IV Skew
-13.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 4/16229d +2 more 2027-05-21 (264d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 21 95.5% 0.97 0.0026 -0.06 0.02 37.70/41.50 34.14 85.00 0.40 0.00/0.35 0.01 -0.02 0.0016 -0.01 79.7% 1 23 13 2 86.8% 0.96 0.0036 -0.07 0.03 32.80/36.60 35.51 90.00 0.25 0.00/0.85 0.02 -0.04 0.0032 -0.03 81.3% 1 130 51 84 78.9% 0.94 0.0051 -0.08 0.03 28.00/31.70 27.16 95.00 0.40 0.20/0.70 0.02 -0.04 0.0043 -0.04 70.7% 26 266 88 1 71.2% 0.92 0.0072 -0.09 0.04 23.20/26.90 26.30 100.00 0.60 0.40/0.80 0.03 -0.05 0.0064 -0.06 63.6% 14 453 102 20 68.1% 0.88 0.0104 -0.11 0.06 18.70/22.50 21.88 105.00 1.15 0.90/1.50 0.05 -0.09 0.0102 -0.11 63.6% 3 105 308 8 67.3% 0.81 0.0142 -0.15 0.08 15.30/17.90 16.85 110.00 2.00 1.60/2.85 0.07 -0.12 0.0145 -0.18 64.3% 12 133 165 29 63.4% 0.73 0.0184 -0.17 0.09 10.90/14.50 13.88 115.00 2.77 1.95/3.60 0.09 -0.13 0.0201 -0.25 55.3% 12 102 67 69 65.7% 0.62 0.0204 -0.19 0.11 8.40/11.40 10.51 120.00 5.40 3.00/5.50 0.11 -0.14 0.0253 -0.36 52.2% 11 172 990 37 66.6% 0.52 0.0211 -0.20 0.11 5.80/9.20 7.79 125.00 5.80 6.00/9.10 0.11 -0.17 0.0236 -0.49 59.6% 10 101 275 13 65.9% 0.41 0.0209 -0.20 0.11 3.80/7.00 5.55 130.00 10.90 9.20/11.90 0.11 -0.16 0.0229 -0.60 59.5% 1 162 432 9 64.5% 0.32 0.0194 -0.18 0.10 3.10/4.30 3.75 135.00 18.50 12.50/15.10 0.10 -0.13 0.0211 -0.71 57.1% 1 141 1.2k 2 68.5% 0.25 0.0163 -0.17 0.09 1.75/4.10 4.17 140.00 18.25 16.40/19.40 0.08 -0.11 0.0172 -0.79 58.7% 2 18 83 1 68.5% 0.18 0.0137 -0.14 0.08 0.35/3.70 2.17 145.00 20.61 21.00/24.10 0.07 -0.10 0.0137 -0.84 64.0% 3 3 334 8 67.3% 0.13 0.0109 -0.11 0.06 0.40/2.20 1.45 150.00 25.40 24.70/28.50 0.04 -0.05 0.0097 -0.91 57.3% 1 33 179 2 65.0% 0.08 0.0080 -0.07 0.04 0.60/0.90 0.85 155.00 35.25 29.40/32.90 0.02 -0.01 0.0055 -0.96 52.4% 1 54 231 1 68.3% 0.06 0.0063 -0.06 0.03 0.20/1.00 0.95 160.00 41.18 34.20/37.70 0.06 -0.13 0.0084 -0.87 90.5% 1 262
Greeks Profile 2026-09-18 · 19d · σ = 63.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $87 $106 $124 $143 $161 spot $124.12 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).