IV Skew
-5.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 — — — — — — — — — 140.00 0.50 —/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 28 — — — — — — — — — 150.00 6.40 0.00/4.80 0.10 -0.15 0.0131 -0.18 55.4% 5 5 — — — — — — — — — 165.00 4.18 0.00/0.00 0.00 -0.00 0.0001 -0.00 0.8% 1 1 1 — 3.1% 0.00 0.0022 -0.00 0.00 0.00/0.00 4.50 170.00 7.00 0.00/0.00 — 0.02 — -1.00 0.0% — 5 4 1 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 5.10 175.00 — — — — — — — — — — — — — — — — — — 190.00 26.00 0.00/0.00 — 0.02 — -1.00 0.0% — — — — — — — — — — — 195.00 31.00 0.00/0.00 — 0.02 — -1.00 0.0% 1 — — — — — — — — — — 210.00 46.00 0.00/0.00 — 0.03 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 2.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $116 $141 $166 $191 $216 spot $165.91 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).