IV Skew
-1.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
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 2 93.8% 0.93 0.0031 -0.20 0.07 50.50/54.70 36.23 165.00 — — — — — — — — — — — — — — — — — — 170.00 10.00 7.50/12.10 0.13 -0.53 0.0036 -0.18 152.1% 5 5 14 1 64.1% 0.95 0.0035 -0.11 0.05 41.50/45.70 11.26 175.00 4.20 0.00/4.80 0.08 -0.19 0.0043 -0.10 82.2% 1 1 27 5 72.9% 0.90 0.0051 -0.19 0.09 36.00/39.90 23.49 180.00 34.14 0.25/2.00 0.06 -0.10 0.0044 -0.07 59.9% 1 1 2 1 66.2% 0.88 0.0061 -0.19 0.09 31.00/35.00 19.80 185.00 1.91 0.00/4.80 0.10 -0.17 0.0061 -0.12 66.6% 1 4 37 1 61.8% 0.86 0.0075 -0.21 0.11 26.00/30.40 25.30 190.00 1.00 0.35/4.80 0.11 -0.17 0.0075 -0.14 60.4% 2 2 1 1 57.6% 0.83 0.0092 -0.22 0.12 21.50/25.90 9.63 195.00 48.03 0.00/4.80 0.11 -0.15 0.0094 -0.15 51.2% — 1 15 7 53.2% 0.79 0.0113 -0.23 0.14 17.00/21.50 19.82 200.00 2.50 1.10/2.50 0.12 -0.15 0.0121 -0.17 44.1% 1 3 16 1 46.0% 0.66 0.0164 -0.24 0.18 9.00/13.50 14.30 210.00 6.27 1.00/5.70 0.18 -0.21 0.0167 -0.33 45.2% — 1 23 1 42.2% 0.48 0.0195 -0.24 0.19 3.00/7.50 6.87 220.00 60.50 0.00/0.00 — 0.03 — -1.00 0.0% — — 9 6 46.7% 0.32 0.0159 -0.23 0.17 0.00/4.80 3.20 230.00 — — — — — — — — — 1 — 46.5% 0.19 0.0121 -0.17 0.13 0.00/2.50 1.05 240.00 — — — — — — — — — 33 1 57.0% 0.16 0.0087 -0.19 0.12 0.00/4.80 1.01 250.00 — — — — — — — — — 12 — 76.4% 0.12 0.0054 -0.21 0.10 0.00/4.80 0.32 270.00 — — — — — — — — — 1 — 85.1% 0.11 0.0046 -0.22 0.09 0.00/4.80 1.75 280.00 — — — — — — — — — 1 — 93.2% 0.10 0.0039 -0.22 0.09 0.00/4.80 1.95 290.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 21.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $152 $185 $218 $250 $283 spot $217.65 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).