IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
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 0.0% 1.00 — -0.02 — 0.00/0.00 49.01 180.00 0.52 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — 0.0% 1.00 — -0.02 — 0.00/0.00 46.50 185.00 0.68 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 49.20 190.00 1.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 11 — — 16 0.0% 1.00 — -0.02 — 0.00/0.00 28.59 195.00 1.03 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 11 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 38.05 200.00 0.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 8 — — 2 0.0% 1.00 — -0.03 — 0.00/0.00 31.26 210.00 2.33 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.03 — 0.00/0.00 22.50 220.00 3.88 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 85 — — 3 0.0% 1.00 — -0.03 — 0.00/0.00 15.15 230.00 7.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 17 — — 36 1.6% 0.00 0.0081 -0.00 0.00 0.00/0.00 8.50 240.00 15.10 0.00/0.00 — 0.03 — -1.00 0.0% 92 — — 35 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 4.90 250.00 27.90 0.00/0.00 — 0.03 — -1.00 0.0% 2 — — 1.2k 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.50 260.00 38.10 0.00/0.00 — 0.03 — -1.00 0.0% 1 — — 34 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.10 270.00 31.38 0.00/0.00 — 0.03 — -1.00 0.0% 100 — — 37 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.80 280.00 38.70 0.00/0.00 — 0.03 — -1.00 0.0% 3 — — 5 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.50 290.00 53.52 0.00/0.00 — 0.04 — -1.00 0.0% 200 — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.76 300.00 64.07 0.00/0.00 — 0.04 — -1.00 0.0% 200 — — 5 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 310.00 51.80 71.90/75.70 0.06 -0.08 0.0029 -0.95 71.1% 5 —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $166 $202 $237 $273 $308 spot $237.10 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).