IV Skew
-0.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 6/17291d +2 more 2027-09-17 (383d) 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 256 1 56.8% 0.96 0.0032 -0.07 0.04 37.10/40.60 31.95 155.00 0.25 0.00/2.00 0.05 -0.09 0.0041 -0.06 65.8% 10 202 240 6 64.7% 0.91 0.0055 -0.13 0.07 32.60/34.80 26.90 160.00 0.28 0.00/0.20 0.02 -0.02 0.0026 -0.02 41.7% 2 213 1.0k 1 49.1% 0.93 0.0061 -0.09 0.06 27.30/29.20 28.51 165.00 0.15 0.00/0.20 0.02 -0.02 0.0034 -0.02 35.9% 5 305 157 1 45.6% 0.90 0.0084 -0.11 0.07 22.80/24.50 24.50 170.00 0.26 0.15/0.35 0.04 -0.03 0.0059 -0.04 33.7% 2 346 240 1 41.9% 0.87 0.0116 -0.12 0.09 17.70/19.90 19.70 175.00 0.47 0.30/0.60 0.06 -0.05 0.0099 -0.07 31.4% 11 143 269 1 38.5% 0.81 0.0159 -0.14 0.12 13.40/15.50 14.34 180.00 0.80 0.50/1.15 0.10 -0.07 0.0163 -0.13 30.2% 27 1.2k 159 2 30.8% 0.76 0.0231 -0.13 0.14 9.20/10.70 9.71 185.00 1.64 1.35/1.75 0.13 -0.08 0.0248 -0.21 26.6% 2 295 352 11 27.6% 0.63 0.0309 -0.13 0.17 5.90/6.90 6.50 190.00 3.00 2.60/3.40 0.17 -0.11 0.0319 -0.36 26.6% 1 17 275 1 30.7% 0.48 0.0295 -0.15 0.18 3.50/4.90 4.00 195.00 5.10 4.60/6.10 0.18 -0.12 0.0321 -0.53 28.1% 1 14 432 12 27.4% 0.32 0.0295 -0.12 0.16 1.85/2.50 1.92 200.00 14.80 7.60/9.40 0.16 -0.10 0.0284 -0.67 28.8% 8 8 115 11 27.9% 0.11 0.0152 -0.06 0.08 0.30/0.70 0.70 210.00 — — — — — — — — — 3 — 49.8% 0.14 0.0104 -0.13 0.10 0.00/1.75 0.45 220.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 29.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $135 $164 $193 $222 $251 spot $193.33 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).