IV Skew
5.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d
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 — 67.2% 0.98 0.0009 -0.09 0.03 85.10/89.00 104.50 250.00 — — — — — — — — — — — — — — — — — — 260.00 1.25 0.00/1.50 0.05 -0.08 0.0014 -0.03 63.7% — 2 — — — — — — — — — 270.00 0.50 0.00/0.80 0.06 -0.09 0.0018 -0.03 56.6% 2 3 — — — — — — — — — 280.00 0.15 0.00/1.15 0.08 -0.11 0.0026 -0.05 52.9% 1 13 — — — — — — — — — 290.00 0.45 0.00/1.60 0.10 -0.14 0.0038 -0.07 48.7% 3 4 — — — — — — — — — 300.00 0.68 0.20/0.95 0.09 -0.09 0.0046 -0.06 35.0% 1 26 2 1 40.0% 0.84 0.0081 -0.23 0.18 26.50/29.70 48.39 310.00 1.52 0.05/2.65 0.17 -0.17 0.0082 -0.15 37.4% 1 23 — — — — — — — — — 320.00 3.50 1.35/4.40 0.23 -0.21 0.0118 -0.24 34.9% 2 17 4 1 31.5% 0.64 0.0160 -0.27 0.28 10.80/13.40 15.00 330.00 6.20 4.60/7.50 0.28 -0.25 0.0151 -0.37 33.6% 2 553 14 14 30.8% 0.47 0.0173 -0.27 0.30 5.50/8.10 6.20 340.00 7.30 9.30/12.00 0.30 -0.24 0.0165 -0.53 32.2% 4 112 31 1 29.8% 0.30 0.0156 -0.23 0.26 2.50/4.30 3.10 350.00 18.10 15.30/18.90 0.27 -0.22 0.0142 -0.68 33.9% 101 116 118 3 35.9% 0.22 0.0110 -0.23 0.22 1.70/3.50 1.85 360.00 27.40 24.70/27.10 0.22 -0.19 0.0109 -0.78 36.5% 10 10 93 4 42.1% 0.17 0.0081 -0.23 0.19 0.00/3.10 1.25 370.00 22.70 33.20/36.20 0.18 -0.16 0.0081 -0.84 40.2% 1 6 154 3 46.0% 0.13 0.0062 -0.21 0.16 0.00/2.50 0.40 380.00 30.39 42.00/45.70 0.15 -0.15 0.0061 -0.88 44.5% 1 4 437 2 46.5% 0.09 0.0046 -0.16 0.12 0.00/1.60 0.79 390.00 — — — — — — — — — 96 1 43.7% 0.04 0.0028 -0.09 0.07 0.00/0.70 0.70 400.00 — — — — — — — — — 75 13 57.7% 0.07 0.0032 -0.17 0.10 0.00/1.60 0.36 410.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 31.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $236 $286 $337 $387 $437 spot $336.53 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).