IV Skew
-5.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 6/17291d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 — 64.8% 0.92 0.0066 -0.11 0.06 26.80/30.40 58.60 130.00 — — — — — — — — — — — — — — — — — — 135.00 0.72 0.00/2.55 0.06 -0.09 0.0087 -0.10 56.6% 1 2 1 — 55.2% 0.84 0.0120 -0.14 0.09 17.90/21.00 42.40 140.00 1.00 0.40/2.20 0.09 -0.13 0.0120 -0.16 57.0% 1 7 — — — — — — — — — 145.00 1.95 1.20/2.25 0.10 -0.12 0.0166 -0.20 46.4% 10 18 7 1 59.1% 0.67 0.0170 -0.21 0.13 10.30/12.90 16.50 150.00 3.10 2.30/4.10 0.13 -0.16 0.0199 -0.31 49.1% 41 589 1 1 50.4% 0.58 0.0216 -0.20 0.14 7.10/10.50 11.80 155.00 4.61 3.60/6.50 0.14 -0.18 0.0212 -0.42 51.2% 2 25 15 1 57.5% 0.48 0.0193 -0.23 0.14 4.80/7.50 7.90 160.00 7.13 6.00/9.10 0.14 -0.18 0.0217 -0.52 51.1% 6 84 19 8 54.8% 0.38 0.0194 -0.20 0.14 2.65/5.20 6.90 165.00 10.80 9.60/12.20 0.14 -0.17 0.0207 -0.63 50.9% 17 100 53 2 57.7% 0.31 0.0170 -0.20 0.13 1.35/4.10 2.95 170.00 9.80 13.10/15.60 0.12 -0.14 0.0187 -0.73 49.5% 1 137 49 1 50.3% 0.20 0.0155 -0.14 0.10 0.60/3.60 2.35 175.00 15.43 16.80/20.40 0.11 -0.15 0.0149 -0.77 56.8% 1 383 35 1 56.1% 0.17 0.0124 -0.14 0.09 0.40/3.40 1.50 180.00 17.00 21.20/24.80 0.10 -0.13 0.0124 -0.82 59.4% 1 52 295 1 58.7% 0.13 0.0101 -0.12 0.08 0.00/1.50 1.19 185.00 24.55 26.00/29.50 0.08 -0.12 0.0103 -0.85 63.5% 15 24 180 1 63.2% 0.11 0.0084 -0.12 0.07 0.00/2.70 0.95 190.00 15.70 30.60/34.30 0.08 -0.12 0.0087 -0.87 67.9% — 1 140 7 67.4% 0.10 0.0071 -0.11 0.06 0.00/2.45 0.85 195.00 27.63 35.50/39.10 0.07 -0.11 0.0074 -0.89 71.6% 1 3
Greeks Profile 2026-09-18 · 19d · σ = 50.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $110 $134 $157 $181 $205 spot $157.43 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).