IV Skew
-0.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 9/17383d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 1 47.5% 0.99 0.0008 -0.06 0.02 67.10/70.90 75.19 260.00 0.17 0.00/2.20 0.07 -0.11 0.0018 -0.04 63.6% 6 88 3 1 43.5% 0.98 0.0013 -0.07 0.03 57.50/61.00 63.40 270.00 0.15 0.05/2.00 0.07 -0.10 0.0022 -0.04 54.6% 3 108 31 1 62.1% 0.90 0.0038 -0.25 0.14 50.40/53.70 73.50 280.00 0.33 0.00/2.45 0.12 -0.19 0.0037 -0.09 58.4% 1 299 38 1 30.2% 0.98 0.0025 -0.07 0.04 38.40/41.00 31.00 290.00 0.69 0.30/1.00 0.09 -0.09 0.0040 -0.06 38.5% 8 433 116 2 46.0% 0.84 0.0070 -0.25 0.18 31.80/34.30 40.00 300.00 0.81 0.30/1.20 0.11 -0.09 0.0062 -0.08 32.2% 6 422 184 1 40.9% 0.78 0.0097 -0.27 0.22 22.70/25.50 21.15 310.00 2.07 1.40/2.10 0.17 -0.13 0.0106 -0.15 28.9% 22 235 126 1 35.8% 0.68 0.0132 -0.28 0.27 14.60/17.30 13.50 320.00 3.59 3.40/4.20 0.25 -0.17 0.0162 -0.28 27.3% 6 381 670 14 30.8% 0.54 0.0171 -0.26 0.30 8.50/10.10 9.55 330.00 8.30 5.20/8.30 0.30 -0.20 0.0192 -0.46 27.3% 41 475 1.9k 94 29.4% 0.36 0.0169 -0.23 0.28 3.00/5.50 5.00 340.00 17.20 11.10/14.50 0.28 -0.18 0.0175 -0.64 28.4% 100 228 663 37 28.9% 0.21 0.0134 -0.18 0.22 1.65/2.75 2.50 350.00 23.79 18.90/21.50 0.21 -0.11 0.0137 -0.81 26.5% 1 349 1.2k 5 31.8% 0.13 0.0091 -0.14 0.16 0.60/1.75 0.35 360.00 31.10 27.60/30.20 0.12 -0.04 0.0081 -0.91 26.3% 1 11 1.2k 6 34.0% 0.08 0.0060 -0.11 0.12 0.05/1.10 0.25 370.00 46.60 37.20/40.00 0.09 -0.03 0.0053 -0.94 30.5% 1 5 453 19 41.1% 0.08 0.0048 -0.12 0.11 0.00/1.25 0.20 380.00 57.00 47.10/50.80 0.12 -0.09 0.0050 -0.91 42.9% 5 6 572 7 46.2% 0.07 0.0038 -0.12 0.10 0.00/1.20 0.10 390.00 65.70 57.10/60.80 0.11 -0.10 0.0040 -0.92 48.7% 21 7 570 2 34.1% 0.01 0.0009 -0.02 0.02 0.00/0.10 0.05 400.00 72.50 67.10/70.80 0.10 -0.10 0.0034 -0.93 54.1% 5 5 263 2 51.5% 0.04 0.0022 -0.09 0.06 0.00/0.75 0.25 410.00 87.06 77.10/80.30 0.08 -0.06 0.0025 -0.95 54.4% 2 2
Greeks Profile 2026-09-18 · 19d · σ = 29.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $231 $281 $331 $380 $430 spot $330.69 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).