IV Skew
3.3%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d
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 — 53.0% 0.95 0.0018 -0.23 0.12 82.30/91.00 50.08 430.00 — — — — — — — — — — — — — — — — — — 440.00 0.35 0.00/0.65 0.08 -0.08 0.0015 -0.03 38.9% 1 151 1 — 53.3% 0.89 0.0031 -0.37 0.22 63.30/68.90 55.82 450.00 0.50 0.35/0.85 0.10 -0.10 0.0021 -0.04 36.2% 34 1.2k 3 3 54.0% 0.85 0.0038 -0.45 0.27 53.50/60.80 46.80 460.00 0.75 0.00/0.80 0.11 -0.09 0.0026 -0.04 30.9% 1 1.1k 7 1 43.6% 0.84 0.0048 -0.38 0.27 43.90/49.70 41.95 470.00 1.17 0.60/1.55 0.17 -0.14 0.0042 -0.08 30.7% 1 1.1k 71 1 40.0% 0.81 0.0060 -0.40 0.32 36.10/40.70 33.40 480.00 1.82 0.85/1.90 0.21 -0.15 0.0060 -0.11 26.8% 5 202 1.1k 5 40.2% 0.73 0.0071 -0.46 0.38 26.40/33.50 28.22 490.00 5.00 0.80/4.60 0.33 -0.26 0.0084 -0.21 29.7% 2 93 1.1k 5 33.3% 0.68 0.0094 -0.42 0.41 18.20/24.00 20.69 500.00 6.28 1.45/9.30 0.41 -0.37 0.0093 -0.32 33.9% 1 74 60 18 32.2% 0.58 0.0106 -0.43 0.45 10.40/17.60 13.61 510.00 41.30 4.00/11.00 0.45 -0.33 0.0119 -0.41 28.6% 1 3 35 1 32.3% 0.47 0.0108 -0.44 0.46 5.10/12.80 10.40 520.00 14.56 8.70/15.60 0.45 -0.31 0.0127 -0.54 27.4% 1 2 18 4 25.6% 0.33 0.0124 -0.31 0.41 2.00/6.10 6.00 530.00 41.17 17.50/22.80 0.43 -0.30 0.0110 -0.65 29.5% 15 54 194 10 26.4% 0.23 0.0100 -0.27 0.35 2.10/3.90 2.90 540.00 — — — — — — — — — 128 13 26.9% 0.15 0.0076 -0.21 0.27 1.25/2.35 1.05 550.00 — — — — — — — — — 33 6 27.7% 0.10 0.0054 -0.16 0.20 0.00/1.45 0.75 560.00 — — — — — — — — — 8 — 44.6% 0.17 0.0050 -0.37 0.29 0.00/4.60 1.35 570.00 — — — — — — — — — 2 — 53.2% 0.14 0.0037 -0.39 0.26 0.00/8.80 0.75 590.00 — — — — — — — — — 1 — 53.1% 0.09 0.0026 -0.27 0.18 0.00/5.00 2.00 610.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 30.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $360 $438 $515 $592 $669 spot $514.95 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).