IV Skew
-6.1%
25Δ put − call
Expiry 9/1819d 10/1647d 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 3 — 0.0% 1.00 — -0.02 — 26.70/30.50 28.10 150.00 0.70 0.00/0.35 0.03 -0.04 0.0032 -0.03 52.5% 1 18 — 1 0.0% 1.00 — -0.02 — 0.00/0.00 35.03 155.00 0.36 0.00/1.90 0.06 -0.09 0.0057 -0.07 57.3% 1 4 4 2 74.3% 0.83 0.0079 -0.22 0.11 27.00/30.50 63.31 160.00 2.90 0.05/1.90 0.09 -0.14 0.0080 -0.13 60.8% 1 17 7 1 363.6% 0.71 0.0022 -1.39 0.14 66.90/70.10 43.00 165.00 1.75 0.55/1.30 0.08 -0.10 0.0101 -0.12 45.7% 1 38 1 1 347.1% 0.69 0.0024 -1.36 0.15 62.20/66.00 51.80 170.00 1.00 1.10/1.75 0.10 -0.11 0.0139 -0.16 41.6% 2 34 38 32 51.6% 0.72 0.0155 -0.21 0.14 12.20/14.90 20.50 175.00 1.66 1.10/3.30 0.14 -0.15 0.0174 -0.26 43.9% 12 125 38 1 48.0% 0.64 0.0185 -0.21 0.16 9.30/11.20 16.85 180.00 2.50 2.70/4.70 0.16 -0.16 0.0210 -0.35 41.6% 4 72 12 2 48.4% 0.54 0.0194 -0.23 0.17 5.90/8.60 9.00 185.00 4.50 4.90/7.10 0.17 -0.18 0.0221 -0.46 42.4% 3 112 88 39 49.0% 0.44 0.0191 -0.22 0.17 3.50/6.50 9.00 190.00 6.40 7.90/9.90 0.17 -0.17 0.0219 -0.57 42.3% 1 85 158 3 49.9% 0.36 0.0177 -0.22 0.16 2.60/4.90 5.10 195.00 8.10 11.40/13.60 0.15 -0.17 0.0193 -0.66 44.7% 15 95 304 1 49.8% 0.28 0.0159 -0.19 0.14 1.70/3.50 2.93 200.00 11.40 15.20/17.20 0.13 -0.14 0.0170 -0.75 43.9% 8 189 145 11 47.5% 0.14 0.0112 -0.12 0.10 0.05/1.45 0.85 210.00 23.35 24.00/26.40 0.10 -0.12 0.0113 -0.84 51.5% 1 44 81 1 50.2% 0.08 0.0069 -0.08 0.06 0.10/1.45 0.61 220.00 30.90 31.70/34.90 0.04 -0.02 0.0054 -0.95 42.7% 30 106 62 14 51.7% 0.04 0.0040 -0.05 0.04 0.00/0.75 0.55 230.00 42.95 43.50/45.60 0.07 -0.08 0.0057 -0.92 64.3% 1 37 114 1 62.3% 0.04 0.0034 -0.06 0.04 0.00/0.95 0.50 240.00 27.30 39.60/42.70 — 0.03 — -1.00 0.0% 16 128 76 1 56.9% 0.01 0.0014 -0.02 0.01 0.00/0.25 0.23 250.00 33.50 47.90/51.40 — 0.03 — -1.00 0.0% 1 2
Greeks Profile 2026-09-18 · 19d · σ = 45.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $130 $158 $185 $213 $241 spot $185.46 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).