IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 3/19199d 4/16227d 6/17289d +2 more 2027-09-17 (381d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 80.00 9.30 7.20/10.40 0.06 -0.54 0.0023 -0.12 304.0% 8 9 — — — — — — — — — 82.50 9.00 8.20/12.00 0.06 -0.59 0.0024 -0.14 310.4% 6 6 48 5 0.0% 1.00 — -0.01 — 4.60/6.70 3.70 95.00 — — — — — — — — — 2 11 0.0% 1.00 — -0.01 — 0.00/0.00 40.00 100.00 0.25 0.00/1.00 0.02 -0.06 0.0030 -0.03 85.1% 2 6 38 20 0.0% 1.00 — -0.01 — 1.60/4.20 2.50 105.00 — — — — — — — — — 2 1 0.0% 1.00 — -0.01 — 0.80/3.40 1.75 110.00 0.86 0.00/1.05 0.03 -0.05 0.0052 -0.05 64.1% 2 2 2 — 0.0% 1.00 — -0.01 — 0.65/2.65 0.50 115.00 — — — — — — — — — 2 1 64.8% 0.85 0.0122 -0.14 0.07 15.10/18.90 20.76 120.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 3 — — — — — — — — — 125.00 0.53 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 2 7 2 — 0.0% 1.00 — -0.02 — 0.00/0.00 7.65 130.00 1.13 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 5 19 12 17 0.0% 1.00 — -0.02 — 0.00/0.00 4.07 135.00 2.71 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 14 38 410 84 3.1% 0.00 0.0061 -0.00 0.00 0.00/0.00 2.00 140.00 5.30 0.00/0.00 — 0.02 — -1.00 0.0% 1 32 142 11 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.74 145.00 5.65 0.00/0.00 — 0.02 — -1.00 0.0% — 2 288 26 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.67 150.00 — — — — — — — — — 198 6 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.24 155.00 — — — — — — — — — 546 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 160.00 — — — — — — — — — 31 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 165.00 30.40 27.30/30.60 0.05 -0.07 0.0092 -0.90 61.9% 1 1 19 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.45 170.00 35.00 32.30/35.00 0.04 -0.05 0.0069 -0.93 62.8% 1 1 1 — 62.2% 0.04 0.0048 -0.05 0.03 0.00/0.75 2.55 175.00 39.80 37.30/40.00 0.04 -0.05 0.0058 -0.94 69.1% 2 —
Greeks Profile 2026-09-18 · 17d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $96 $116 $137 $158 $178 spot $136.98 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).