IV Skew
5.4%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 100.00 0.30 0.00/0.75 0.02 -0.04 0.0033 -0.03 71.0% 11 19 — — — — — — — — — 110.00 0.89 0.35/1.40 0.04 -0.07 0.0076 -0.08 62.6% 1 3 — — — — — — — — — 115.00 0.91 0.80/1.30 0.05 -0.08 0.0109 -0.10 54.4% 1 32 — — — — — — — — — 120.00 2.20 1.15/1.75 0.08 -0.10 0.0160 -0.17 51.7% 2 6 — — — — — — — — — 125.00 3.00 0.85/3.80 0.10 -0.15 0.0193 -0.29 58.1% 5 10 3 30 57.2% 0.61 0.0221 -0.18 0.12 6.80/8.90 7.46 130.00 3.50 2.30/4.90 0.12 -0.15 0.0249 -0.39 50.6% 5 7 41 36 57.5% 0.49 0.0228 -0.19 0.12 4.50/6.50 7.85 135.00 5.90 4.80/7.00 0.12 -0.14 0.0278 -0.52 47.2% 15 17 53 10 52.6% 0.37 0.0236 -0.16 0.11 2.60/4.00 4.00 140.00 10.95 8.50/10.50 0.11 -0.14 0.0246 -0.64 50.1% 3 24 200 1 51.7% 0.26 0.0207 -0.14 0.10 1.45/3.60 3.05 145.00 5.90 11.80/14.40 0.10 -0.12 0.0205 -0.74 52.3% 2 155 3 2 62.2% 0.23 0.0159 -0.15 0.09 0.30/2.55 1.37 150.00 10.71 15.50/18.30 0.08 -0.09 0.0165 -0.83 50.7% 2 3 4 2 52.8% 0.12 0.0124 -0.09 0.06 0.05/2.00 1.22 155.00 18.00 20.10/23.00 0.06 -0.08 0.0127 -0.87 55.2% 1 7 12 10 61.1% 0.11 0.0101 -0.09 0.06 0.00/2.15 0.55 160.00 14.20 25.00/27.60 0.05 -0.05 0.0094 -0.91 56.3% 3 3 12 2 54.2% 0.05 0.0062 -0.05 0.03 0.00/0.80 0.30 165.00 30.50 30.10/31.90 0.01 0.01 0.0030 -0.98 42.1% — 1 2 1 59.3% 0.04 0.0051 -0.04 0.03 0.00/0.75 1.90 170.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 52.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $93 $113 $133 $153 $173 spot $133.19 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).