IV Skew
13.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 6/17291d +1 more 2027-12-17 (474d)
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 — 65.1% 0.96 0.0036 -0.06 0.03 32.50/36.50 42.54 120.00 — — — — — — — — — 7 2 52.1% 0.93 0.0070 -0.08 0.04 22.80/26.60 25.70 130.00 — — — — — — — — — 1 — 52.4% 0.81 0.0147 -0.14 0.10 13.60/16.30 17.90 140.00 0.65 0.00/1.55 0.08 -0.10 0.0152 -0.16 45.2% 12 1 12 1 51.5% 0.72 0.0185 -0.17 0.12 8.70/12.60 10.10 145.00 1.15 0.00/2.90 0.11 -0.13 0.0199 -0.26 46.2% 12 6 7 18 37.5% 0.65 0.0281 -0.14 0.13 5.40/7.60 10.64 150.00 1.80 0.75/3.00 0.13 -0.11 0.0310 -0.34 33.5% 5 372 39 6 31.6% 0.49 0.0359 -0.13 0.14 3.30/4.10 3.39 155.00 4.10 3.70/5.10 0.14 -0.11 0.0355 -0.51 32.0% 6 333 25 11 33.1% 0.33 0.0312 -0.12 0.13 1.15/2.45 1.85 160.00 8.47 6.10/8.70 0.13 -0.11 0.0296 -0.65 35.5% 2 543 21 1 32.4% 0.19 0.0242 -0.09 0.10 0.30/1.20 0.80 165.00 8.67 10.20/12.80 0.11 -0.09 0.0229 -0.76 38.6% 1 3 9 1 48.9% 0.21 0.0168 -0.13 0.10 0.20/2.00 0.25 170.00 8.70 14.00/17.30 0.09 -0.08 0.0171 -0.83 42.4% 4 2 39 3 36.1% 0.07 0.0106 -0.05 0.05 0.00/0.40 0.20 175.00 17.10 18.90/22.80 0.09 -0.12 0.0133 -0.82 55.7% 1 — 33 2 54.6% 0.12 0.0105 -0.10 0.07 0.00/1.15 1.50 180.00 — — — — — — — — — 15 3 51.6% 0.07 0.0074 -0.07 0.05 0.00/1.15 0.18 185.00 — — — — — — — — — 24 1 54.9% 0.06 0.0058 -0.06 0.04 0.00/0.95 0.25 190.00 32.09 33.90/37.90 0.08 -0.14 0.0082 -0.86 78.2% 1 — — — — — — — — — — 195.00 37.15 38.90/42.90 0.08 -0.15 0.0072 -0.87 84.6% 1 — — — — — — — — — — 220.00 43.80 63.90/67.90 0.06 -0.16 0.0046 -0.89 112.5% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 31.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $108 $131 $154 $177 $200 spot $154.06 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).