IV Skew
-1.4%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 9/17383d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 11 1 39.4% 0.69 0.0013 -2.70 2.38 151.90/174.60 212.18 2850.00 40.50 31.70/48.80 2.30 -1.94 0.0015 -0.29 34.0% 11 88 5 4 37.3% 0.68 0.0014 -2.59 2.40 141.70/162.80 200.11 2860.00 42.36 34.50/51.50 2.35 -1.97 0.0015 -0.30 33.7% 31 16 6 1 38.6% 0.65 0.0014 -2.76 2.50 127.90/153.80 163.00 2880.00 48.88 39.70/54.30 2.43 -1.92 0.0017 -0.33 32.0% 6 34 7 2 36.6% 0.63 0.0015 -2.68 2.56 114.40/136.50 115.00 2900.00 53.18 47.10/63.00 2.53 -2.01 0.0017 -0.36 32.3% 5 123 3 1 36.1% 0.60 0.0016 -2.69 2.62 101.70/124.00 104.00 2920.00 65.36 56.90/69.20 2.60 -2.00 0.0018 -0.39 31.5% 3 9 10 5 34.6% 0.56 0.0017 -2.61 2.66 96.10/109.00 100.00 2940.00 90.81 64.20/78.10 2.66 -2.03 0.0019 -0.43 31.4% 1 7 25 4 32.8% 0.55 0.0018 -2.50 2.68 90.90/99.00 99.00 2950.00 77.30 69.00/81.20 2.67 -1.99 0.0019 -0.45 30.8% 26 54 19 2 33.2% 0.53 0.0018 -2.53 2.69 85.60/95.00 85.60 2960.00 96.26 74.00/88.10 2.69 -2.04 0.0019 -0.47 31.4% 38 59 8 1 34.4% 0.50 0.0017 -2.61 2.70 75.80/88.90 80.56 2980.00 88.95 84.30/96.40 2.70 -1.98 0.0019 -0.51 30.6% 2 18 86 11 32.5% 0.46 0.0018 -2.45 2.68 67.70/75.00 75.00 3000.00 103.70 95.30/112.40 2.68 -2.07 0.0018 -0.54 32.3% 2 91 5 1 34.7% 0.43 0.0017 -2.57 2.65 57.90/73.00 109.00 3020.00 107.00 101.40/125.40 2.65 -2.05 0.0018 -0.58 32.7% 1 35 17 2 34.6% 0.40 0.0016 -2.51 2.61 49.90/65.20 54.95 3040.00 98.08 113.40/137.70 2.59 -1.98 0.0017 -0.61 32.6% 1 30 50 3 34.6% 0.38 0.0016 -2.48 2.58 46.10/61.60 51.40 3050.00 139.43 119.90/141.10 2.54 -1.86 0.0018 -0.63 31.4% 3 43 15 3 34.6% 0.37 0.0016 -2.44 2.54 42.60/58.10 49.11 3060.00 159.66 129.40/149.60 2.51 -1.87 0.0017 -0.65 32.1% 3 32 6 2 34.5% 0.33 0.0016 -2.35 2.46 37.60/51.70 141.33 3080.00 157.80 140.30/163.50 2.42 -1.78 0.0017 -0.68 32.1% 1 19 66 13 34.2% 0.30 0.0015 -2.23 2.36 30.40/45.00 41.00 3100.00 185.70 155.00/177.40 2.31 -1.66 0.0016 -0.71 31.9% 2 89
Greeks Profile 2026-09-18 · 19d · σ = 32.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2073 $2518 $2962 $3406 $3851 spot $2961.96 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).