IV Skew
-7.2%
25Δ put − call
Expiry 9/1818d 10/1646d 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 4 5 70.3% 0.97 0.0021 -0.09 0.04 52.10/55.60 16.22 170.00 — — — — — — — — — 4 2 65.1% 0.96 0.0026 -0.09 0.04 47.10/50.70 50.61 175.00 0.26 0.00/0.75 0.03 -0.05 0.0021 -0.03 59.1% 5 3 — — — — — — — — — 180.00 0.70 0.00/2.60 0.07 -0.13 0.0038 -0.07 69.9% 1 34 17 10 57.7% 0.94 0.0042 -0.12 0.06 37.40/41.00 40.00 185.00 0.75 0.00/2.85 0.07 -0.13 0.0047 -0.08 64.5% 10 63 25 3 55.1% 0.92 0.0055 -0.13 0.07 33.10/35.90 20.36 190.00 1.30 0.00/2.70 0.08 -0.12 0.0056 -0.09 56.7% 1 18 14 2 51.6% 0.90 0.0071 -0.15 0.09 28.00/31.60 31.00 195.00 0.95 0.00/2.70 0.11 -0.19 0.0073 -0.14 62.3% 20 28 12 1 50.6% 0.85 0.0091 -0.18 0.11 23.90/27.10 26.72 200.00 1.50 0.75/1.90 0.11 -0.14 0.0091 -0.13 47.9% 1 11 18 1 55.3% 0.72 0.0123 -0.27 0.17 15.20/18.80 17.99 210.00 7.00 2.30/3.90 0.16 -0.19 0.0140 -0.25 45.8% 1 4 41 1 50.0% 0.58 0.0158 -0.28 0.19 9.00/11.80 11.60 220.00 5.90 5.30/7.50 0.19 -0.23 0.0175 -0.41 44.9% 8 7 9 10 53.0% 0.43 0.0149 -0.30 0.19 3.80/7.90 6.30 230.00 11.40 10.70/13.70 0.19 -0.24 0.0163 -0.58 48.4% 2 2 8 3 46.4% 0.26 0.0142 -0.22 0.16 0.80/3.60 2.70 240.00 33.00 17.10/20.50 0.16 -0.19 0.0141 -0.73 47.4% — 6 — — — — — — — — — 250.00 37.10 25.70/29.30 0.13 -0.17 0.0103 -0.82 52.2% 3 3 1 1 52.4% 0.06 0.0046 -0.09 0.06 0.00/1.40 0.30 270.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 47.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $156 $190 $223 $257 $290 spot $223.28 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).