IV Skew
42.8%
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 — — — — — — — — — 175.00 0.95 0.00/2.40 0.04 -0.15 0.0007 -0.03 135.8% 1 4 2 1 417.7% 0.84 0.0009 -1.85 0.16 156.00/160.30 189.60 180.00 1.75 0.00/2.50 0.04 -0.16 0.0008 -0.03 130.7% 1 5 — — — — — — — — — 185.00 2.20 0.00/2.60 0.05 -0.16 0.0008 -0.03 125.6% 1 5 2 1 316.3% 0.84 0.0012 -1.43 0.16 133.50/137.90 100.60 190.00 2.60 0.00/2.70 0.05 -0.16 0.0009 -0.03 120.6% 1 2 — — — — — — — — — 195.00 2.70 0.00/2.85 0.05 -0.17 0.0010 -0.04 116.0% 1 1 1 — 295.8% 0.83 0.0013 -1.41 0.17 124.00/128.30 92.00 200.00 — — — — — — — — — 1 — 274.8% 0.81 0.0015 -1.38 0.18 114.50/118.20 83.50 210.00 — — — — — — — — — 29 — 0.0% 1.00 — -0.03 — 33.70/37.50 23.40 260.00 34.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — 21 10 222.7% 0.68 0.0024 -1.49 0.24 70.50/74.80 114.25 270.00 — — — — — — — — — 38 — 57.2% 0.72 0.0088 -0.38 0.22 24.40/28.40 16.30 280.00 3.96 2.75/4.90 0.21 -0.25 0.0101 -0.24 45.9% 2 2 384 392 194.7% 0.61 0.0030 -1.39 0.25 54.30/58.40 81.60 290.00 6.51 6.20/8.50 0.25 -0.31 0.0121 -0.36 46.6% 2 2 — — 0.4% 0.07 0.5434 -0.00 0.09 0.00/0.00 25.59 300.00 10.05 10.50/13.10 0.26 -0.32 0.0130 -0.48 46.1% 1 58 — 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.10 310.00 14.82 16.80/19.00 0.25 -0.30 0.0126 -0.61 45.9% 1 451 4 2 49.6% 0.29 0.0105 -0.33 0.23 3.40/5.90 4.92 320.00 — — — — — — — — — 36 2 50.9% 0.21 0.0086 -0.28 0.19 1.60/4.00 3.14 330.00 18.20 31.00/34.90 0.19 -0.23 0.0086 -0.79 50.2% — 1 651 2 59.1% 0.18 0.0068 -0.30 0.18 0.20/3.90 2.96 340.00 23.70 39.90/43.60 0.15 -0.18 0.0067 -0.85 51.3% — 1 5 1 60.4% 0.14 0.0055 -0.25 0.15 0.00/2.80 17.56 350.00 — — — — — — — — — 3 1 55.7% 0.08 0.0039 -0.15 0.10 0.00/2.65 3.33 360.00 57.10 0.00/0.00 — 0.04 — -1.00 0.0% — — 3 1 61.4% 0.07 0.0033 -0.15 0.09 0.00/2.60 2.18 370.00 29.01 63.60/66.60 — 0.05 — -1.00 0.0% 2 1 — — — — — — — — — 400.00 144.00 117.00/120.70 0.23 -1.04 0.0030 -0.71 171.8% — — — — — — — — — — — 420.00 164.00 136.30/140.50 0.22 -1.07 0.0027 -0.73 184.1% — —
Greeks Profile 2026-09-18 · 18d · σ = 23.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $209 $254 $299 $344 $389 spot $298.96 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).