IV Skew
-1.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 — 79.5% 0.96 0.0028 -0.10 0.04 44.50/49.00 53.35 140.00 — — — — — — — — — — — — — — — — — — 160.00 18.20 0.00/5.00 0.09 -0.17 0.0079 -0.14 67.6% — — — — — — — — — — — 165.00 3.45 0.00/5.00 0.10 -0.16 0.0100 -0.16 58.2% 1 1 — — — — — — — — — 170.00 2.49 0.00/5.00 0.13 -0.24 0.0113 -0.25 67.6% 1 5 — — — — — — — — — 180.00 3.66 3.10/7.50 0.16 -0.25 0.0153 -0.37 59.7% — 1 1 — 60.3% 0.55 0.0159 -0.29 0.16 6.10/10.90 17.35 185.00 — — — — — — — — — 20 — 61.4% 0.33 0.0142 -0.26 0.15 0.55/5.40 8.40 200.00 16.42 14.90/19.00 0.15 -0.22 0.0148 -0.69 58.3% 7 — 18 — 56.3% 0.19 0.0115 -0.18 0.11 0.00/5.00 5.90 210.00 — — — — — — — — — 1 — 68.9% 0.16 0.0084 -0.19 0.10 0.00/5.00 1.90 220.00 — — — — — — — — — 1 — 79.8% 0.14 0.0066 -0.20 0.09 0.00/4.90 1.20 230.00 — — — — — — — — — 1 — 90.2% 0.12 0.0054 -0.21 0.08 0.00/4.90 0.80 240.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 60.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $130 $158 $186 $214 $242 spot $185.92 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).