IV Skew
10.7%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 2/19171d
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 1 106.7% 0.97 0.0013 -0.12 0.03 73.60/77.00 81.82 150.00 — — — — — — — — — — — — — — — — — — 185.00 1.85 0.00/2.20 0.06 -0.11 0.0042 -0.07 63.3% — 1 — — — — — — — — — 190.00 0.24 0.00/2.40 0.07 -0.12 0.0052 -0.08 57.7% 2 5 — — — — — — — — — 195.00 3.14 0.00/2.55 0.08 -0.12 0.0065 -0.09 51.7% — 1 3 1 50.3% 0.87 0.0086 -0.17 0.10 25.00/27.70 48.31 200.00 0.78 0.00/1.50 0.09 -0.13 0.0084 -0.11 47.1% 1 3 8 1 50.2% 0.75 0.0129 -0.24 0.15 15.40/18.60 33.19 210.00 1.52 0.45/3.20 0.14 -0.18 0.0138 -0.22 44.6% 1 47 2 1 40.3% 0.62 0.0195 -0.24 0.18 7.60/10.40 21.40 220.00 3.21 2.15/4.00 0.18 -0.15 0.0252 -0.35 30.4% 13 81 45 10 30.6% 0.38 0.0257 -0.18 0.18 2.95/3.80 3.64 230.00 7.70 7.10/9.50 0.19 -0.15 0.0249 -0.61 31.7% 3 46 346 11 33.9% 0.20 0.0170 -0.14 0.14 1.00/1.80 1.14 240.00 10.00 14.10/17.50 0.14 -0.12 0.0168 -0.79 35.4% 21 97 110 1 37.9% 0.11 0.0100 -0.10 0.09 0.30/0.95 0.45 250.00 10.20 23.50/26.90 0.10 -0.10 0.0105 -0.87 42.4% 4 37 104 38 48.1% 0.09 0.0070 -0.11 0.08 0.00/1.00 0.45 260.00 — — — — — — — — — 79 19 49.1% 0.05 0.0042 -0.07 0.05 0.00/0.50 0.20 270.00 22.20 43.40/47.30 0.09 -0.15 0.0060 -0.89 66.2% — — 13 10 66.6% 0.07 0.0043 -0.13 0.07 0.00/2.20 0.45 280.00 27.90 53.40/57.30 0.09 -0.16 0.0049 -0.90 75.2% 9 — 10 1 67.8% 0.05 0.0031 -0.10 0.05 0.00/1.40 0.90 290.00 — — — — — — — — — 156 20 58.5% 0.01 0.0012 -0.03 0.02 0.00/0.30 0.05 300.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 35.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $157 $191 $225 $258 $292 spot $224.51 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).