IV Skew
-0.5%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 6/17291d 9/17383d 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 — — — — — — — — — 290.00 1.75 0.00/2.15 0.07 -0.11 0.0015 -0.04 62.5% 5 5 — — — — — — — — — 300.00 0.12 0.00/1.15 0.08 -0.11 0.0019 -0.04 56.1% 1 4 1 1 52.9% 0.94 0.0027 -0.18 0.10 58.40/61.50 64.99 310.00 0.55 0.00/2.20 0.12 -0.18 0.0030 -0.08 57.4% — 3 4 1 50.2% 0.91 0.0038 -0.22 0.14 48.60/52.20 53.01 320.00 0.49 0.00/0.35 0.05 -0.04 0.0019 -0.02 32.9% 2 58 6 4 42.8% 0.89 0.0051 -0.21 0.16 38.70/42.30 35.65 330.00 0.60 0.00/0.70 0.08 -0.06 0.0037 -0.05 31.0% 8 85 17 1 32.7% 0.88 0.0070 -0.18 0.16 29.60/31.90 28.80 340.00 0.92 0.15/1.35 0.14 -0.10 0.0066 -0.09 29.0% 5 277 15 1 27.2% 0.83 0.0110 -0.19 0.21 19.90/22.50 23.25 350.00 1.65 1.10/1.90 0.19 -0.11 0.0110 -0.14 24.2% 31 232 185 1 22.9% 0.72 0.0173 -0.20 0.28 12.00/13.90 15.40 360.00 3.65 2.65/4.40 0.29 -0.17 0.0167 -0.29 24.2% 28 252 139 2 22.5% 0.53 0.0210 -0.22 0.34 5.80/7.90 7.00 370.00 7.28 6.60/8.80 0.34 -0.20 0.0191 -0.47 24.7% 2 237 307 2 22.2% 0.32 0.0192 -0.19 0.30 2.25/3.90 2.95 380.00 15.60 12.80/14.90 0.31 -0.17 0.0174 -0.66 25.0% 1 172 352 2 24.7% 0.19 0.0131 -0.16 0.23 0.65/2.30 1.49 390.00 21.05 20.70/23.60 0.26 -0.16 0.0124 -0.76 29.4% 2 40 250 14 24.4% 0.09 0.0079 -0.09 0.14 0.30/0.95 0.45 400.00 26.50 29.60/32.20 0.19 -0.11 0.0089 -0.85 30.8% 1 6 172 20 38.3% 0.13 0.0067 -0.19 0.18 0.00/2.35 0.35 410.00 40.00 39.40/42.70 0.19 -0.15 0.0067 -0.86 39.5% 1 7 42 2 43.4% 0.11 0.0052 -0.19 0.16 0.00/2.20 0.54 420.00 52.00 47.90/51.40 0.13 -0.08 0.0047 -0.92 37.8% 1 1 28 20 48.6% 0.10 0.0043 -0.19 0.15 0.00/2.15 0.05 430.00 58.80 58.80/62.90 0.17 -0.18 0.0045 -0.88 52.3% 2 — 4 1 48.1% 0.07 0.0032 -0.14 0.11 0.00/1.35 0.48 440.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 23.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $259 $314 $370 $425 $481 spot $369.90 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).