IV Skew
15.7%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
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 1 74.4% 0.96 0.0016 -0.17 0.07 79.20/87.00 80.00 260.00 — — — — — — — — — — — — — — — — — — 270.00 0.70 0.00/9.20 0.15 -0.35 0.0026 -0.11 92.5% 1 4 — — — — — — — — — 280.00 2.15 0.00/9.40 0.16 -0.34 0.0031 -0.12 82.7% 1 6 1 — 54.2% 0.92 0.0035 -0.20 0.12 49.90/57.40 61.50 290.00 2.40 0.00/5.80 0.14 -0.23 0.0038 -0.11 61.8% 2 4 9 10 68.4% 0.82 0.0049 -0.39 0.20 40.30/47.80 67.20 300.00 4.82 0.00/3.00 0.16 -0.22 0.0049 -0.12 53.0% 1 7 9 — 62.1% 0.78 0.0061 -0.40 0.23 31.00/38.90 59.30 310.00 2.98 0.00/6.00 0.22 -0.33 0.0063 -0.20 57.6% 1 3 — — — — — — — — — 320.00 3.29 0.20/10.00 0.27 -0.42 0.0071 -0.29 61.4% 1 7 2 1 52.1% 0.65 0.0092 -0.42 0.29 16.10/22.90 33.10 330.00 5.56 2.95/9.00 0.29 -0.32 0.0104 -0.34 45.1% 1 2 2 — 43.9% 0.55 0.0116 -0.38 0.31 7.90/14.90 27.50 340.00 8.50 5.40/12.70 0.31 -0.33 0.0119 -0.45 42.7% 1 251 32 1 40.9% 0.43 0.0123 -0.35 0.31 3.30/9.50 10.70 350.00 7.87 11.80/17.90 0.31 -0.31 0.0121 -0.57 41.5% — 1 70 4 45.7% 0.34 0.0102 -0.36 0.28 0.00/7.60 5.75 360.00 15.00 18.90/25.00 0.28 -0.29 0.0107 -0.68 43.0% 1 3 26 2 46.6% 0.25 0.0088 -0.31 0.25 0.00/5.30 3.64 370.00 15.90 25.30/33.90 0.25 -0.29 0.0086 -0.74 48.2% — 1 25 2 44.4% 0.17 0.0072 -0.23 0.19 0.00/3.00 3.00 380.00 17.50 35.10/42.60 0.22 -0.26 0.0071 -0.80 51.0% — 1 4 1 62.8% 0.20 0.0058 -0.37 0.22 0.00/5.40 2.39 390.00 26.75 44.60/52.20 0.20 -0.25 0.0058 -0.83 56.4% 1 2 139 2 55.6% 0.12 0.0047 -0.24 0.16 0.00/5.30 1.08 400.00 — — — — — — — — — 459 1 66.9% 0.14 0.0042 -0.30 0.17 0.00/7.10 0.80 410.00 — — — — — — — — — 23 16 66.8% 0.10 0.0035 -0.25 0.14 0.00/5.20 6.10 420.00 32.30 82.30/91.20 0.22 -0.53 0.0038 -0.79 97.3% — — — — — — — — — — — 430.00 42.00 83.70/92.40 0.17 -0.31 0.0033 -0.87 82.3% — — — — — — — — — — — 470.00 107.00 123.70/132.40 0.15 -0.34 0.0023 -0.89 103.2% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 43.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $239 $291 $342 $393 $444 spot $341.81 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).