IV Skew
-4.6%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d
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 — 44.9% 0.69 0.0117 -0.32 0.24 16.70/19.20 45.00 290.00 6.90 4.10/7.00 0.24 -0.29 0.0117 -0.31 45.1% — 1 1 — 49.7% 0.24 0.0092 -0.29 0.21 0.10/4.50 7.00 330.00 — — — — — — — — — 9 4 57.3% 0.20 0.0073 -0.31 0.19 0.00/4.20 8.80 340.00 — — — — — — — — — — — — — — — — — — 360.00 49.00 55.70/60.00 0.13 -0.18 0.0047 -0.89 60.7% 1 1 1 — 64.5% 0.09 0.0038 -0.20 0.11 0.00/3.80 5.30 370.00 55.50 65.50/70.00 0.12 -0.18 0.0040 -0.90 67.2% — 2 — — — — — — — — — 400.00 65.50 95.50/99.80 0.10 -0.18 0.0026 -0.92 83.3% — — — — — — — — — — — 420.00 80.50 115.00/119.70 0.09 -0.18 0.0021 -0.93 92.8% — —
Greeks Profile 2026-09-18 · 18d · σ = 45.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $212 $257 $302 $348 $393 spot $302.24 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).