IV Skew
-2.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d 12/17474d 1/21509d +1 more 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 34 12 93.3% 0.95 0.0038 -0.09 0.03 35.50/38.50 41.15 95.00 0.20 0.05/0.50 0.02 -0.03 0.0024 -0.02 74.2% 12 287 191 17 85.8% 0.93 0.0051 -0.10 0.04 30.80/33.60 39.10 100.00 0.48 0.30/0.65 0.03 -0.05 0.0040 -0.04 71.5% 20 449 374 5 80.2% 0.91 0.0070 -0.12 0.05 26.20/28.90 36.62 105.00 0.75 0.75/1.00 0.04 -0.07 0.0063 -0.07 70.6% 380 368 1.6k 2 77.2% 0.86 0.0094 -0.14 0.07 21.90/24.50 34.50 110.00 1.65 1.30/2.10 0.06 -0.11 0.0094 -0.12 72.6% 70 1.0k 2.0k 1 78.2% 0.80 0.0120 -0.18 0.08 18.50/20.40 25.61 115.00 2.82 2.40/2.85 0.08 -0.14 0.0124 -0.18 70.9% 21 569 147 3 77.7% 0.73 0.0143 -0.21 0.10 15.00/16.90 16.80 120.00 4.00 3.70/4.30 0.10 -0.17 0.0154 -0.26 70.3% 58 256 1.2k 625 73.8% 0.65 0.0168 -0.22 0.11 11.40/13.50 12.29 125.00 5.80 5.50/6.20 0.11 -0.20 0.0176 -0.35 70.1% 46 1.4k 1.7k 72 73.7% 0.56 0.0179 -0.24 0.12 9.20/10.40 9.50 130.00 8.20 7.70/8.40 0.12 -0.21 0.0191 -0.44 69.1% 17 399 1.0k 20 73.4% 0.47 0.0181 -0.24 0.12 7.00/8.10 7.50 135.00 11.25 10.20/11.70 0.12 -0.21 0.0190 -0.53 70.0% 21 1.2k 3.7k 150 73.1% 0.38 0.0175 -0.23 0.11 5.30/6.10 5.41 140.00 14.42 13.40/14.90 0.11 -0.20 0.0181 -0.62 69.9% 7 332 6.2k 1.0k 73.0% 0.31 0.0161 -0.21 0.11 4.00/4.50 4.60 145.00 14.80 16.40/18.80 0.10 -0.17 0.0167 -0.71 68.7% 2 123 1.2k 37 73.7% 0.24 0.0142 -0.18 0.09 2.70/3.70 3.10 150.00 17.60 20.30/22.50 0.09 -0.14 0.0146 -0.78 67.3% 1 28 1.8k 347 78.4% 0.20 0.0120 -0.18 0.08 2.20/3.30 2.36 155.00 21.40 24.40/27.00 0.07 -0.12 0.0121 -0.84 68.3% 62 151 636 44 76.4% 0.15 0.0102 -0.14 0.07 1.45/2.30 1.71 160.00 27.40 28.80/31.40 0.06 -0.09 0.0097 -0.88 67.9% 8 40 596 4 73.9% 0.10 0.0081 -0.11 0.05 0.90/1.50 1.35 165.00 25.20 33.30/35.90 0.04 -0.06 0.0073 -0.92 66.2% 1 23 734 48 78.9% 0.09 0.0069 -0.10 0.05 0.75/1.45 1.00 170.00 50.75 37.70/40.80 0.03 -0.03 0.0050 -0.95 63.8% 1 7
Greeks Profile 2026-09-18 · 19d · σ = 71.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $92 $111 $131 $151 $171 spot $131.17 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).