IV Skew
-0.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 1 364.6% 0.85 0.0015 -1.06 0.10 97.20/101.20 112.00 120.00 — — — — — — — — — — 1 280.7% 0.78 0.0024 -1.03 0.13 70.40/73.90 92.02 150.00 — — — — — — — — — — — — — — — — — — 160.00 2.95 0.00/0.95 0.04 -0.06 0.0032 -0.04 57.4% 3 15 — — — — — — — — — 165.00 1.67 0.00/1.25 0.05 -0.07 0.0044 -0.05 53.7% 2 3 1 3 54.9% 0.91 0.0065 -0.13 0.07 28.40/31.40 45.17 170.00 3.02 1.00/4.10 0.10 -0.18 0.0071 -0.14 70.0% 1 7 3 5 213.7% 0.69 0.0037 -0.93 0.15 47.20/50.90 69.60 175.00 4.10 0.50/1.45 0.08 -0.12 0.0086 -0.11 50.4% 1 — 5 7 69.3% 0.77 0.0100 -0.27 0.13 22.40/24.70 43.30 180.00 2.00 0.05/2.40 0.11 -0.15 0.0113 -0.17 50.9% 1 4 4 4 64.0% 0.72 0.0119 -0.28 0.15 17.70/21.00 34.85 185.00 1.35 1.45/2.40 0.12 -0.14 0.0152 -0.20 41.8% 1 10 9 5 182.2% 0.63 0.0047 -0.86 0.17 34.70/38.40 53.80 190.00 2.55 2.80/3.50 0.15 -0.16 0.0193 -0.28 39.7% 3 9 2 1 41.8% 0.61 0.0208 -0.21 0.17 8.50/9.50 15.20 195.00 4.60 4.40/5.30 0.17 -0.17 0.0222 -0.39 39.1% 1 7 19 1 45.9% 0.50 0.0197 -0.24 0.18 5.60/7.70 9.90 200.00 7.10 6.20/7.60 0.18 -0.17 0.0236 -0.50 38.3% 4 57 170 1 39.9% 0.29 0.0195 -0.17 0.15 2.15/3.10 5.21 210.00 11.20 12.80/14.40 0.15 -0.15 0.0194 -0.71 40.1% 3 11 290 4 46.9% 0.18 0.0128 -0.16 0.12 0.30/2.05 1.47 220.00 20.16 20.80/23.70 0.12 -0.15 0.0127 -0.80 50.0% 2 19 18 1 56.8% 0.14 0.0089 -0.16 0.10 0.00/1.80 1.00 230.00 24.40 27.60/30.50 — 0.03 — -1.00 0.0% 1 1 14 10 50.3% 0.05 0.0049 -0.07 0.05 0.00/1.05 0.42 240.00 22.13 25.70/29.50 — 0.03 — -1.00 0.0% 1 1 74 4 57.6% 0.04 0.0036 -0.07 0.04 0.00/0.95 0.95 250.00 35.00 0.00/0.00 — 0.03 — -1.00 0.0% 1 — 12 1 65.2% 0.04 0.0029 -0.07 0.04 0.00/0.95 1.70 260.00 — — — — — — — — — 5 1 72.5% 0.04 0.0024 -0.07 0.03 0.00/0.95 0.60 270.00 — — — — — — — — — — — — — — — — — — 290.00 59.50 89.50/92.90 0.06 -0.15 0.0030 -0.92 108.5% 1 — — — — — — — — — — 300.00 105.00 0.00/0.00 — 0.04 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 42.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $139 $169 $199 $229 $258 spot $198.73 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).