IV Skew
0.8%
25Δ put − call
Expiry 9/1820d 10/1648d 12/18111d 1/15139d 3/19202d 6/17292d 12/17475d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 — 63.5% 0.97 0.0030 -0.06 0.03 35.90/39.60 45.00 125.00 0.36 0.00/1.15 0.03 -0.06 0.0035 -0.04 69.0% 1 10 12 1 56.9% 0.96 0.0040 -0.06 0.03 30.90/34.70 29.60 130.00 0.28 0.10/0.70 0.03 -0.04 0.0039 -0.04 56.1% 4 102 12 1 53.3% 0.94 0.0058 -0.08 0.04 26.10/29.90 37.80 135.00 0.42 0.00/1.10 0.04 -0.05 0.0056 -0.05 51.7% 28 70 20 1 67.0% 0.85 0.0091 -0.16 0.09 21.60/24.70 33.00 140.00 0.60 0.40/0.85 0.06 -0.07 0.0083 -0.08 48.6% 43 725 9 1 64.7% 0.80 0.0114 -0.19 0.11 17.00/20.60 17.52 145.00 1.10 0.90/1.85 0.09 -0.11 0.0121 -0.15 51.5% 2 445 56 3 46.4% 0.79 0.0163 -0.14 0.11 13.40/14.80 13.60 150.00 1.80 1.50/2.40 0.11 -0.12 0.0164 -0.21 46.1% 28 734 58 2 51.9% 0.68 0.0182 -0.19 0.14 9.70/12.10 8.90 155.00 3.20 2.00/3.90 0.13 -0.15 0.0201 -0.31 46.0% 11 817 125 15 49.7% 0.58 0.0207 -0.19 0.15 6.60/8.90 7.45 160.00 5.00 4.30/6.20 0.15 -0.17 0.0216 -0.42 47.5% 38 806 341 29 50.1% 0.48 0.0209 -0.20 0.15 4.50/6.60 5.40 165.00 8.80 5.90/9.60 0.15 -0.19 0.0200 -0.52 52.5% 2 372 433 164 45.2% 0.36 0.0218 -0.17 0.14 3.00/4.00 3.64 170.00 10.50 9.40/12.10 0.14 -0.16 0.0206 -0.63 48.4% 5 239 451 60 41.6% 0.24 0.0198 -0.13 0.12 1.80/2.20 2.00 175.00 13.70 13.10/15.80 0.13 -0.14 0.0181 -0.72 49.2% 1 98 662 11 45.3% 0.18 0.0155 -0.12 0.10 0.90/1.70 1.25 180.00 19.30 18.00/19.30 0.10 -0.09 0.0155 -0.82 45.0% 24 132 652 4 48.2% 0.14 0.0122 -0.10 0.08 0.60/1.30 0.80 185.00 23.65 21.40/25.00 0.11 -0.14 0.0123 -0.80 59.1% 1 62 339 33 50.2% 0.10 0.0095 -0.09 0.07 0.00/0.95 0.55 190.00 28.00 26.30/29.70 0.09 -0.13 0.0104 -0.83 63.3% 1 156 78 6 56.8% 0.10 0.0080 -0.10 0.07 0.10/1.00 0.30 195.00 34.90 30.90/34.50 0.09 -0.12 0.0088 -0.86 67.7% 1 110 339 1 51.7% 0.05 0.0053 -0.05 0.04 0.15/0.70 0.20 200.00 38.00 35.90/39.40 0.08 -0.12 0.0077 -0.87 72.7% 3 26
Greeks Profile 2026-09-18 · 20d · σ = 48.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $114 $138 $162 $187 $211 spot $162.37 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).