IV Skew
0.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 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 3 1 65.0% 0.96 0.0016 -0.13 0.06 74.00/78.30 81.69 260.00 0.50 0.00/3.30 0.08 -0.15 0.0019 -0.05 72.6% 1 33 103 8 56.4% 0.96 0.0020 -0.13 0.06 64.20/68.00 53.70 270.00 0.65 0.00/2.75 0.08 -0.13 0.0022 -0.05 61.2% 1 7 55 6 64.4% 0.91 0.0034 -0.25 0.13 54.40/58.00 72.56 280.00 15.30 0.00/3.60 0.10 -0.15 0.0031 -0.07 56.6% 2 23 54 3 55.1% 0.89 0.0044 -0.24 0.14 44.90/48.00 46.00 290.00 3.40 0.25/3.90 0.12 -0.16 0.0042 -0.09 50.0% 1 70 74 2 53.0% 0.84 0.0060 -0.29 0.19 35.90/39.40 51.50 300.00 2.37 0.25/4.30 0.19 -0.25 0.0060 -0.16 53.2% 1 19 22 3 48.2% 0.78 0.0080 -0.31 0.22 27.10/30.70 36.30 310.00 3.80 1.15/5.00 0.22 -0.25 0.0081 -0.21 45.9% 2 15 44 3 41.7% 0.71 0.0107 -0.31 0.26 19.00/22.00 28.00 320.00 5.45 3.70/7.00 0.26 -0.28 0.0106 -0.29 42.2% 1 126 94 1 40.7% 0.59 0.0124 -0.34 0.30 12.50/15.70 13.55 330.00 8.95 7.00/10.50 0.30 -0.30 0.0125 -0.41 40.6% 1 26 22 2 41.1% 0.47 0.0126 -0.35 0.30 7.60/11.00 17.00 340.00 13.92 11.60/15.30 0.30 -0.29 0.0132 -0.54 39.4% 10 12 31 2 41.7% 0.35 0.0116 -0.32 0.28 3.60/7.50 11.50 350.00 20.60 18.60/21.50 0.28 -0.26 0.0123 -0.66 38.8% 1 3 16 2 43.5% 0.26 0.0097 -0.29 0.25 1.50/5.30 8.00 360.00 45.25 25.80/29.50 0.24 -0.22 0.0100 -0.76 41.0% 1 102 25 3 45.9% 0.19 0.0078 -0.26 0.21 0.85/3.90 3.27 370.00 59.10 39.30/42.90 0.24 -0.31 0.0074 -0.76 55.6% 1 2 31 1 48.7% 0.15 0.0061 -0.23 0.18 0.05/3.00 2.05 380.00 — — — — — — — — — 4 1 50.5% 0.11 0.0048 -0.19 0.14 0.20/4.20 2.39 390.00 62.70 129.00/131.40 0.30 -2.33 0.0018 -0.45 296.0% 1 3 23 3 52.3% 0.08 0.0037 -0.16 0.11 0.00/3.30 3.41 400.00 104.60 142.30/146.00 0.30 -2.49 0.0016 -0.45 317.2% 1 — 30 1 54.2% 0.06 0.0029 -0.13 0.09 0.00/1.25 2.80 410.00 70.70 152.20/156.90 0.30 -2.57 0.0016 -0.46 326.8% — — — — — — — — — — — 430.00 139.50 172.40/176.90 0.30 -2.70 0.0015 -0.47 342.7% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 40.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $235 $285 $335 $385 $436 spot $335.15 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).