IV Skew
0.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 2 1 62.6% 0.96 0.0010 -0.23 0.10 118.40/126.40 109.87 450.00 — — — — — — — — — 5 2 55.0% 0.88 0.0029 -0.45 0.26 70.70/76.20 77.80 500.00 0.80 0.40/1.10 0.11 -0.11 0.0020 -0.04 35.9% 2 62 — — — — — — — — — 510.00 1.19 0.75/1.30 0.14 -0.12 0.0026 -0.05 32.7% 7 357 2 1 47.0% 0.83 0.0042 -0.47 0.32 51.00/57.40 44.51 520.00 1.50 1.40/2.45 0.21 -0.19 0.0039 -0.09 33.5% 9 81 3 8 43.3% 0.80 0.0051 -0.48 0.35 43.30/48.30 49.80 530.00 2.33 2.00/3.40 0.27 -0.23 0.0053 -0.13 31.7% 7 207 8 10 42.2% 0.75 0.0060 -0.52 0.41 35.20/40.60 46.60 540.00 3.95 3.60/5.20 0.35 -0.29 0.0069 -0.19 31.1% 2 157 12 3 37.2% 0.70 0.0074 -0.50 0.44 26.90/31.60 40.00 550.00 5.59 4.90/7.30 0.41 -0.32 0.0087 -0.26 29.7% 4 153 94 6 38.0% 0.62 0.0079 -0.55 0.48 20.40/25.90 20.14 560.00 12.00 8.20/10.10 0.47 -0.34 0.0104 -0.36 28.2% 3 114 22 1 33.5% 0.53 0.0094 -0.50 0.50 15.10/18.20 15.70 570.00 15.15 12.10/14.20 0.50 -0.35 0.0115 -0.46 27.4% 1 67 802 5 31.3% 0.43 0.0099 -0.46 0.50 9.50/12.60 11.45 580.00 22.53 16.00/19.60 0.50 -0.33 0.0114 -0.58 27.0% 5 21 26 26 30.6% 0.34 0.0094 -0.42 0.46 5.60/8.70 8.20 590.00 36.50 20.70/26.20 0.45 -0.29 0.0104 -0.69 27.0% 2 71 1.1k 3 30.3% 0.25 0.0083 -0.36 0.40 2.95/5.90 5.40 600.00 36.95 29.40/34.80 0.40 -0.27 0.0084 -0.76 29.5% 1 32 97 3 30.0% 0.18 0.0068 -0.28 0.33 1.60/3.80 3.80 610.00 53.35 37.70/43.60 0.34 -0.24 0.0068 -0.81 31.5% 1 6 568 3 31.9% 0.14 0.0054 -0.25 0.28 1.30/3.00 2.25 620.00 28.80 47.80/53.30 0.31 -0.24 0.0055 -0.84 35.2% 38 38 650 4 32.8% 0.10 0.0042 -0.21 0.22 0.05/2.15 1.21 630.00 69.12 56.90/62.60 0.27 -0.21 0.0045 -0.87 37.3% 1 3 80 4 37.7% 0.10 0.0036 -0.23 0.22 0.00/2.45 0.87 640.00 — — — — — — — — — 112 8 37.6% 0.07 0.0028 -0.18 0.17 0.00/1.65 0.61 650.00 — — — — — — — — — — — — — — — — — — 660.00 45.70 85.60/93.00 0.24 -0.26 0.0030 -0.89 50.3% — — — — — — — — — — — 710.00 177.70 0.00/0.00 — 0.09 — -1.00 0.0% — —
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 $400 $485 $571 $656 $742 spot $570.76 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).