IV Skew
5.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 140.00 1.40 0.00/1.05 0.03 -0.05 0.0030 -0.04 64.1% 1 3 — — — — — — — — — 145.00 1.67 0.00/1.30 0.04 -0.06 0.0040 -0.05 59.3% 1 1 3 1 54.9% 0.94 0.0055 -0.09 0.05 29.20/32.20 35.59 150.00 0.77 0.25/2.90 0.07 -0.12 0.0063 -0.10 65.4% 1 203 2 1 65.7% 0.86 0.0082 -0.17 0.09 24.50/27.30 27.67 155.00 5.60 0.35/2.10 0.07 -0.09 0.0077 -0.09 52.5% 1 2 3 3 59.7% 0.83 0.0104 -0.18 0.10 19.90/22.70 22.81 160.00 1.48 0.05/2.00 0.09 -0.12 0.0106 -0.14 52.2% 1 48 10 10 55.2% 0.78 0.0131 -0.19 0.12 15.30/18.40 25.00 165.00 2.93 1.55/3.50 0.12 -0.17 0.0132 -0.22 55.0% 12 14 14 14 51.9% 0.71 0.0160 -0.21 0.14 11.80/14.50 12.20 170.00 3.05 1.75/4.70 0.14 -0.19 0.0159 -0.29 52.4% 1 153 3 1 51.0% 0.62 0.0182 -0.22 0.16 8.60/11.30 10.00 175.00 6.05 4.20/6.40 0.16 -0.20 0.0182 -0.38 50.8% 1 3 5 1 48.6% 0.53 0.0199 -0.22 0.16 6.60/8.30 11.15 180.00 7.40 6.20/8.80 0.16 -0.21 0.0191 -0.47 50.8% 890 1.3k 10 1 48.8% 0.43 0.0196 -0.22 0.16 4.30/6.20 6.40 185.00 10.94 8.90/11.50 0.16 -0.20 0.0192 -0.57 49.8% 1 78 6 1 46.9% 0.33 0.0188 -0.19 0.15 2.65/4.20 4.27 190.00 — — — — — — — — — 895 890 46.8% 0.25 0.0165 -0.16 0.13 1.50/2.90 2.55 195.00 — — — — — — — — — 53 1 44.0% 0.16 0.0136 -0.12 0.10 0.70/1.65 1.25 200.00 — — — — — — — — — 22 1 52.6% 0.11 0.0089 -0.11 0.08 0.00/2.60 0.70 210.00 — — — — — — — — — 3 3 50.9% 0.05 0.0048 -0.06 0.04 0.00/0.50 0.43 220.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 49.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $126 $153 $180 $207 $234 spot $179.87 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).