IV Skew
-5.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 12/17474d 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 2 3 97.3% 0.97 0.0020 -0.06 0.02 43.40/47.30 67.65 90.00 — — — — — — — — — 6 — 151.6% 0.88 0.0042 -0.25 0.06 41.80/45.30 41.80 95.00 0.30 0.00/0.50 0.01 -0.03 0.0019 -0.02 78.0% 4 123 17 10 78.9% 0.96 0.0034 -0.07 0.03 33.60/37.30 52.72 100.00 0.53 0.00/0.45 0.01 -0.03 0.0024 -0.02 67.0% 2 48 — — — — — — — — — 105.00 0.40 0.10/0.55 0.02 -0.03 0.0037 -0.03 61.7% 1 39 3 2 68.6% 0.92 0.0071 -0.10 0.05 24.10/27.80 54.56 110.00 0.45 0.10/1.60 0.04 -0.07 0.0068 -0.07 65.1% 10 100 1 1 67.6% 0.87 0.0101 -0.13 0.07 19.90/23.40 50.31 115.00 1.00 0.30/2.20 0.06 -0.09 0.0099 -0.11 60.7% 1 2.4k 10 2 62.1% 0.82 0.0137 -0.14 0.08 15.30/19.20 24.55 120.00 2.05 0.65/2.50 0.07 -0.10 0.0141 -0.15 53.2% 3 286 37 1 58.2% 0.74 0.0179 -0.16 0.10 11.80/14.70 39.63 125.00 3.30 1.80/4.40 0.10 -0.14 0.0184 -0.25 56.1% 5 75 15 3 59.1% 0.64 0.0206 -0.19 0.12 8.90/11.50 14.43 130.00 3.00 4.00/6.00 0.11 -0.17 0.0213 -0.36 56.8% 1 373 24 22 61.5% 0.53 0.0210 -0.21 0.12 7.00/8.80 10.90 135.00 4.30 6.60/8.30 0.12 -0.18 0.0225 -0.47 57.4% 1 290 115 5 61.9% 0.43 0.0206 -0.20 0.12 4.70/7.00 10.90 140.00 10.75 9.10/11.50 0.12 -0.17 0.0223 -0.58 57.0% 7 119 54 2 63.2% 0.34 0.0188 -0.19 0.11 3.20/5.50 4.10 145.00 9.80 12.70/15.30 0.11 -0.16 0.0197 -0.67 59.6% 1 76 171 2 62.4% 0.26 0.0167 -0.17 0.10 1.70/4.30 6.46 150.00 13.90 16.50/19.40 0.10 -0.14 0.0169 -0.75 61.2% 103 148 78 1 62.8% 0.19 0.0140 -0.14 0.08 0.70/3.50 2.65 155.00 17.36 20.30/23.80 0.08 -0.12 0.0140 -0.82 61.4% 6 65 2.9k 254 64.5% 0.14 0.0113 -0.12 0.07 0.35/2.75 1.38 160.00 25.92 24.30/27.90 0.06 -0.07 0.0107 -0.89 57.0% 2 159 2.8k 3 67.7% 0.11 0.0092 -0.11 0.06 0.45/2.05 0.93 165.00 23.20 29.60/32.20 0.05 -0.06 0.0084 -0.91 60.6% 10 48 304 12 73.3% 0.10 0.0078 -0.11 0.05 0.20/2.15 1.68 170.00 17.50 33.60/37.40 0.03 -0.03 0.0056 -0.95 58.0% 2 12
Greeks Profile 2026-09-18 · 19d · σ = 59.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.23 0.51 0.79 1.07 $94 $115 $135 $155 $175 spot $134.92 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).