IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 11/19445d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 4 0.0% 1.00 — -0.02 — 0.00/0.00 38.00 165.00 2.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 27.75 170.00 2.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 14 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 34.75 175.00 3.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 14 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 15.50 180.00 4.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 — — 4 0.0% 1.00 — -0.02 — 0.00/0.00 22.10 185.00 14.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 7 0.0% 1.00 — -0.02 — 0.00/0.00 19.65 190.00 12.80 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 17.75 195.00 10.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 15 0.0% 1.00 — -0.02 — 0.00/0.00 16.90 200.00 10.85 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 21 — — 4 1.6% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.80 210.00 92.70 80.00/82.50 0.16 -1.96 0.0018 -0.32 435.6% — 2 — 8 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 7.60 220.00 23.60 28.50/32.00 0.18 -0.57 0.0074 -0.55 116.3% — 12 — 10 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.30 230.00 28.90 36.90/39.80 0.18 -0.59 0.0068 -0.60 123.5% 1 1 — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.44 240.00 120.20 47.80/50.60 0.17 -0.67 0.0058 -0.62 143.8% 50 87 — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.32 250.00 39.25 49.50/52.40 0.14 -0.41 0.0064 -0.75 107.8% 1 1 — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.15 260.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.80 270.00 — — — — — — — — — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.55 280.00 — — — — — — — — — — — — — — — — — — 300.00 183.80 167.90/171.90 0.17 -2.62 0.0015 -0.38 547.0% — — — — — — — — — — — 380.00 260.20 186.10/190.00 0.14 -1.01 0.0025 -0.77 268.9% 50 —
Greeks Profile 2026-09-18 · 18d · σ = 218.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.35 0.48 0.61 0.74 0.87 $144 $175 $206 $237 $268 spot $205.85 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).