IV Skew
-1.4%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
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 1 101.4% 0.99 0.0005 -0.10 0.03 123.50/127.80 134.00 210.00 — — — — — — — — — 2 2 96.5% 0.98 0.0006 -0.12 0.03 114.10/117.50 124.00 220.00 — — — — — — — — — — — — — — — — — — 280.00 2.80 0.00/3.60 0.10 -0.17 0.0032 -0.07 59.6% — 2 — — — — — — — — — 290.00 3.00 0.00/4.50 0.13 -0.19 0.0043 -0.10 53.9% — 1 — — — — — — — — — 320.00 1.30 2.00/5.00 0.24 -0.24 0.0119 -0.26 36.7% 1 3 1 — 38.8% 0.60 0.0134 -0.33 0.29 11.20/14.50 19.38 330.00 5.33 4.50/8.00 0.29 -0.26 0.0151 -0.39 34.3% 1 1 3 3 38.3% 0.46 0.0139 -0.33 0.30 5.80/9.50 25.44 340.00 10.09 9.20/13.30 0.29 -0.26 0.0153 -0.55 34.9% 1 70 5 1 38.1% 0.33 0.0128 -0.30 0.27 2.20/5.90 6.75 350.00 12.47 16.30/19.70 0.26 -0.22 0.0138 -0.69 34.3% 3 35 125 1 42.4% 0.25 0.0100 -0.29 0.23 0.90/4.50 4.00 360.00 17.03 24.40/27.90 0.21 -0.18 0.0106 -0.79 36.2% — 3 4 1 46.8% 0.19 0.0078 -0.27 0.20 0.00/3.60 4.30 370.00 — — — — — — — — — 4 2 53.3% 0.16 0.0062 -0.28 0.18 0.00/3.40 3.08 380.00 — — — — — — — — — 24 15 41.6% 0.06 0.0037 -0.10 0.09 0.05/0.80 4.00 390.00 47.00 53.10/56.10 0.11 -0.10 0.0043 -0.92 46.0% 3 3 6 1 55.8% 0.09 0.0039 -0.19 0.12 0.00/3.50 4.00 400.00 — — — — — — — — — 5 5 57.6% 0.07 0.0030 -0.16 0.10 0.00/2.65 2.00 410.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 36.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $235 $285 $335 $385 $436 spot $335.16 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).