IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 6/17290d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 250.00 1.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 19 — — — — — — — — — — 260.00 2.70 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 2 — — — — — — — — — — 270.00 5.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 4 — — — 0.0% 1.00 — -0.03 — 0.00/0.00 10.00 280.00 10.90 0.00/0.00 0.00 -0.00 0.0000 — 0.2% 1 — — — 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 16.40 290.00 13.40 0.00/0.00 — 0.04 — -1.00 0.0% — — — 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 7.27 300.00 — — — — — — — — — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.45 320.00 — — — — — — — — — — 10 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.06 340.00 — — — — — — — — — — 4 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.10 350.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.65 370.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.00 380.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $196 $238 $280 $323 $365 spot $280.49 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).