IV Skew
8.3%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 41 — 93.6% 0.92 0.0025 -0.31 0.10 66.50/73.10 74.00 240.00 — — — — — — — — — — — — — — — — — — 250.00 0.50 0.00/0.80 0.03 -0.05 0.0015 -0.02 50.7% 3 5 — — — — — — — — — 260.00 1.25 0.00/1.70 0.09 -0.16 0.0035 -0.07 58.7% 1 6 — — — — — — — — — 270.00 0.73 0.05/1.60 0.10 -0.14 0.0047 -0.08 48.2% 1 21 1 — 49.0% 0.85 0.0072 -0.25 0.16 28.90/33.10 23.00 280.00 1.15 0.05/1.70 0.12 -0.13 0.0069 -0.10 39.2% 5 87 — — — — — — — — — 290.00 2.20 0.35/3.70 0.19 -0.21 0.0106 -0.20 39.8% 1 144 4 1 38.9% 0.67 0.0139 -0.30 0.24 12.30/16.40 13.10 300.00 4.61 3.10/6.10 0.24 -0.25 0.0144 -0.32 37.0% 2 48 10 1 36.5% 0.52 0.0163 -0.30 0.27 7.50/10.20 8.10 310.00 9.90 6.80/9.80 0.27 -0.25 0.0173 -0.48 34.4% 3 19 42 41 31.8% 0.34 0.0173 -0.24 0.25 3.20/4.90 4.80 320.00 20.10 11.00/16.10 0.25 -0.24 0.0157 -0.64 35.6% 1 3 36 5 31.5% 0.19 0.0130 -0.18 0.18 0.10/2.40 2.10 330.00 28.50 19.30/25.00 0.22 -0.24 0.0116 -0.73 42.6% 2 28 79 2 35.9% 0.13 0.0087 -0.15 0.14 0.00/1.70 0.92 340.00 — — — — — — — — — 11 1 43.3% 0.11 0.0064 -0.16 0.12 0.00/1.70 1.50 350.00 — — — — — — — — — 86 20 50.2% 0.09 0.0050 -0.17 0.11 0.00/1.70 0.57 360.00 50.00 46.70/54.00 0.16 -0.26 0.0056 -0.84 63.9% 2 — 1 — 54.5% 0.08 0.0039 -0.16 0.10 0.00/1.45 19.24 370.00 — — — — — — — — — 8 10 53.9% 0.05 0.0027 -0.11 0.07 0.00/1.70 0.01 380.00 — — — — — — — — — — — — — — — — — — 390.00 34.60 78.50/84.00 0.07 -0.08 0.0025 -0.95 62.0% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 35.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $217 $263 $310 $356 $403 spot $309.82 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).