IV Skew
5.3%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 6/17291d 9/17383d +1 more 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 4 121.7% 0.99 0.0004 -0.03 0.01 72.00/76.00 71.22 80.00 — — — — — — — — — 1 — 87.1% 0.99 0.0005 -0.02 0.01 56.80/61.10 67.40 95.00 — — — — — — — — — 4 4 90.6% 0.99 0.0011 -0.04 0.01 52.10/56.10 57.20 100.00 — — — — — — — — — — — — — — — — — — 115.00 0.21 0.00/2.15 0.04 -0.09 0.0038 -0.06 88.0% 4 8 — — — — — — — — — 120.00 0.06 0.00/0.15 0.01 -0.02 0.0021 -0.02 52.1% 1 26 — 1 106.0% 0.84 0.0066 -0.25 0.09 31.00/34.90 31.70 125.00 0.45 0.00/0.95 0.03 -0.05 0.0047 -0.04 55.6% 5 36 9 2 72.2% 0.87 0.0084 -0.16 0.07 22.00/26.00 20.80 130.00 0.15 0.00/0.30 0.03 -0.03 0.0052 -0.04 42.6% 2 167 — — — — — — — — — 135.00 0.25 0.05/0.35 0.04 -0.03 0.0079 -0.05 35.9% 1 256 182 1 46.8% 0.83 0.0153 -0.12 0.09 12.60/15.70 17.60 140.00 0.35 0.25/0.50 0.05 -0.04 0.0135 -0.08 30.5% 5 514 102 2 37.4% 0.78 0.0227 -0.12 0.10 8.30/10.90 12.10 145.00 0.88 0.35/1.05 0.09 -0.06 0.0247 -0.16 28.1% 2 574 634 1 27.3% 0.68 0.0371 -0.10 0.13 4.90/6.20 5.44 150.00 1.90 1.25/2.85 0.13 -0.10 0.0334 -0.33 31.1% 2 305 305 20 24.6% 0.48 0.0460 -0.10 0.14 1.70/3.10 2.40 155.00 4.25 3.40/5.00 0.14 -0.10 0.0381 -0.52 29.8% 3 86 513 10 22.9% 0.25 0.0395 -0.07 0.11 1.10/1.20 1.10 160.00 8.15 6.90/8.90 0.13 -0.10 0.0296 -0.66 35.1% 3 131 230 2 27.1% 0.14 0.0239 -0.06 0.08 0.40/0.75 0.41 165.00 15.00 11.40/13.00 0.11 -0.09 0.0228 -0.77 38.1% 1 39 1.2k 2 29.3% 0.08 0.0141 -0.04 0.05 0.10/0.40 0.20 170.00 6.92 11.70/15.50 — 0.02 — -1.00 0.0% 5 20 346 1 44.2% 0.11 0.0125 -0.08 0.07 0.00/0.95 0.20 175.00 — — — — — — — — — 228 4 34.4% 0.03 0.0051 -0.02 0.02 0.00/0.15 0.07 180.00 — — — — — — — — — 112 5 53.8% 0.08 0.0077 -0.07 0.05 0.00/0.75 0.10 185.00 — — — — — — — — — 29 28 58.1% 0.07 0.0063 -0.07 0.04 0.00/1.35 1.00 190.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 27.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $108 $131 $154 $177 $200 spot $153.86 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).