IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 240.00 2.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 250.00 2.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 260.00 9.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 270.00 0.75 0.00/4.80 0.09 -0.24 0.0015 -0.05 94.6% — 2 — 1 0.0% 1.00 — -0.04 — 33.00/37.80 24.50 290.00 — — — — — — — — — 45 2 0.0% 1.00 — -0.04 — 26.90/30.50 19.60 300.00 2.15 0.00/4.80 0.11 -0.22 0.0026 -0.07 68.0% 2 1 2 2 0.0% 1.00 — -0.04 — 42.50/47.30 27.08 310.00 0.86 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 3 — — 0.0% 1.00 — -0.04 — 0.00/0.00 13.80 320.00 — — — — — — — — — 267 2 0.0% 1.00 — -0.04 — 0.00/0.00 41.82 330.00 — — — — — — — — — 4 2 0.0% 1.00 — -0.04 — 0.00/0.00 48.75 340.00 — — — — — — — — — 55 1 0.0% 1.00 — -0.04 — 0.00/0.00 35.20 350.00 1.50 0.00/0.00 0.00 -0.00 0.0002 -0.00 6.3% 15 25 1.9k 50 0.0% 1.00 — -0.04 — 0.00/0.00 16.30 360.00 2.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 2 36 27 2 0.8% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.37 370.00 6.89 0.00/0.00 — 0.05 — -1.00 0.0% 6 7 9 2 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.77 380.00 18.50 0.00/0.00 — 0.05 — -1.00 0.0% 1 1 11 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 12.50 390.00 26.50 0.00/0.00 — 0.05 — -1.00 0.0% 2 2 18 10 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.22 400.00 — — — — — — — — — 5 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.44 410.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 420.00 43.00 44.50/49.00 — 0.05 — -1.00 0.0% 1 — 6 1 55.1% 0.10 0.0041 -0.23 0.14 0.00/4.80 2.50 430.00 47.10 54.30/59.00 — 0.05 — -1.00 0.0% — — 6 5 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 440.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $256 $311 $366 $421 $476 spot $366.34 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).