IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 0.0% 1.00 — -0.02 — 0.00/0.00 56.20 130.00 — — — — — — — — — — — — — — — — — — 140.00 0.44 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 155.00 9.50 0.00/2.55 0.10 -0.17 0.0103 -0.17 62.5% — 1 — — 0.0% 1.00 — -0.02 — 0.00/0.00 20.45 165.00 0.99 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 3 — — — 0.0% 1.00 — -0.02 — 0.00/0.00 9.40 170.00 2.52 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% — — — — — — — — — — — 175.00 4.53 0.00/0.00 0.00 -0.00 0.0000 — 0.1% 1 — — 2 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.00 185.00 — — — — — — — — — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.00 190.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $123 $149 $175 $201 $228 spot $175.10 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).