IV Skew
5.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 — 190 63.5% 0.99 0.0014 -0.03 0.01 40.80/44.90 43.20 120.00 0.05 0.00/2.15 0.04 -0.11 0.0034 -0.06 94.6% 1 31 — 20 56.0% 0.99 0.0017 -0.03 0.01 35.80/39.90 37.10 125.00 12.00 0.00/2.15 0.05 -0.11 0.0042 -0.07 84.4% 1 10 — — — — — — — — — 130.00 0.05 0.00/0.10 0.01 -0.02 0.0020 -0.01 46.9% 1 79 — 375 80.4% 0.87 0.0071 -0.18 0.07 25.80/29.90 27.20 135.00 — — — — — — — — — 1 1 0.0% 1.00 — -0.02 — 0.15/3.60 3.88 140.00 0.10 0.00/2.15 0.06 -0.09 0.0085 -0.10 55.2% 1 1 2 35 59.4% 0.83 0.0118 -0.16 0.09 15.90/20.00 18.50 145.00 0.10 0.00/2.15 0.09 -0.14 0.0118 -0.16 58.0% 2 2 1 1 0.0% 1.00 — -0.02 — 0.00/2.80 2.00 150.00 0.10 0.00/2.20 0.10 -0.13 0.0163 -0.20 47.4% 10 14 — 15 36.4% 0.75 0.0242 -0.13 0.12 6.00/10.00 6.93 155.00 0.16 0.05/0.25 0.05 -0.02 0.0243 -0.07 16.1% 1 28 27 1 22.9% 0.66 0.0445 -0.10 0.13 1.10/4.90 2.90 160.00 0.08 0.00/0.70 0.11 -0.03 0.0711 -0.23 11.8% 5 53 13 13 6.2% 0.20 0.1249 -0.02 0.10 0.00/0.20 0.10 165.00 50.04 0.70/4.60 0.14 -0.08 0.0483 -0.58 22.4% 1 1 2.3k 8 10.4% 0.04 0.0213 -0.01 0.03 0.00/0.05 0.04 170.00 — — — — — — — — — 45 23 28.8% 0.14 0.0216 -0.07 0.08 0.00/0.75 0.10 175.00 — — — — — — — — — 22 20 23.2% 0.03 0.0080 -0.02 0.02 0.00/0.10 0.20 180.00 — — — — — — — — — 412 10 28.4% 0.02 0.0056 -0.02 0.02 0.00/0.10 0.40 185.00 — — — — — — — — — — — 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.00 200.00 — — — — — — — — — — — — — — — — — — 230.00 76.80 112.20/115.80 0.14 -1.74 0.0024 -0.44 446.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 14.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $114 $138 $163 $187 $212 spot $162.72 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).