IV Skew
17.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
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 — -0.01 — 43.50/48.00 77.50 70.00 0.80 0.00/2.90 0.03 -0.14 0.0026 -0.06 171.0% 1 3 — — — — — — — — — 75.00 1.55 0.00/2.70 0.03 -0.13 0.0031 -0.06 149.8% — 1 — — — — — — — — — 80.00 0.85 0.00/2.25 0.03 -0.11 0.0037 -0.06 126.4% 2 5 — — — — — — — — — 85.00 2.85 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 105.00 1.50 0.00/2.70 0.06 -0.09 0.0158 -0.15 56.1% 10 11 — — — — — — — — — 110.00 1.18 0.00/2.30 0.08 -0.12 0.0226 -0.24 52.8% 2 1.9k 21 20 35.1% 0.67 0.0395 -0.10 0.10 3.50/5.60 4.53 115.00 5.00 1.30/1.95 0.09 -0.08 0.0432 -0.32 31.5% 1 27 6 1 49.9% 0.48 0.0304 -0.15 0.10 1.00/4.60 3.50 120.00 4.45 2.50/4.50 0.10 -0.09 0.0456 -0.55 33.0% 2 5 36 34 34.9% 0.26 0.0353 -0.09 0.09 0.00/1.40 1.80 125.00 8.80 6.00/8.00 0.08 -0.07 0.0360 -0.75 33.6% 1 2 10 — 138.8% 0.44 0.0108 -0.41 0.10 8.80/12.10 7.50 130.00 14.52 10.60/13.20 0.08 -0.09 0.0227 -0.79 48.4% 5 3 15 1 55.9% 0.16 0.0167 -0.10 0.06 0.00/2.50 3.40 135.00 17.85 15.30/18.70 0.08 -0.12 0.0165 -0.79 66.0% 10 — 13 3 62.6% 0.13 0.0129 -0.10 0.06 0.00/2.15 15.93 140.00 — — — — — — — — — — — — — — — — — — 145.00 24.00 20.50/23.20 — 0.02 — -1.00 0.0% — 5 7 2 79.5% 0.11 0.0088 -0.11 0.05 0.00/2.15 8.20 150.00 — — — — — — — — — 25 21 87.2% 0.10 0.0076 -0.11 0.05 0.00/2.15 0.55 155.00 31.38 34.50/38.70 0.06 -0.16 0.0084 -0.85 103.4% 10 — 3 1 94.4% 0.09 0.0067 -0.12 0.04 0.00/2.15 3.80 160.00 — — — — — — — — — — — — — — — — — — 175.00 38.60 49.40/52.60 — 0.02 — -1.00 0.0% — 1 — — — — — — — — — 180.00 42.80 53.60/58.10 — 0.02 — -1.00 0.0% — 1
Greeks Profile 2026-09-18 · 18d · σ = 41.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $83 $101 $118 $136 $154 spot $118.29 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).