IV Skew
2.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 320.00 3.40 0.00/3.40 0.09 -0.16 0.0016 -0.05 67.4% — 1 — — — — — — — — — 340.00 3.79 0.00/6.90 0.16 -0.26 0.0028 -0.09 64.9% — 8 1 — 68.3% 0.86 0.0035 -0.41 0.21 55.40/63.70 64.05 350.00 0.70 0.05/1.95 0.13 -0.16 0.0031 -0.07 48.6% 1 11 1 — 60.6% 0.84 0.0043 -0.40 0.23 45.60/53.90 52.50 360.00 4.80 0.00/4.50 0.21 -0.29 0.0044 -0.14 54.3% 15 16 — — — — — — — — — 370.00 1.90 0.00/5.60 0.24 -0.31 0.0055 -0.18 50.5% 1 12 3 1 47.2% 0.77 0.0069 -0.39 0.28 27.00/35.10 43.00 380.00 2.90 0.20/6.40 0.28 -0.31 0.0072 -0.22 44.6% 1 86 11 6 43.4% 0.70 0.0086 -0.40 0.32 18.10/27.00 21.64 390.00 4.44 0.65/8.60 0.32 -0.34 0.0088 -0.29 41.9% 2 10 2 1 39.7% 0.61 0.0104 -0.40 0.36 12.70/19.60 16.60 400.00 7.50 3.40/9.50 0.35 -0.29 0.0120 -0.37 33.8% 10 118 13 12 37.9% 0.50 0.0113 -0.39 0.37 5.00/13.80 10.20 410.00 10.50 7.40/13.50 0.37 -0.28 0.0135 -0.50 31.7% — 1 16 10 36.5% 0.39 0.0113 -0.36 0.36 2.15/9.20 9.65 420.00 15.00 13.40/19.60 0.35 -0.26 0.0127 -0.63 31.9% — 1 6 1 39.0% 0.30 0.0096 -0.35 0.32 0.00/7.00 5.40 430.00 19.75 19.10/27.50 0.31 -0.24 0.0104 -0.73 34.2% 10 11 10 1 43.7% 0.25 0.0077 -0.35 0.29 0.00/6.10 3.57 440.00 — — — — — — — — — 9 3 48.4% 0.21 0.0064 -0.35 0.27 0.00/5.50 1.50 450.00 — — — — — — — — — 2 1 53.8% 0.18 0.0053 -0.36 0.25 0.00/5.30 3.40 460.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 34.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $286 $347 $408 $469 $530 spot $407.88 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).