IV Skew
-1.0%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 2/19174d
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 — 94.1% 0.98 0.0005 -0.12 0.04 138.10/141.90 145.10 250.00 — — — — — — — — — 1 — 82.6% 0.98 0.0007 -0.13 0.05 118.30/122.00 139.10 270.00 — — — — — — — — — 1 1 128.9% 0.82 0.0022 -0.80 0.24 91.80/95.50 88.84 310.00 1.32 0.00/2.15 0.08 -0.11 0.0016 -0.04 58.6% — 1 1 — 58.6% 0.90 0.0032 -0.27 0.16 59.50/62.30 92.10 330.00 2.20 0.00/1.95 0.13 -0.17 0.0030 -0.08 52.2% — 3 — — — — — — — — — 340.00 0.45 0.00/1.75 0.14 -0.14 0.0038 -0.08 43.6% 1 3 4 2 45.7% 0.86 0.0054 -0.27 0.20 40.20/42.90 51.00 350.00 0.50 0.10/2.60 0.18 -0.18 0.0053 -0.12 41.1% 2 4 — — — — — — — — — 360.00 1.20 0.05/3.40 0.22 -0.20 0.0073 -0.16 36.8% 4 11 5 2 36.1% 0.75 0.0097 -0.29 0.29 21.60/25.00 22.30 370.00 2.69 1.85/3.20 0.25 -0.16 0.0110 -0.20 27.7% 1 37 2 — 32.5% 0.65 0.0125 -0.30 0.34 14.40/17.20 40.00 380.00 4.40 3.70/5.10 0.32 -0.18 0.0158 -0.31 24.5% 32 522 103 2 30.4% 0.52 0.0144 -0.30 0.36 8.50/11.00 11.40 390.00 7.80 6.80/9.60 0.36 -0.20 0.0176 -0.48 24.9% 311 1.0k 145 4 28.9% 0.37 0.0144 -0.27 0.34 4.50/6.40 6.50 400.00 10.00 12.80/15.40 0.33 -0.17 0.0167 -0.66 24.1% 16 34 56 4 28.7% 0.24 0.0119 -0.22 0.28 2.00/3.60 3.70 410.00 14.60 20.60/23.00 0.25 -0.11 0.0127 -0.80 24.1% 1 115 296 8 33.9% 0.19 0.0087 -0.22 0.25 0.70/3.10 2.85 420.00 19.40 29.70/32.10 0.19 -0.08 0.0085 -0.88 26.4% — 7 482 1 34.8% 0.13 0.0065 -0.17 0.19 0.20/1.95 1.43 430.00 26.00 39.00/41.90 0.15 -0.07 0.0060 -0.90 30.8% 7 7 55 1 37.2% 0.09 0.0048 -0.14 0.15 0.00/1.45 0.98 440.00 — — — — — — — — — 20 1 39.2% 0.07 0.0036 -0.12 0.12 0.00/1.05 0.70 450.00 40.80 58.60/61.50 0.10 -0.04 0.0033 -0.94 37.4% 1 — 33 2 52.5% 0.10 0.0037 -0.22 0.16 0.00/2.30 0.60 460.00 — — — — — — — — — — — — — — — — — — 470.00 60.10 78.60/82.50 0.14 -0.13 0.0030 -0.92 54.3% 1 — — — — — — — — — — 500.00 64.80 108.60/112.50 0.12 -0.14 0.0021 -0.93 67.2% — —
Greeks Profile 2026-09-18 · 20d · σ = 27.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $273 $331 $389 $448 $506 spot $389.34 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).