IV Skew
-0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d 1/21508d
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 1 58.8% 0.96 0.0033 -0.09 0.04 40.20/42.50 63.00 170.00 1.10 0.00/0.95 0.04 -0.06 0.0030 -0.04 56.3% 2 24 43 1 56.7% 0.94 0.0045 -0.11 0.06 35.00/38.20 54.35 175.00 0.57 0.05/0.90 0.04 -0.06 0.0037 -0.04 50.0% 11 27 20 1 65.1% 0.88 0.0065 -0.19 0.09 29.90/32.90 36.70 180.00 0.30 0.10/1.20 0.07 -0.11 0.0060 -0.08 54.8% 1 19 42 1 50.8% 0.89 0.0079 -0.14 0.09 26.00/28.50 30.20 185.00 1.06 0.85/1.30 0.08 -0.11 0.0077 -0.10 48.7% 2 91 237 2 59.2% 0.81 0.0098 -0.23 0.13 21.60/24.20 22.10 190.00 1.70 1.40/1.90 0.11 -0.13 0.0103 -0.14 47.0% 3 83 460 1 56.9% 0.76 0.0118 -0.25 0.15 17.40/20.20 19.90 195.00 2.85 2.25/3.30 0.14 -0.18 0.0127 -0.22 49.3% 2 20 1.6k 24 50.7% 0.71 0.0145 -0.24 0.16 13.70/15.80 14.70 200.00 3.94 2.70/4.50 0.16 -0.20 0.0153 -0.28 47.4% 5 188 59 252 48.1% 0.54 0.0176 -0.26 0.19 8.50/9.60 8.94 210.00 7.76 7.10/8.20 0.19 -0.22 0.0189 -0.46 44.8% 103 918 226 26 47.5% 0.37 0.0170 -0.24 0.18 4.60/5.40 4.80 220.00 12.17 12.60/15.10 0.18 -0.23 0.0162 -0.62 50.0% 150 69 272 14 47.9% 0.23 0.0135 -0.19 0.14 1.95/2.90 2.15 230.00 18.90 20.30/22.80 0.15 -0.19 0.0130 -0.75 52.4% 2 11 119 3 53.8% 0.16 0.0095 -0.17 0.11 0.75/2.05 1.25 240.00 16.11 28.60/32.00 0.12 -0.18 0.0096 -0.82 59.5% — 3 1.0k 1 50.4% 0.07 0.0059 -0.09 0.07 0.00/0.80 0.70 250.00 22.83 38.40/40.90 0.09 -0.13 0.0070 -0.88 60.7% 1 1 101 1 53.6% 0.05 0.0038 -0.07 0.05 0.15/0.85 0.37 260.00 — — — — — — — — — 21 2 58.6% 0.03 0.0028 -0.06 0.04 0.05/0.75 0.28 270.00 — — — — — — — — — 115 7 57.6% 0.02 0.0015 -0.03 0.02 0.00/0.35 0.15 280.00 — — — — — — — — — 9 1 70.5% 0.03 0.0018 -0.06 0.03 0.00/0.70 0.37 290.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 46.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $148 $179 $211 $242 $274 spot $210.76 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).