IV Skew
-0.8%
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 1 — 93.3% 0.98 0.0008 -0.12 0.04 103.40/106.10 134.70 220.00 — — — — — — — — — 1 — 66.5% 0.97 0.0014 -0.12 0.05 73.40/76.10 110.70 250.00 — — — — — — — — — — — — — — — — — — 260.00 0.85 0.00/3.40 0.08 -0.17 0.0024 -0.06 69.2% 1 1 — — — — — — — — — 270.00 0.90 0.00/3.40 0.09 -0.16 0.0031 -0.07 59.8% 1 2 — — — — — — — — — 280.00 0.90 0.00/2.60 0.13 -0.21 0.0045 -0.10 57.2% 1 4 — — — — — — — — — 290.00 1.45 0.00/2.70 0.14 -0.20 0.0062 -0.13 47.8% 1 4 — — — — — — — — — 300.00 2.50 0.00/1.80 0.14 -0.13 0.0089 -0.12 32.5% — 1 — — — — — — — — — 310.00 2.31 0.70/3.50 0.21 -0.18 0.0143 -0.23 30.4% 1 — — — — — — — — — — 320.00 5.91 2.75/6.20 0.27 -0.20 0.0200 -0.39 27.4% 1 7 5 — 25.3% 0.39 0.0217 -0.22 0.27 3.70/4.90 3.00 330.00 3.10 9.00/11.30 0.27 -0.19 0.0207 -0.60 26.6% 2 2 17 4 31.2% 0.26 0.0148 -0.22 0.23 0.05/3.50 4.72 340.00 3.33 15.70/17.80 0.19 -0.10 0.0164 -0.81 23.5% 1 17 51 10 37.1% 0.18 0.0103 -0.21 0.19 0.00/2.80 5.90 350.00 14.73 24.50/27.20 0.13 -0.07 0.0098 -0.89 28.0% 1 14 3 1 44.0% 0.15 0.0075 -0.22 0.16 0.00/2.60 2.59 360.00 — — — — — — — — — 5 — 51.3% 0.13 0.0059 -0.23 0.15 0.00/2.60 8.00 370.00 — — — — — — — — — 4 1 54.3% 0.07 0.0034 -0.15 0.09 0.00/2.60 2.10 390.00 — — — — — — — — — 6 — 60.1% 0.06 0.0029 -0.15 0.08 0.05/2.60 1.56 400.00 — — — — — — — — — — — — — — — — — — 440.00 80.90 114.40/117.20 0.06 -0.09 0.0017 -0.96 78.2% — — — — — — — — — — — 470.00 113.70 144.10/147.90 0.08 -0.17 0.0016 -0.95 99.7% — —
Greeks Profile 2026-09-18 · 17d · σ = 26.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $227 $275 $324 $373 $421 spot $323.98 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).