IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.02 — 0.00/0.00 70.80 155.00 — — — — — — — — — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 47.51 160.00 — — — — — — — — — — — 0.0% 1.00 — -0.02 — 0.00/0.00 25.30 165.00 2.05 0.00/0.95 0.04 -0.06 0.0029 -0.04 59.1% 1 3 — — — — — — — — — 170.00 2.05 0.00/0.95 0.04 -0.06 0.0035 -0.04 52.6% 1 6 — — — — — — — — — 175.00 2.60 0.00/1.15 0.07 -0.11 0.0057 -0.08 57.1% 1 1 — 1 0.0% 1.00 — -0.02 — 0.00/0.00 36.96 180.00 1.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — — 0.0% 1.00 — -0.02 — 0.00/0.00 19.75 185.00 20.60 11.00/14.70 0.16 -0.54 0.0060 -0.29 124.6% 1 1 — 5 0.0% 1.00 — -0.02 — 0.00/0.00 40.28 190.00 1.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — 1 1 125.6% 0.64 0.0065 -0.61 0.17 27.50/31.30 30.66 195.00 2.32 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 50 0.0% 1.00 — -0.02 — 0.00/0.00 12.00 200.00 1.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 6 — — 2 1.6% 0.00 0.0012 -0.00 0.00 0.00/0.00 3.40 210.00 4.95 0.00/0.00 — 0.03 — -1.00 0.0% 1 — — 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.67 220.00 11.52 0.00/0.00 — 0.03 — -1.00 0.0% — — — 1 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.60 230.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.96 240.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.38 250.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.55 260.00 — — — — — — — — — 5 1 75.4% 0.07 0.0038 -0.13 0.06 0.00/2.15 1.65 270.00 — — — — — — — — — 36 1 83.1% 0.06 0.0032 -0.13 0.06 0.00/2.15 1.00 280.00 — — — — — — — — — — — — — — — — — — 310.00 94.00 101.50/106.00 0.04 -0.07 0.0019 -0.96 97.1% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $145 $176 $207 $238 $269 spot $207.00 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).