IV Skew
0.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 210.00 0.26 0.00/2.15 0.05 -0.11 0.0015 -0.04 80.7% — 2 — — — — — — — — — 220.00 0.74 0.00/0.75 0.03 -0.04 0.0012 -0.02 57.9% — 1 — — — — — — — — — 230.00 0.92 0.00/0.75 0.05 -0.08 0.0022 -0.04 56.4% 10 14 — — — — — — — — — 240.00 0.30 0.00/0.95 0.07 -0.09 0.0032 -0.05 50.0% 2 8 1 — 47.9% 0.91 0.0053 -0.16 0.11 35.60/38.50 33.50 250.00 0.54 0.00/0.75 0.07 -0.07 0.0042 -0.05 38.5% 1 43 10 1 42.2% 0.86 0.0080 -0.19 0.14 26.40/29.20 24.82 260.00 0.53 0.00/0.95 0.09 -0.08 0.0070 -0.08 31.5% 1 280 16 7 34.1% 0.80 0.0125 -0.19 0.18 17.00/19.80 13.50 270.00 1.08 0.85/1.60 0.15 -0.10 0.0131 -0.14 26.3% 1 2.3k 391 1 28.6% 0.67 0.0194 -0.20 0.24 9.40/11.60 14.30 280.00 3.40 1.60/3.60 0.23 -0.13 0.0226 -0.30 23.7% 8 171 128 8 22.1% 0.44 0.0273 -0.16 0.26 3.70/4.60 4.16 290.00 7.80 6.70/8.20 0.26 -0.14 0.0258 -0.56 23.4% 4 11 492 11 25.5% 0.24 0.0186 -0.14 0.20 1.05/2.40 1.68 300.00 15.95 13.50/16.30 0.21 -0.13 0.0176 -0.73 28.5% 10 10 194 2 26.5% 0.11 0.0109 -0.09 0.12 0.35/1.00 1.10 310.00 — — — — — — — — — 9 2 42.7% 0.15 0.0082 -0.17 0.15 0.00/2.25 0.39 320.00 — — — — — — — — — 9 — 38.0% 0.06 0.0048 -0.08 0.08 0.00/0.75 0.05 330.00 54.99 41.30/45.10 0.12 -0.12 0.0061 -0.89 47.6% 1 — 1 — 44.1% 0.05 0.0037 -0.08 0.07 0.00/0.75 0.30 340.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 22.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $201 $244 $287 $330 $373 spot $286.75 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).