IV Skew
0.4%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 — 96.0% 0.98 0.0012 -0.09 0.03 69.40/73.30 70.00 145.00 — — — — — — — — — 1 — 65.7% 0.96 0.0029 -0.10 0.04 44.90/48.10 59.80 170.00 9.30 0.00/2.60 0.06 -0.13 0.0035 -0.07 76.3% — 1 — — — — — — — — — 175.00 2.35 0.00/2.65 0.07 -0.13 0.0042 -0.07 69.4% 1 1 1 — 58.2% 0.93 0.0047 -0.12 0.06 35.20/38.50 64.86 180.00 1.40 0.00/2.90 0.07 -0.13 0.0051 -0.09 63.7% 12 13 — — — — — — — — — 185.00 1.65 0.00/3.10 0.08 -0.13 0.0063 -0.10 57.5% — 1 — — — — — — — — — 190.00 2.10 0.30/3.90 0.10 -0.15 0.0081 -0.13 55.4% 1 2 — — — — — — — — — 195.00 2.70 0.30/4.60 0.12 -0.16 0.0102 -0.16 50.4% — 1 — — — — — — — — — 200.00 4.40 1.30/4.60 0.15 -0.23 0.0116 -0.25 56.6% 2 16 — — — — — — — — — 210.00 5.00 5.60/8.10 0.18 -0.27 0.0143 -0.38 55.6% 20 27 22 20 55.3% 0.47 0.0150 -0.30 0.19 6.60/9.00 10.95 220.00 — — — — — — — — — 3 1 55.2% 0.33 0.0137 -0.27 0.17 2.25/5.50 8.78 230.00 20.60 16.40/19.50 0.17 -0.24 0.0139 -0.67 54.2% 1 3 21 1 61.3% 0.24 0.0107 -0.26 0.15 0.25/4.10 2.70 240.00 — — — — — — — — — 203 1 55.2% 0.13 0.0081 -0.16 0.10 0.00/3.50 2.20 250.00 57.10 34.80/37.80 0.11 -0.15 0.0082 -0.85 58.5% — 1 3 2 62.3% 0.10 0.0060 -0.15 0.09 0.00/3.00 1.50 260.00 — — — — — — — — — 3 2 68.1% 0.08 0.0046 -0.14 0.07 0.00/2.50 0.75 270.00 — — — — — — — — — 1 1 75.4% 0.07 0.0038 -0.14 0.07 0.00/2.40 0.90 280.00 67.70 62.30/66.20 0.09 -0.17 0.0044 -0.90 85.5% — 36 1 — 81.0% 0.06 0.0031 -0.13 0.06 0.00/2.15 1.50 290.00 94.00 72.80/76.90 0.04 -0.06 0.0026 -0.96 73.8% — —
Greeks Profile 2026-09-18 · 18d · σ = 55.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $151 $183 $216 $248 $281 spot $215.82 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).