IV Skew
-0.8%
25Δ put − call
Expiry 9/1819d 10/1647d 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 9 — 63.7% 0.97 0.0019 -0.08 0.04 54.00/57.80 39.24 185.00 0.10 0.00/0.40 0.02 -0.02 0.0011 -0.01 53.2% 4 492 58 59 61.1% 0.96 0.0025 -0.10 0.05 49.20/52.90 23.30 190.00 0.11 0.00/0.50 0.02 -0.03 0.0015 -0.02 50.3% 4 56 7 1 53.8% 0.96 0.0028 -0.09 0.04 44.20/47.70 31.00 195.00 0.15 0.00/0.65 0.05 -0.06 0.0028 -0.04 54.3% 6 520 16 1 68.4% 0.90 0.0047 -0.20 0.10 39.30/42.70 33.48 200.00 0.30 0.00/0.20 0.02 -0.02 0.0020 -0.02 39.3% 1 1.1k 262 1 57.4% 0.87 0.0068 -0.20 0.12 29.50/33.00 28.80 210.00 0.40 0.00/0.65 0.06 -0.06 0.0052 -0.05 38.3% 1 47 281 1 44.9% 0.83 0.0104 -0.19 0.14 19.80/23.20 18.65 220.00 0.70 0.40/1.25 0.10 -0.09 0.0102 -0.11 33.4% 6 167 114 2 38.6% 0.72 0.0160 -0.21 0.19 11.30/14.80 11.00 230.00 2.05 0.80/2.35 0.16 -0.11 0.0197 -0.22 27.5% 6 128 192 6 29.7% 0.54 0.0244 -0.19 0.22 4.90/7.00 5.90 240.00 6.62 4.40/6.80 0.22 -0.16 0.0239 -0.46 30.3% 11 82 1.0k 52 28.3% 0.29 0.0222 -0.15 0.19 0.55/2.90 2.45 250.00 20.50 9.90/12.70 0.19 -0.12 0.0218 -0.70 29.0% 1 2 23 2 36.2% 0.19 0.0136 -0.15 0.15 0.00/2.15 0.70 260.00 — — — — — — — — — 8 8 33.2% 0.07 0.0075 -0.07 0.07 0.00/0.65 2.18 270.00 — — — — — — — — — 3 1 40.9% 0.06 0.0052 -0.07 0.06 0.00/0.65 0.20 280.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 30.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $168 $204 $240 $276 $312 spot $240.33 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).