IV Skew
0.1%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 81 71 55.5% 0.97 0.0030 -0.05 0.03 34.10/36.70 44.46 135.00 1.20 0.05/1.70 0.04 -0.08 0.0043 -0.06 68.0% 2 19 14 2 56.2% 0.95 0.0051 -0.08 0.04 29.40/32.10 25.70 140.00 0.80 0.35/2.40 0.06 -0.11 0.0061 -0.09 67.2% 1 17 2 1 58.9% 0.90 0.0078 -0.12 0.07 25.20/27.80 21.50 145.00 3.75 1.00/3.40 0.08 -0.14 0.0081 -0.13 67.7% 3 513 14 1 57.7% 0.85 0.0104 -0.15 0.09 20.50/24.00 19.90 150.00 5.50 0.70/3.80 0.09 -0.14 0.0104 -0.15 58.3% 4 15 13 3 56.6% 0.79 0.0132 -0.18 0.11 16.50/20.10 11.20 155.00 5.00 2.20/4.40 0.11 -0.16 0.0131 -0.21 57.1% 1 2 85 8 58.0% 0.71 0.0153 -0.22 0.13 13.50/16.60 14.25 160.00 5.30 3.50/5.70 0.13 -0.19 0.0159 -0.29 55.3% 3 6 266 242 54.5% 0.63 0.0179 -0.22 0.15 10.10/12.90 11.22 165.00 5.80 5.00/7.80 0.15 -0.20 0.0180 -0.37 54.3% 1 6 21 2 55.5% 0.53 0.0185 -0.24 0.15 7.70/10.40 9.20 170.00 16.84 7.50/10.40 0.15 -0.21 0.0185 -0.47 55.2% — 52 54 19 56.4% 0.44 0.0180 -0.24 0.15 5.80/8.30 12.30 175.00 — — — — — — — — — 36 3 55.2% 0.36 0.0174 -0.22 0.14 3.80/6.40 5.71 180.00 24.23 14.00/16.40 0.15 -0.20 0.0171 -0.64 56.2% 39 42 12 2 60.1% 0.30 0.0149 -0.22 0.13 2.75/6.10 3.90 185.00 22.50 17.50/20.00 0.13 -0.17 0.0156 -0.72 55.8% — 20 19 9 59.6% 0.23 0.0132 -0.19 0.12 2.35/4.10 3.00 190.00 — — — — — — — — — 47 54 57.5% 0.17 0.0113 -0.15 0.10 1.25/3.00 2.65 195.00 — — — — — — — — — 68 2 59.2% 0.13 0.0093 -0.13 0.08 0.80/2.50 2.75 200.00 55.50 30.40/32.90 0.08 -0.11 0.0094 -0.86 59.9% — 1 24 2 62.6% 0.08 0.0063 -0.10 0.06 0.80/1.25 1.00 210.00 67.80 39.50/42.70 0.06 -0.08 0.0065 -0.91 64.5% — 2 2 1 64.1% 0.05 0.0040 -0.07 0.04 0.10/1.05 1.12 220.00 51.50 49.50/52.30 0.05 -0.07 0.0048 -0.93 71.4% — 72
Greeks Profile 2026-09-18 · 19d · σ = 55.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $119 $145 $170 $196 $221 spot $170.06 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).