IV Skew
49.0%
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 — — — — — — — — — 130.00 1.15 0.00/2.80 0.05 -0.12 0.0034 -0.06 92.4% 1 31 4 1 0.0% 1.00 — -0.02 — 22.20/25.30 26.30 135.00 0.90 0.00/2.70 0.05 -0.11 0.0040 -0.07 82.4% 1 85 20 7 0.0% 1.00 — -0.02 — 17.60/20.30 29.00 140.00 1.50 0.00/3.30 0.06 -0.13 0.0051 -0.09 77.6% 10 127 133 2 0.0% 1.00 — -0.02 — 16.70/20.00 11.90 145.00 1.80 0.00/3.20 0.07 -0.12 0.0063 -0.10 67.8% 20 149 30 4 0.0% 1.00 — -0.02 — 13.90/17.00 10.70 150.00 3.50 0.10/3.60 0.08 -0.13 0.0081 -0.12 61.6% 92 123 44 30 58.1% 0.84 0.0105 -0.16 0.10 19.50/22.30 5.50 155.00 1.80 0.90/2.10 0.09 -0.13 0.0106 -0.15 54.8% 50 42 226 103 49.8% 0.80 0.0139 -0.16 0.11 14.60/17.50 9.00 160.00 4.26 0.90/4.30 0.12 -0.20 0.0124 -0.24 62.7% 15 105 55 24 45.2% 0.74 0.0181 -0.17 0.13 10.40/13.30 6.50 165.00 3.50 1.20/4.90 0.14 -0.19 0.0156 -0.29 55.3% 30 78 73 1 45.6% 0.63 0.0206 -0.19 0.15 6.60/10.20 7.00 170.00 — — — — — — — — — 6 2 44.7% 0.53 0.0223 -0.20 0.16 3.90/7.40 3.00 175.00 45.80 18.00/20.90 0.16 -0.47 0.0085 -0.45 116.1% — 1 90 85 39.2% 0.40 0.0247 -0.17 0.15 1.60/4.40 3.10 180.00 22.20 8.30/11.60 0.16 -0.20 0.0190 -0.57 51.8% 1 34 — 4 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 3.25 185.00 13.11 11.60/14.50 0.15 -0.17 0.0185 -0.66 49.3% 1 3 22 2 41.1% 0.21 0.0175 -0.13 0.11 0.00/2.00 0.05 190.00 — — — — — — — — — 6 1 57.4% 0.23 0.0132 -0.19 0.12 0.00/3.10 1.77 195.00 — — — — — — — — — 6 13 55.9% 0.17 0.0112 -0.15 0.10 0.25/3.90 1.05 200.00 — — — — — — — — — 33 2 57.7% 0.10 0.0074 -0.10 0.07 0.00/1.15 0.29 210.00 58.90 34.30/38.00 0.06 -0.07 0.0071 -0.91 55.7% 1 2 1 1 73.4% 0.10 0.0060 -0.14 0.07 0.20/2.90 0.70 220.00 60.50 61.00/64.60 0.15 -0.75 0.0050 -0.62 191.9% — 1 — — — — — — — — — 230.00 77.40 54.40/57.70 0.05 -0.07 0.0042 -0.94 73.3% 1 1
Greeks Profile 2026-09-18 · 19d · σ = 80.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $122 $149 $175 $201 $227 spot $174.85 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).