IV Skew
-2.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 6/17291d 9/17383d +1 more 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.02 — 0.00/0.00 37.40 170.00 0.15 0.00/0.40 0.03 -0.04 0.0022 -0.03 56.2% 1 41 16 2 141.2% 0.79 0.0041 -0.54 0.14 49.90/52.80 28.87 175.00 0.05 0.00/0.35 0.03 -0.04 0.0025 -0.03 49.1% 1 60 4 2 130.5% 0.78 0.0046 -0.52 0.15 44.90/47.80 27.20 180.00 0.15 0.05/0.25 0.03 -0.03 0.0026 -0.02 40.9% 166 227 18 1 62.3% 0.88 0.0066 -0.18 0.10 29.40/33.00 31.00 185.00 0.10 0.00/0.30 0.03 -0.03 0.0037 -0.03 36.9% 2 127 14 1 56.4% 0.86 0.0081 -0.18 0.11 24.60/28.20 24.80 190.00 0.36 0.00/0.40 0.04 -0.04 0.0055 -0.04 33.5% 1 330 22 2 49.4% 0.83 0.0103 -0.18 0.12 19.70/23.30 18.15 195.00 0.63 0.05/1.10 0.09 -0.08 0.0098 -0.10 36.3% 10 51 87 3 46.0% 0.79 0.0129 -0.19 0.14 15.60/19.00 13.83 200.00 1.35 0.75/1.70 0.12 -0.10 0.0139 -0.15 34.5% 2 178 690 9 38.6% 0.64 0.0196 -0.20 0.18 7.60/11.00 7.50 210.00 4.50 1.55/4.30 0.18 -0.15 0.0224 -0.34 33.1% 7 344 269 10 36.4% 0.43 0.0219 -0.20 0.19 1.95/5.60 2.90 220.00 10.00 6.70/9.50 0.19 -0.16 0.0234 -0.57 34.1% 1 32 571 12 37.0% 0.24 0.0172 -0.16 0.15 0.60/2.70 0.50 230.00 16.00 13.40/16.40 0.14 -0.10 0.0180 -0.79 32.8% 1 24 266 2 30.8% 0.07 0.0091 -0.06 0.07 0.15/0.55 0.25 240.00 — — — — — — — — — 366 1 36.8% 0.05 0.0053 -0.05 0.05 0.00/0.40 0.09 250.00 25.10 32.70/36.30 0.11 -0.12 0.0080 -0.87 54.3% 2 2 94 1 37.7% 0.02 0.0023 -0.02 0.02 0.00/0.15 0.10 260.00 — — — — — — — — — 792 3 55.5% 0.05 0.0035 -0.07 0.05 0.00/0.60 0.15 270.00 — — — — — — — — — 5 1 55.3% 0.02 0.0020 -0.04 0.03 0.00/0.30 0.80 280.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.25 290.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 35.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $151 $183 $216 $248 $280 spot $215.63 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).