IV Skew
-0.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 — 85.4% 0.95 0.0028 -0.11 0.04 44.20/53.00 78.13 135.00 — — — — — — — — — 3 — 86.7% 0.90 0.0049 -0.18 0.07 36.30/43.30 66.86 145.00 0.53 0.05/1.15 0.04 -0.06 0.0036 -0.04 63.0% 1 25 — — — — — — — — — 150.00 0.99 0.35/1.30 0.05 -0.08 0.0049 -0.06 59.7% 19 44 — — — — — — — — — 155.00 2.15 0.35/3.30 0.08 -0.14 0.0072 -0.12 65.1% 5 26 — — — — — — — — — 160.00 2.28 1.80/3.10 0.10 -0.16 0.0091 -0.15 62.3% 2 46 — — — — — — — — — 165.00 2.70 2.50/3.60 0.12 -0.17 0.0115 -0.20 57.7% 1 32 — — — — — — — — — 170.00 4.60 3.50/5.00 0.14 -0.19 0.0138 -0.26 56.2% 1 122 — — — — — — — — — 175.00 5.90 5.30/9.40 0.15 -0.25 0.0138 -0.35 64.6% 18 48 8 2 65.9% 0.58 0.0143 -0.29 0.16 11.00/14.10 14.00 180.00 8.28 7.10/9.00 0.16 -0.23 0.0170 -0.42 55.2% 4 769 3 1 68.0% 0.50 0.0141 -0.31 0.17 8.30/12.80 14.20 185.00 10.30 10.00/11.50 0.17 -0.23 0.0172 -0.51 55.7% 10 82 54 74 64.8% 0.43 0.0145 -0.29 0.16 5.20/10.80 7.60 190.00 9.80 13.00/15.00 0.16 -0.23 0.0164 -0.59 57.1% 3 40 29 6 58.8% 0.34 0.0150 -0.24 0.15 2.90/7.80 12.00 195.00 16.55 14.70/18.40 0.15 -0.19 0.0165 -0.68 51.8% 6 34 76 5 64.4% 0.30 0.0129 -0.25 0.14 2.30/7.40 3.81 200.00 19.15 17.30/22.40 0.15 -0.24 0.0127 -0.69 66.1% 1 73 93 3 66.2% 0.20 0.0102 -0.21 0.12 2.00/4.10 2.50 210.00 27.61 28.10/30.50 0.10 -0.13 0.0103 -0.84 57.1% 2 51 221 8 64.9% 0.12 0.0075 -0.15 0.08 0.80/2.45 1.70 220.00 28.65 34.30/41.80 0.06 -0.06 0.0063 -0.93 53.5% 30 50 343 3 65.6% 0.07 0.0051 -0.10 0.06 0.25/1.60 0.85 230.00 44.20 44.20/50.50 0.10 -0.22 0.0064 -0.84 92.0% 2 109 83 1 68.3% 0.05 0.0035 -0.08 0.04 0.15/1.05 0.60 240.00 49.47 53.10/60.10 0.09 -0.21 0.0054 -0.86 98.7% 4 50
Greeks Profile 2026-09-18 · 19d · σ = 61.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $128 $155 $183 $210 $238 spot $182.71 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).