IV Skew
2.4%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 3/19199d 4/16227d 5/21262d +1 more 2027-07-16 (318d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 1 0.0% 1.00 — -0.03 — 66.60/70.00 70.80 270.00 0.50 0.00/1.85 0.06 -0.10 0.0017 -0.04 62.2% 5 14 1 — 66.6% 0.93 0.0029 -0.23 0.10 59.40/62.60 89.70 280.00 0.75 0.00/2.10 0.07 -0.11 0.0023 -0.04 55.6% 2 18 4 1 61.6% 0.90 0.0038 -0.26 0.13 50.10/53.20 66.30 290.00 2.50 0.20/2.80 0.09 -0.14 0.0034 -0.07 51.8% 12 18 11 1 54.5% 0.88 0.0051 -0.27 0.15 40.50/43.60 79.25 300.00 1.28 0.05/3.10 0.15 -0.23 0.0051 -0.12 53.9% 1 6 5 1 47.1% 0.84 0.0071 -0.28 0.18 31.40/34.10 32.76 310.00 4.60 0.60/3.80 0.18 -0.25 0.0070 -0.16 47.6% 1 11 15 1 42.2% 0.77 0.0097 -0.30 0.22 23.20/25.40 30.50 320.00 4.11 2.65/4.90 0.22 -0.26 0.0098 -0.23 41.8% 1 22 14 1 43.5% 0.66 0.0115 -0.37 0.27 16.20/19.10 24.53 330.00 8.00 5.50/7.90 0.27 -0.31 0.0122 -0.34 40.7% 6 11 6 1 39.7% 0.53 0.0136 -0.36 0.29 10.00/12.50 14.78 340.00 10.63 9.50/12.20 0.29 -0.32 0.0135 -0.47 40.1% 1 3 543 1 38.9% 0.40 0.0135 -0.34 0.28 5.50/8.00 6.70 350.00 21.00 14.90/17.80 0.28 -0.30 0.0133 -0.60 39.5% 2 12 114 1 39.4% 0.28 0.0116 -0.30 0.25 2.50/5.10 4.30 360.00 36.00 36.80/39.30 0.29 -0.69 0.0062 -0.58 85.3% — 4 151 1 39.7% 0.18 0.0091 -0.23 0.19 1.50/3.10 2.05 370.00 — — — — — — — — — 63 1 47.8% 0.16 0.0069 -0.26 0.18 0.15/3.20 1.00 380.00 56.90 51.90/55.50 0.26 -0.68 0.0054 -0.67 91.2% 1 2 167 3 52.3% 0.13 0.0055 -0.24 0.15 0.00/2.75 1.03 390.00 — — — — — — — — — 33 3 57.2% 0.11 0.0045 -0.24 0.14 0.00/2.50 0.37 400.00 — — — — — — — — — 18 2 49.8% 0.05 0.0028 -0.11 0.07 0.10/0.90 0.86 410.00 79.00 76.40/79.50 0.21 -0.54 0.0042 -0.79 93.3% — 1 1 — 57.3% 0.05 0.0025 -0.13 0.08 0.00/2.25 6.53 420.00 — — — — — — — — — — — — — — — — — — 470.00 131.50 127.60/130.60 0.06 -0.07 0.0013 -0.97 78.3% — — — — — — — — — — — 540.00 201.50 197.50/201.20 0.06 -0.14 0.0010 -0.96 112.9% — —
Greeks Profile 2026-09-18 · 17d · σ = 39.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $238 $289 $340 $391 $443 spot $340.40 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).