IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.02 — 0.00/0.00 91.21 195.00 0.50 0.00/4.80 0.08 -0.24 0.0018 -0.06 113.3% 1 2 — — 0.0% 1.00 — -0.02 — 0.00/0.00 78.00 200.00 1.25 0.00/4.80 0.08 -0.23 0.0020 -0.07 106.7% — 1 — — — — — — — — — 210.00 2.15 0.00/4.80 0.09 -0.22 0.0024 -0.07 94.1% 1 6 1 1 315.8% 0.75 0.0016 -1.72 0.19 99.50/104.00 55.40 220.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 1 70.9% 0.90 0.0041 -0.24 0.11 45.60/49.50 92.09 230.00 1.30 0.00/4.80 0.11 -0.20 0.0040 -0.10 69.7% 1 1 — — 0.0% 1.00 — -0.03 — 0.00/0.00 50.60 240.00 — — — — — — — — — — 1 0.0% 1.00 — -0.03 — 0.00/0.00 63.50 250.00 3.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — 4 1 157.7% 0.64 0.0039 -1.02 0.23 45.00/49.80 71.80 260.00 1.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — 8 1 148.6% 0.60 0.0042 -1.00 0.24 38.00/42.80 61.30 270.00 1.95 0.00/0.00 0.00 -0.00 0.0001 -0.00 3.1% 1 — — 2 1.6% 0.01 0.0181 -0.00 0.01 0.00/0.00 10.71 280.00 13.10 16.80/21.50 0.25 -0.45 0.0093 -0.49 69.5% 2 2 — 3 6.3% 0.00 0.0007 -0.00 0.00 0.00/0.00 6.25 290.00 12.00 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.10 300.00 9.90 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.45 310.00 12.60 0.00/0.00 — 0.04 — -1.00 0.0% 3 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.50 320.00 17.90 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.99 330.00 33.00 0.00/0.00 — 0.04 — -1.00 0.0% 3 — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.65 340.00 35.50 0.00/0.00 — 0.04 — -1.00 0.0% 3 — — 5 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.78 350.00 33.40 0.00/0.00 — 0.04 — -1.00 0.0% 9 —
Greeks Profile 2026-09-18 · 18d · σ = 35.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $194 $235 $277 $319 $360 spot $276.96 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).