IV Skew
12.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 9/17383d 1/21509d +1 more 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 6 1 82.5% 0.93 0.0020 -0.26 0.11 77.20/82.70 48.69 270.00 0.20 0.00/0.80 0.03 -0.05 0.0009 -0.02 55.6% 2 186 30 1 58.0% 0.96 0.0018 -0.13 0.07 67.20/74.80 62.99 280.00 0.18 0.10/0.45 0.04 -0.05 0.0013 -0.02 49.8% 4 381 10 3 55.4% 0.94 0.0026 -0.17 0.09 57.40/61.50 41.10 290.00 0.05 0.10/1.25 0.08 -0.12 0.0025 -0.05 53.1% 1 473 81 1 67.1% 0.86 0.0041 -0.34 0.17 47.40/54.70 46.20 300.00 0.50 0.30/1.80 0.11 -0.15 0.0036 -0.08 49.8% 6 827 102 1 52.5% 0.86 0.0052 -0.27 0.18 37.70/43.70 36.00 310.00 0.91 0.65/2.00 0.14 -0.15 0.0049 -0.10 43.0% 29 407 138 2 48.8% 0.81 0.0069 -0.31 0.22 28.60/35.00 31.50 320.00 1.80 1.45/2.25 0.16 -0.15 0.0071 -0.12 36.1% 35 254 484 22 41.2% 0.76 0.0095 -0.30 0.25 20.00/25.70 20.50 330.00 3.30 2.65/6.80 0.26 -0.30 0.0090 -0.26 45.2% 19 145 182 5 41.3% 0.65 0.0113 -0.35 0.30 12.50/19.20 17.50 340.00 6.05 3.60/7.60 0.29 -0.26 0.0126 -0.34 36.2% 46 174 530 92 34.9% 0.53 0.0143 -0.31 0.32 8.30/11.70 10.15 350.00 10.90 9.00/14.80 0.32 -0.35 0.0113 -0.47 44.2% 11 207 383 72 31.4% 0.37 0.0151 -0.27 0.30 4.90/6.40 5.70 360.00 20.43 14.20/19.60 0.31 -0.31 0.0118 -0.59 41.3% 1 183 445 37 32.4% 0.25 0.0122 -0.23 0.25 2.70/3.90 3.30 370.00 30.00 21.50/27.20 0.28 -0.30 0.0101 -0.68 44.0% 2 87 303 13 36.6% 0.18 0.0090 -0.21 0.21 1.60/3.00 1.65 380.00 34.00 29.70/34.00 0.23 -0.21 0.0088 -0.79 40.8% 8 125 656 11 35.4% 0.10 0.0063 -0.14 0.14 0.55/1.50 1.05 390.00 92.86 65.80/72.40 0.31 -1.05 0.0037 -0.58 131.7% 1 — 601 2 35.0% 0.05 0.0040 -0.08 0.09 0.00/0.75 0.55 400.00 42.06 47.90/55.10 0.21 -0.30 0.0056 -0.81 59.9% 2 3 151 5 42.9% 0.06 0.0035 -0.11 0.10 0.00/1.05 0.38 410.00 52.14 58.10/64.90 0.20 -0.30 0.0048 -0.83 65.6% 1 1 121 16 55.5% 0.09 0.0036 -0.19 0.13 0.00/4.00 0.68 420.00 68.00 68.00/74.70 0.10 -0.09 0.0032 -0.93 50.6% 3 4
Greeks Profile 2026-09-18 · 19d · σ = 39.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $245 $298 $350 $402 $455 spot $350.00 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).