IV Skew
0.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 4/16228d 6/17290d 9/17382d +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 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 42.39 85.00 0.10 0.00/0.30 0.01 -0.02 0.0020 -0.02 76.2% 1 161 — 10 65.1% 0.98 0.0026 -0.03 0.01 28.40/32.40 34.10 90.00 0.10 0.00/0.30 0.01 -0.02 0.0026 -0.02 65.1% 2 145 — 5 57.4% 0.97 0.0040 -0.04 0.02 23.50/27.40 29.10 95.00 0.11 0.00/2.15 0.04 -0.10 0.0070 -0.09 83.9% 10 161 — 90 88.3% 0.85 0.0098 -0.16 0.06 18.50/22.40 24.00 100.00 0.09 0.00/0.35 0.03 -0.04 0.0072 -0.05 52.4% 6 238 — 1 72.5% 0.83 0.0133 -0.15 0.07 13.50/17.40 15.14 105.00 0.07 0.00/0.30 0.03 -0.03 0.0103 -0.05 39.7% 2 116 8 1 44.9% 0.83 0.0209 -0.09 0.07 10.20/11.50 10.20 110.00 0.17 0.05/0.20 0.03 -0.02 0.0157 -0.05 26.0% 3 337 16 1 25.2% 0.81 0.0407 -0.06 0.07 5.20/6.10 5.73 115.00 0.45 0.35/0.50 0.06 -0.03 0.0419 -0.15 20.5% 12 1.5k 2.4k 193 20.3% 0.55 0.0730 -0.07 0.11 1.70/2.35 1.90 120.00 1.75 1.40/1.90 0.11 -0.05 0.0801 -0.45 18.5% 49 3.1k 3.4k 171 19.8% 0.21 0.0544 -0.05 0.08 0.30/0.60 0.40 125.00 5.20 4.80/5.60 0.08 -0.04 0.0513 -0.76 22.9% 14 1.4k 3.9k 98 23.0% 0.07 0.0225 -0.02 0.04 0.05/0.20 0.12 130.00 9.32 7.90/11.80 0.09 -0.11 0.0247 -0.74 49.5% 1 91 3.2k 5 27.4% 0.03 0.0102 -0.02 0.02 0.00/0.10 0.05 135.00 11.20 10.60/13.00 — 0.02 — -1.00 0.0% 10 43 1.2k 9 30.9% 0.02 0.0048 -0.01 0.01 0.00/0.05 0.05 140.00 23.15 19.30/21.60 0.05 -0.05 0.0132 -0.90 51.5% — 1 974 5 40.7% 0.02 0.0050 -0.02 0.01 0.00/0.10 0.03 145.00 24.67 22.90/26.80 0.07 -0.14 0.0119 -0.82 82.0% 1 — 1.0k 1 46.8% 0.02 0.0039 -0.02 0.01 0.00/0.10 0.05 150.00 26.14 27.90/31.80 0.07 -0.15 0.0101 -0.84 91.1% 1 1 23 6 83.5% 0.10 0.0080 -0.11 0.05 0.00/2.20 0.15 155.00 31.16 32.90/36.80 0.01 0.00 0.0031 -0.98 52.5% — — — 22 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.23 160.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 19.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $84 $102 $120 $138 $156 spot $120.25 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).