IV Skew
-4.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d 3/19201d 6/17291d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 10 2 60.7% 0.96 0.0018 -0.15 0.07 70.30/74.70 49.38 280.00 9.00 0.00/1.90 0.07 -0.11 0.0018 -0.04 59.6% 51 121 5 — 53.0% 0.95 0.0023 -0.14 0.08 60.80/64.20 54.58 290.00 4.99 0.00/2.90 0.10 -0.14 0.0026 -0.06 57.2% 1 2 20 2 60.5% 0.89 0.0038 -0.27 0.15 51.20/54.50 41.80 300.00 1.18 0.00/3.80 0.12 -0.16 0.0036 -0.08 52.8% 2 13 110 108 56.2% 0.86 0.0050 -0.30 0.18 42.10/45.40 35.70 310.00 3.02 0.00/3.00 0.16 -0.22 0.0050 -0.12 51.2% 2 198 17 3 51.5% 0.81 0.0066 -0.33 0.22 33.40/36.50 28.25 320.00 3.08 2.10/4.20 0.21 -0.25 0.0067 -0.17 47.7% 2 13 2 2 49.0% 0.74 0.0083 -0.36 0.26 25.40/28.60 21.45 330.00 4.73 3.40/5.50 0.25 -0.27 0.0090 -0.24 42.9% 23 59 1.7k 11 48.4% 0.65 0.0096 -0.40 0.30 18.50/22.00 18.70 340.00 8.29 6.00/9.80 0.30 -0.34 0.0100 -0.35 46.0% 1 16 53 1 46.6% 0.55 0.0106 -0.41 0.32 13.00/16.00 17.06 350.00 9.86 10.10/14.00 0.32 -0.35 0.0110 -0.45 45.0% 1 7 67 1 44.8% 0.44 0.0110 -0.39 0.32 8.10/11.00 12.60 360.00 14.60 16.00/19.20 0.32 -0.34 0.0112 -0.57 43.8% 6 7 48 2 47.5% 0.35 0.0097 -0.38 0.30 4.60/8.40 6.00 370.00 49.35 22.60/25.40 0.29 -0.29 0.0106 -0.68 42.3% — 1 69 10 48.3% 0.26 0.0084 -0.34 0.26 1.50/6.00 5.90 380.00 — — — — — — — — — 40 11 40.9% 0.15 0.0071 -0.21 0.19 1.20/2.50 3.80 390.00 — — — — — — — — — 228 11 54.6% 0.17 0.0058 -0.30 0.20 1.00/3.90 2.15 400.00 — — — — — — — — — 5 — 51.0% 0.11 0.0045 -0.20 0.15 0.00/4.20 11.14 410.00 — — — — — — — — — 1 1 52.0% 0.02 0.0013 -0.06 0.04 0.05/0.70 0.05 450.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 45.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $246 $299 $351 $404 $457 spot $351.46 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).