IV Skew
0.7%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 155.00 0.22 0.00/0.95 0.05 -0.08 0.0052 -0.07 57.5% 10 15 — — — — — — — — — 160.00 1.21 0.00/0.95 0.06 -0.08 0.0067 -0.08 49.9% 3 — 5 5 54.6% 0.86 0.0096 -0.15 0.10 20.10/23.90 21.50 165.00 1.20 0.05/1.30 0.08 -0.09 0.0093 -0.11 46.4% 1 2 4 1 46.5% 0.83 0.0127 -0.15 0.11 15.10/19.00 19.50 170.00 0.48 0.05/1.30 0.09 -0.09 0.0126 -0.13 38.3% 1 1 4 1 35.1% 0.81 0.0181 -0.12 0.12 11.20/13.70 12.90 175.00 1.80 0.55/1.20 0.10 -0.07 0.0185 -0.15 29.2% 1 16 224 1 31.0% 0.72 0.0253 -0.13 0.14 6.90/9.50 7.78 180.00 2.20 1.00/2.90 0.14 -0.12 0.0246 -0.28 32.3% 2 16 12 2 30.1% 0.58 0.0304 -0.14 0.17 3.60/6.30 4.75 185.00 3.74 2.55/5.00 0.17 -0.13 0.0279 -0.42 32.9% 1 16 268 1 29.1% 0.43 0.0316 -0.14 0.17 1.35/3.80 1.65 190.00 6.31 5.30/7.80 0.17 -0.13 0.0275 -0.56 33.6% 1 89 67 3 28.5% 0.28 0.0275 -0.11 0.14 0.10/2.10 0.98 195.00 11.00 8.60/11.30 0.15 -0.12 0.0240 -0.68 34.9% 2 6 58 25 28.9% 0.17 0.0203 -0.08 0.11 0.05/1.15 0.75 200.00 — — — — — — — — — 4 — 36.8% 0.09 0.0106 -0.07 0.07 0.00/0.75 0.31 210.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 31.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $131 $159 $187 $215 $243 spot $186.79 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).