IV Skew
2.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 2/19173d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 58.8% 0.91 0.0010 -0.77 0.43 186.00/194.40 330.20 1000.00 — — — — — — — — — 1 — 181.4% 0.72 0.0007 -4.43 0.91 279.00/289.00 265.10 1020.00 — — — — — — — — — — 2 0.0% 1.00 — -0.13 — 0.00/0.00 214.00 1040.00 — — — — — — — — — 5 1 114.8% 0.72 0.0011 -2.86 0.92 191.00/201.00 226.70 1060.00 — — — — — — — — — — — — — — — — — — 1110.00 8.15 3.00/10.90 0.70 -0.60 0.0028 -0.18 33.9% 1 440 59 — 51.0% 0.72 0.0025 -1.33 0.92 88.00/95.30 220.00 1120.00 9.00 5.00/12.40 0.76 -0.63 0.0032 -0.20 32.9% 1 65 — — — — — — — — — 1130.00 11.10 7.00/14.40 0.83 -0.67 0.0035 -0.23 32.1% 6 4 1 — 93.2% 0.62 0.0015 -2.60 1.03 123.10/133.00 175.00 1140.00 11.50 8.30/18.00 0.90 -0.74 0.0038 -0.28 32.8% 1 34 — — — — — — — — — 1150.00 16.22 13.40/19.30 0.95 -0.72 0.0042 -0.31 30.7% 1 308 1 — 195.1% 0.61 0.0007 -5.40 1.04 226.00/234.50 310.10 1160.00 23.00 14.60/23.70 1.01 -0.77 0.0044 -0.35 31.3% 1 71 — — — — — — — — — 1170.00 25.00 19.70/26.00 1.04 -0.75 0.0048 -0.39 29.6% 1 4 3 1 43.4% 0.55 0.0034 -1.30 1.07 45.60/52.10 102.90 1180.00 28.04 23.80/31.60 1.07 -0.79 0.0048 -0.44 30.5% 3 9 2 1 30.8% 0.51 0.0048 -0.94 1.08 26.20/33.00 33.56 1190.00 32.79 28.80/34.90 1.08 -0.74 0.0051 -0.49 28.9% 1 23 106 1 31.2% 0.46 0.0047 -0.95 1.07 21.20/29.00 27.70 1200.00 38.50 33.70/41.70 1.07 -0.76 0.0049 -0.54 30.0% 75 84 2 2 32.0% 0.42 0.0045 -0.95 1.06 16.20/25.90 31.50 1210.00 43.67 39.40/48.00 1.05 -0.75 0.0048 -0.59 30.3% 22 23 10 1 30.7% 0.37 0.0045 -0.88 1.02 14.00/20.90 40.70 1220.00 33.65 45.50/53.50 1.01 -0.68 0.0047 -0.64 29.4% 1 7 — 1 30.6% 0.32 0.0043 -0.83 0.97 11.90/17.60 14.25 1230.00 35.10 51.10/60.30 0.96 -0.64 0.0045 -0.68 29.3% 1 3 23 1 29.1% 0.27 0.0042 -0.73 0.90 9.10/13.40 11.25 1240.00 61.49 59.20/67.70 0.90 -0.59 0.0042 -0.72 29.4% 3 5 141 61 29.2% 0.24 0.0039 -0.67 0.83 6.20/11.20 13.83 1250.00 73.50 67.80/75.10 0.83 -0.52 0.0039 -0.77 29.1% 3 2 7 1 29.7% 0.20 0.0035 -0.63 0.77 2.80/9.60 40.50 1260.00 59.40 75.60/83.30 0.76 -0.46 0.0035 -0.80 29.3% 45 53
Greeks Profile 2026-09-18 · 19d · σ = 29.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $830 $1008 $1186 $1364 $1542 spot $1185.97 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).