IV Skew
3.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d 5/21264d 8/20355d 11/19446d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2060.00 10.85 0.00/18.30 1.28 -1.02 0.0016 -0.17 31.6% 1 1 — — — — — — — — — 2070.00 12.93 0.00/18.70 1.32 -1.01 0.0017 -0.18 30.4% 1 2 1 — 24.1% 0.78 0.0024 -1.13 1.47 91.90/102.60 94.10 2110.00 — — — — — — — — — 1 — 23.7% 0.76 0.0026 -1.16 1.56 83.90/94.60 87.70 2120.00 31.75 7.60/17.50 1.50 -0.80 0.0027 -0.22 21.9% — — 1 — 23.3% 0.73 0.0028 -1.19 1.64 76.20/86.90 81.30 2130.00 28.10 10.00/18.80 1.57 -0.80 0.0030 -0.25 21.1% 4 5 1 — 22.9% 0.71 0.0030 -1.22 1.72 68.70/79.40 75.25 2140.00 — — — — — — — — — 1 — 22.7% 0.68 0.0032 -1.25 1.79 58.10/72.50 68.30 2150.00 26.60 14.00/25.90 1.77 -0.91 0.0033 -0.31 21.4% 1 2 9 2 22.2% 0.65 0.0033 -1.25 1.86 54.60/65.30 46.90 2160.00 43.73 16.00/29.20 1.85 -0.93 0.0035 -0.35 21.2% 33 21 2 — 22.0% 0.61 0.0035 -1.27 1.91 46.00/58.90 57.75 2170.00 48.35 20.00/31.40 1.90 -0.91 0.0037 -0.38 20.3% 3 11 2 1 21.0% 0.54 0.0038 -1.24 1.98 39.80/46.10 37.20 2190.00 59.00 31.10/41.70 1.98 -0.96 0.0038 -0.46 20.8% 9 12 54 2 23.2% 0.51 0.0034 -1.35 2.00 30.70/45.80 53.15 2200.00 46.27 36.00/46.40 2.00 -0.95 0.0039 -0.49 20.6% 10 13 2 1 20.6% 0.43 0.0038 -1.18 1.97 22.00/31.70 33.80 2220.00 64.10 47.50/55.60 1.96 -0.85 0.0040 -0.57 19.6% 2 4 7 — 20.3% 0.39 0.0038 -1.13 1.92 18.00/27.40 35.00 2230.00 54.30 52.90/66.90 1.94 -0.96 0.0035 -0.60 22.1% 2 3 21 1 20.1% 0.35 0.0037 -1.08 1.86 14.00/23.60 19.74 2240.00 74.00 60.00/72.60 1.88 -0.89 0.0035 -0.64 21.7% 3 6 42 1 20.0% 0.32 0.0036 -1.02 1.78 10.00/20.30 24.10 2250.00 86.55 66.40/80.70 1.83 -0.89 0.0033 -0.66 22.4% — 3 6 2 19.8% 0.28 0.0034 -0.95 1.69 8.00/17.10 14.74 2260.00 54.10 74.00/88.30 1.76 -0.86 0.0031 -0.69 22.7% 26 15 1 — 23.9% 0.29 0.0029 -1.15 1.71 9.20/21.80 90.00 2270.00 — — — — — — — — — 3 2 24.3% 0.27 0.0027 -1.12 1.65 2.15/20.00 10.11 2280.00 124.00 90.00/104.10 1.61 -0.77 0.0028 -0.74 23.3% 1 9 — — — — — — — — — 2300.00 74.50 108.00/121.60 1.48 -0.72 0.0024 -0.78 24.4% 5 1
Greeks Profile 2026-09-18 · 19d · σ = 20.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $1536 $1865 $2194 $2523 $2852 spot $2194.07 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).