0.65/2.65 0.50 115.00 — — — — — — — — — 2 1 64.8% 0.84 0.0122 -0.14 0.07 15.10/18.90 20.76 120.00 0.30 0.00/0.60 0.05 -0.05 0.0109 -0.08 44.7% 1 3 — — — — — — — — — 125.00 0.53 0.05/1.80 0.08 -0.11 0.0175 -0.18 50.2% 2 7 — — — — — — — — — 130.00 1.13 0.60/2.80 0.10 -0.13 0.0239 -0.28 46.2% 5 19 7 17 35.9% 0.60 0.0354 -0.13 0.12 3.70/5.50 4.07 135.00 2.71 2.25/3.00 0.12 -0.10 0.0400 -0.39 31.6% 14 29 465 84 40.2% 0.43 0.0321 -0.14 0.12 0.80/3.70 2.00 140.00 5.30 4.10/6.30 0.12 -0.11 0.0350 -0.58 36.8% 1 32 132 11 27.8% 0.20 0.0327 -0.07 0.08 0.50/0.90 0.74 145.00 5.65 7.60/10.50 0.11 -0.12 0.0263 -0.70 43.7% — 2 288 26 46.5% 0.21 0.0204 -0.12 0.09 0.10/1.65 0.67 150.00 — — — — — — — — — 198 6 60.7% 0.20 0.0153 -0.15 0.09 0.00/2.05 0.24 155.00 — — — — — — — — — 546 2 54.8% 0.12 0.0117 -0.09 0.06 0.00/0.95 0.15 160.00 — — — — — — — — — 31 1 57.6% 0.08 0.0089 -0.08 0.05 0.00/0.70 0.05 165.00 30.40 27.30/30.60 0.05 -0.07 0.0095 -0.90 61.9% 1 1 19 1 61.6% 0.07 0.0070 -0.07 0.04 0.00/1.15 0.45 170.00 35.00 32.30/35.00 0.04 -0.05 0.0072 -0.93 62.8% 1 1 1 — 62.2% 0.05 0.0051 -0.05 0.03 0.00/0.75 2.55 175.00 39.80 37.30/40.00 0.04 -0.05 0.0061 -0.93 69.1% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 33.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $96 $116 $137 $158 $178 spot $136.98 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).