IV Skew
-21.3%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 230.00 2.45 0.00/4.80 0.09 -0.23 0.0024 -0.07 88.0% 1 2 — — — — — — — — — 260.00 5.90 0.00/4.80 0.13 -0.19 0.0053 -0.11 55.0% 1 2 — — — — — — — — — 290.00 6.60 3.50/8.00 0.25 -0.29 0.0128 -0.36 43.9% — 2 — — — — — — — — — 300.00 8.23 8.00/12.00 0.26 -0.28 0.0146 -0.49 41.2% — 1 — — — — — — — — — 310.00 11.70 14.00/18.00 0.25 -0.26 0.0139 -0.64 40.8% 1 — — — — — — — — — — 330.00 19.20 30.00/34.00 0.16 -0.16 0.0086 -0.84 43.0% 1 — 1 — 65.1% 0.11 0.0045 -0.23 0.13 0.00/4.80 6.51 360.00 37.30 59.00/63.30 0.11 -0.14 0.0042 -0.91 59.9% — — 1 — 71.7% 0.10 0.0038 -0.24 0.12 0.00/4.80 4.41 370.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 53.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $209 $254 $298 $343 $388 spot $298.44 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).