IV Skew
-7.1%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 19 80 56.2% 0.96 0.0033 -0.08 0.04 37.20/40.90 36.39 160.00 0.44 0.00/1.00 0.04 -0.05 0.0032 -0.04 54.9% 5 24 8 2 65.9% 0.91 0.0056 -0.15 0.08 32.30/35.20 32.74 165.00 0.61 0.00/1.30 0.05 -0.06 0.0044 -0.05 51.3% 3 70 62 2 66.8% 0.87 0.0071 -0.19 0.10 27.40/31.10 27.89 170.00 0.50 0.20/1.25 0.07 -0.10 0.0066 -0.09 52.9% 3 59 16 2 57.4% 0.85 0.0089 -0.18 0.10 22.50/26.00 23.18 175.00 1.15 0.30/1.25 0.08 -0.09 0.0084 -0.10 45.5% 1 90 22 1 52.7% 0.81 0.0112 -0.19 0.12 17.80/21.50 13.22 180.00 1.25 0.50/1.80 0.10 -0.11 0.0116 -0.14 43.1% 1 25 51 2 40.9% 0.80 0.0153 -0.16 0.13 13.40/16.10 12.00 185.00 2.27 1.00/3.50 0.14 -0.16 0.0143 -0.23 47.0% 1 31 164 1 41.6% 0.70 0.0184 -0.19 0.16 9.60/12.70 10.00 190.00 2.59 2.25/3.00 0.15 -0.13 0.0211 -0.26 34.3% 29 42 53 1 40.5% 0.60 0.0210 -0.20 0.17 7.40/9.50 7.20 195.00 4.65 3.70/5.80 0.17 -0.17 0.0216 -0.39 39.4% 5 20 268 19 35.8% 0.49 0.0246 -0.18 0.18 3.10/6.10 5.00 200.00 7.30 5.70/8.30 0.18 -0.17 0.0223 -0.51 39.5% 11 93 106 1 41.4% 0.30 0.0185 -0.18 0.16 0.25/3.60 1.55 210.00 20.20 11.60/14.90 0.16 -0.15 0.0189 -0.71 40.1% 1 8 62 70 31.8% 0.09 0.0111 -0.06 0.07 0.40/0.65 0.48 220.00 28.50 20.00/23.60 0.12 -0.12 0.0127 -0.82 45.3% 1 — 124 1 36.4% 0.04 0.0057 -0.04 0.04 0.00/0.35 0.51 230.00 50.66 0.00/0.00 — 0.03 — -1.00 0.0% 4 — 48 1 47.7% 0.05 0.0046 -0.06 0.04 0.00/0.50 0.10 240.00 — — — — — — — — — 22 2 65.2% 0.07 0.0046 -0.11 0.06 0.00/2.15 0.14 250.00 41.70 59.40/63.30 0.15 -0.51 0.0055 -0.72 133.9% — 2 11 1 73.3% 0.06 0.0038 -0.11 0.06 0.00/2.15 0.33 260.00 79.80 0.00/0.00 — 0.03 — -1.00 0.0% 2 — 28 1 73.7% 0.04 0.0027 -0.08 0.04 0.00/1.35 0.05 270.00 89.00 69.50/73.50 0.07 -0.15 0.0039 -0.91 93.2% 1 — — — — — — — — — — 280.00 80.80 99.30/103.20 0.17 -0.95 0.0036 -0.66 224.8% — —
Greeks Profile 2026-09-18 · 19d · σ = 37.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $139 $169 $198 $228 $258 spot $198.49 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).