IV Skew
-1.2%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 4/16230d 6/17292d 8/20356d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 34 10 64.1% 0.97 0.0014 -0.11 0.05 75.00/79.00 65.50 250.00 0.25 0.00/1.20 0.05 -0.07 0.0013 -0.03 61.6% 200 273 27 4 60.2% 0.96 0.0020 -0.14 0.07 65.50/69.10 55.00 260.00 0.55 0.00/0.95 0.04 -0.06 0.0015 -0.03 51.7% 7 201 59 46 51.4% 0.95 0.0026 -0.13 0.08 55.50/59.00 61.55 270.00 0.42 0.10/2.30 0.09 -0.11 0.0028 -0.06 53.7% 1 46 84 1 60.8% 0.88 0.0044 -0.26 0.15 46.00/49.60 56.20 280.00 0.50 0.00/2.85 0.15 -0.21 0.0043 -0.11 57.8% 14 115 31 1 56.1% 0.84 0.0058 -0.29 0.19 37.00/40.60 50.44 290.00 2.19 1.30/3.40 0.17 -0.22 0.0058 -0.14 51.2% 136 12 37 3 52.9% 0.78 0.0074 -0.33 0.23 29.30/32.30 31.47 300.00 3.60 3.20/5.70 0.23 -0.28 0.0075 -0.22 51.5% 168 144 42 1 52.1% 0.69 0.0088 -0.38 0.27 21.50/25.30 24.90 310.00 6.37 5.20/7.20 0.26 -0.28 0.0098 -0.29 45.5% 1.5k 15 126 1 50.7% 0.60 0.0100 -0.40 0.30 15.00/19.00 18.05 320.00 9.90 8.60/11.40 0.29 -0.32 0.0109 -0.40 46.3% 3 361 151 4 48.4% 0.49 0.0108 -0.39 0.30 10.10/13.40 12.95 330.00 14.20 13.20/16.40 0.30 -0.33 0.0113 -0.51 46.1% 82 54 67 13 46.7% 0.38 0.0107 -0.35 0.29 5.80/9.00 8.12 340.00 20.51 19.20/22.60 0.29 -0.31 0.0108 -0.62 46.2% 69 31 1.4k 30 49.7% 0.30 0.0092 -0.34 0.27 2.85/6.90 5.64 350.00 26.30 26.10/29.10 0.25 -0.24 0.0099 -0.73 43.9% 13 38 101 13 51.0% 0.23 0.0078 -0.30 0.23 0.95/5.00 3.46 360.00 34.80 34.10/37.80 0.22 -0.22 0.0080 -0.79 46.9% 49 43 312 7 51.8% 0.17 0.0064 -0.26 0.19 0.20/3.50 3.80 370.00 — — — — — — — — — 13 5 55.9% 0.14 0.0052 -0.24 0.17 0.00/3.00 1.64 380.00 53.40 52.30/56.00 0.15 -0.15 0.0050 -0.88 51.4% 2 1 10 1 51.2% 0.08 0.0038 -0.15 0.11 0.00/2.85 0.53 390.00 — — — — — — — — — 17 1 54.9% 0.07 0.0031 -0.14 0.10 0.00/2.50 0.80 400.00 83.20 71.80/75.50 0.12 -0.13 0.0034 -0.92 59.4% 1 2 — — — — — — — — — 410.00 145.40 80.20/84.30 0.06 -0.03 0.0019 -0.97 51.4% 1 —
Greeks Profile 2026-09-18 · 20d · σ = 47.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $228 $277 $326 $375 $424 spot $326.26 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).