IV Skew
4.5%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.02 — 0.00/0.00 91.21 195.00 0.50 0.00/4.80 0.08 -0.24 0.0018 -0.06 113.3% 1 2 — — 0.0% 1.00 — -0.02 — 0.00/0.00 78.00 200.00 1.25 0.00/4.80 0.08 -0.23 0.0020 -0.07 106.7% — 1 — — — — — — — — — 210.00 2.15 0.00/4.80 0.09 -0.22 0.0024 -0.07 94.1% 1 6 1 1 315.8% 0.75 0.0016 -1.72 0.19 99.50/104.00 55.40 220.00 0.35 0.00/4.80 0.10 -0.21 0.0031 -0.09 81.8% 1 1 — 1 70.9% 0.90 0.0041 -0.24 0.11 45.60/49.50 92.09 230.00 1.30 0.00/4.80 0.11 -0.20 0.0040 -0.10 69.7% 1 1 — — 0.0% 1.00 — -0.03 — 0.00/0.00 50.60 240.00 — — — — — — — — — 1 1 53.1% 0.83 0.0078 -0.26 0.16 26.50/30.50 63.50 250.00 3.00 0.00/4.80 0.17 -0.28 0.0075 -0.20 60.4% — 1 4 1 157.7% 0.64 0.0039 -1.02 0.23 45.00/49.80 71.80 260.00 1.60 0.00/4.80 0.19 -0.24 0.0111 -0.25 46.3% 1 1 8 1 148.6% 0.60 0.0042 -1.00 0.24 38.00/42.80 61.30 270.00 1.95 2.55/7.00 0.23 -0.25 0.0150 -0.36 40.6% 1 10 2 2 41.2% 0.48 0.0157 -0.30 0.25 4.50/9.00 10.71 280.00 13.10 16.80/21.50 0.25 -0.45 0.0093 -0.49 69.5% 2 2 21 3 41.8% 0.34 0.0142 -0.27 0.22 1.35/5.50 6.25 290.00 12.00 13.60/18.00 0.22 -0.22 0.0148 -0.68 39.5% 1 9 203 1 51.0% 0.26 0.0104 -0.29 0.20 0.35/4.90 3.10 300.00 9.90 21.70/26.00 0.18 -0.17 0.0114 -0.79 41.1% 1 18 17 1 62.0% 0.23 0.0080 -0.33 0.19 0.05/5.00 1.45 310.00 12.60 31.10/35.00 0.14 -0.14 0.0082 -0.86 44.2% 3 5 32 1 55.6% 0.14 0.0064 -0.21 0.14 0.00/4.80 5.50 320.00 17.90 40.60/45.00 0.12 -0.15 0.0063 -0.88 52.4% 1 — 80 1 63.5% 0.12 0.0052 -0.23 0.13 0.00/4.80 2.99 330.00 33.00 50.50/55.30 0.12 -0.18 0.0052 -0.88 62.4% 3 7 11 1 70.8% 0.11 0.0044 -0.24 0.12 0.00/4.80 1.65 340.00 35.50 60.60/65.40 0.12 -0.19 0.0044 -0.89 70.5% 3 5 8 5 77.7% 0.10 0.0038 -0.24 0.11 0.00/4.80 1.78 350.00 33.40 70.60/75.40 0.11 -0.20 0.0038 -0.90 77.4% 9 18
Greeks Profile 2026-09-18 · 18d · σ = 55.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $194 $235 $277 $319 $360 spot $276.96 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).