IV Skew
-0.1%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d 5/21264d 8/20355d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 47 1 63.8% 0.96 0.0024 -0.09 0.04 49.30/52.50 53.50 180.00 1.70 0.00/0.80 0.03 -0.04 0.0019 -0.02 57.1% 1 159 53 27 59.6% 0.95 0.0030 -0.10 0.05 44.30/47.70 49.30 185.00 0.28 0.00/0.65 0.04 -0.06 0.0028 -0.04 56.9% 10 18 135 5 56.6% 0.94 0.0039 -0.11 0.06 39.50/42.90 44.30 190.00 0.36 0.05/1.20 0.05 -0.06 0.0033 -0.04 50.8% 16 52 37 6 57.3% 0.91 0.0053 -0.15 0.08 35.40/38.20 39.70 195.00 0.40 0.10/2.45 0.07 -0.10 0.0051 -0.08 53.7% 1 52 31 5 53.5% 0.89 0.0066 -0.16 0.10 30.50/33.70 49.50 200.00 1.05 0.65/1.75 0.09 -0.13 0.0066 -0.10 52.1% 13 366 12 1 50.3% 0.81 0.0103 -0.21 0.14 22.20/25.00 27.50 210.00 2.17 1.60/3.40 0.14 -0.18 0.0103 -0.19 50.2% 2 66 108 5 54.9% 0.67 0.0125 -0.29 0.19 14.30/17.60 17.12 220.00 5.05 4.00/6.30 0.19 -0.23 0.0137 -0.32 49.4% 4 123 64 27 50.0% 0.53 0.0151 -0.29 0.21 8.70/11.10 10.80 230.00 9.30 7.90/10.30 0.21 -0.25 0.0160 -0.47 47.2% 15 147 81 44 49.5% 0.38 0.0147 -0.27 0.20 4.70/6.90 6.30 240.00 12.90 13.50/16.60 0.20 -0.24 0.0148 -0.62 49.0% 1 126 154 19 50.1% 0.26 0.0123 -0.23 0.17 2.15/4.20 3.65 250.00 22.50 20.90/23.70 0.17 -0.19 0.0125 -0.75 48.3% 6 35 130 10 48.4% 0.15 0.0093 -0.16 0.12 0.85/2.15 2.13 260.00 19.70 29.60/32.30 0.13 -0.15 0.0093 -0.83 50.9% 20 146 444 2 49.7% 0.09 0.0063 -0.12 0.09 0.50/1.25 1.35 270.00 — — — — — — — — — 138 16 53.5% 0.06 0.0044 -0.09 0.07 0.05/0.90 0.50 280.00 53.60 48.10/50.90 0.07 -0.07 0.0047 -0.93 55.9% — 1 31 6 64.6% 0.07 0.0040 -0.12 0.07 0.00/2.40 0.62 290.00 68.40 58.10/61.10 0.07 -0.09 0.0040 -0.93 65.7% — 12 25 95 43.6% 0.00 0.0006 -0.01 0.01 0.00/0.05 0.05 300.00 71.10 68.10/71.60 0.08 -0.13 0.0038 -0.92 78.6% — — 6 6 63.1% 0.02 0.0017 -0.05 0.03 0.00/0.75 0.38 310.00 — — — — — — — — — — — — — — — — — — 320.00 81.35 87.90/92.00 0.01 0.02 0.0008 -0.99 59.7% — — — — — — — — — — — 330.00 89.23 97.90/102.00 0.01 0.02 0.0007 -0.99 64.5% — —
Greeks Profile 2026-09-18 · 19d · σ = 48.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $161 $196 $230 $265 $299 spot $230.19 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).