IV Skew
5.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 14 1 74.2% 0.93 0.0021 -0.26 0.11 77.90/82.50 38.25 300.00 2.05 0.00/2.50 0.08 -0.14 0.0017 -0.05 64.7% 5 80 23 1 62.3% 0.94 0.0024 -0.22 0.11 66.90/72.60 42.83 310.00 1.05 0.70/2.65 0.10 -0.17 0.0024 -0.06 61.2% 5 71 27 2 61.8% 0.90 0.0033 -0.28 0.14 57.20/64.40 52.24 320.00 3.21 0.00/7.70 0.16 -0.30 0.0034 -0.12 67.7% 1 44 38 3 59.8% 0.87 0.0043 -0.34 0.18 49.00/55.00 45.75 330.00 4.10 1.45/3.00 0.16 -0.24 0.0042 -0.11 54.1% 6 92 37 2 51.2% 0.84 0.0056 -0.32 0.20 39.10/45.10 38.10 340.00 4.20 0.55/4.00 0.20 -0.27 0.0056 -0.15 50.5% 5 43 348 31 54.0% 0.76 0.0068 -0.42 0.26 32.60/37.80 34.70 350.00 6.25 5.00/8.30 0.25 -0.35 0.0070 -0.23 51.7% 1 19 25 3 50.3% 0.70 0.0083 -0.44 0.29 24.70/30.00 16.00 360.00 6.90 5.30/11.90 0.30 -0.47 0.0073 -0.32 58.3% 2 70 35 2 54.3% 0.60 0.0085 -0.51 0.32 18.30/22.70 16.20 370.00 64.53 21.10/27.40 0.33 -0.73 0.0056 -0.41 82.5% 1 5 231 1 53.4% 0.51 0.0089 -0.52 0.33 13.30/17.40 14.70 380.00 87.67 89.20/97.90 0.32 -2.40 0.0017 -0.38 272.5% 2 2 33 7 48.5% 0.41 0.0096 -0.46 0.33 8.30/11.60 9.10 390.00 44.70 19.30/24.70 0.33 -0.44 0.0090 -0.58 51.6% 1 5 45 13 52.5% 0.34 0.0083 -0.46 0.31 2.65/9.60 7.00 400.00 71.80 0.00/0.00 — 0.05 — -1.00 0.0% 3 — 7 2 47.9% 0.24 0.0078 -0.36 0.26 3.40/5.70 5.00 410.00 119.84 103.30/111.60 0.33 -2.32 0.0018 -0.44 256.2% 2 9 10 1 50.6% 0.19 0.0065 -0.33 0.23 0.35/4.50 5.00 420.00 91.10 114.70/120.60 0.33 -2.42 0.0018 -0.45 266.3% 3 6 9 1 54.2% 0.16 0.0054 -0.32 0.20 0.95/6.70 5.90 430.00 110.00 0.00/0.00 — 0.05 — -1.00 0.0% 1 — 104 2 95.3% 0.27 0.0042 -0.75 0.28 10.60/14.70 15.33 440.00 92.07 0.00/0.00 — 0.05 — -1.00 0.0% 1 — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.61 450.00 139.53 0.00/0.00 — 0.06 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 163.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.25 0.42 0.59 0.76 0.93 $265 $321 $378 $435 $491 spot $377.94 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).