IV Skew
6.5%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 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 — — — — — — — — — 140.00 1.00 0.00/0.25 0.01 -0.02 0.0012 -0.01 54.2% — 1 — — — — — — — — — 150.00 1.70 0.00/0.50 0.04 -0.05 0.0037 -0.04 54.1% 1 1 — — — — — — — — — 155.00 0.75 0.00/0.85 0.05 -0.07 0.0056 -0.06 53.3% 3 3 — — — — — — — — — 160.00 0.80 0.00/1.35 0.07 -0.10 0.0080 -0.10 52.2% 1 98 — — — — — — — — — 165.00 0.70 0.25/1.45 0.08 -0.10 0.0106 -0.12 45.0% 6 27 — — — — — — — — — 170.00 1.20 0.80/1.60 0.10 -0.10 0.0148 -0.15 38.0% 2 36 — — — — — — — — — 175.00 2.28 0.40/3.00 0.13 -0.13 0.0193 -0.25 39.3% 5 77 1 — 36.2% 0.65 0.0244 -0.16 0.16 6.90/8.90 12.50 180.00 4.20 3.20/4.70 0.16 -0.15 0.0229 -0.36 38.8% 4 20 6 2 34.9% 0.52 0.0271 -0.17 0.17 3.40/6.00 6.00 185.00 6.30 5.40/7.00 0.17 -0.16 0.0245 -0.48 38.6% 5 13 51 1 36.5% 0.39 0.0250 -0.16 0.16 1.20/4.20 3.22 190.00 9.00 8.20/9.50 0.16 -0.14 0.0252 -0.61 36.1% 1 12 18 3 32.8% 0.25 0.0232 -0.12 0.14 1.40/2.15 1.79 195.00 13.10 11.80/13.50 0.15 -0.13 0.0208 -0.70 39.4% 1 22 190 12 31.7% 0.15 0.0175 -0.09 0.10 0.70/1.10 0.80 200.00 10.00 15.00/18.30 0.13 -0.14 0.0162 -0.75 46.3% 1 9 40 1 35.8% 0.07 0.0085 -0.05 0.05 0.00/0.50 0.28 210.00 18.56 24.00/27.20 0.10 -0.11 0.0110 -0.85 51.2% 1 1 30 2 53.9% 0.09 0.0071 -0.10 0.07 0.00/1.05 0.25 220.00 — — — — — — — — — 67 1 50.6% 0.03 0.0035 -0.04 0.03 0.00/0.70 0.23 230.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 36.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $129 $157 $185 $212 $240 spot $184.64 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).