IV Skew
5.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 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 85 2 62.6% 0.99 0.0008 -0.07 0.02 75.40/83.20 69.40 230.00 0.55 0.20/1.85 0.05 -0.11 0.0014 -0.03 77.1% 1 81 44 7 54.7% 0.98 0.0010 -0.07 0.03 65.40/73.20 60.46 240.00 0.55 0.40/1.40 0.05 -0.10 0.0017 -0.04 66.0% 9 412 44 3 80.5% 0.90 0.0032 -0.29 0.12 55.50/62.40 51.49 250.00 0.97 0.15/6.20 0.12 -0.25 0.0031 -0.09 78.7% 1 120 78 2 75.3% 0.87 0.0041 -0.33 0.14 46.10/53.30 43.31 260.00 1.10 0.55/1.95 0.08 -0.12 0.0033 -0.06 52.4% 2 13 43 5 65.0% 0.85 0.0053 -0.32 0.16 37.00/43.50 27.63 270.00 2.39 0.95/4.00 0.13 -0.18 0.0052 -0.11 52.7% 1 136 82 6 55.4% 0.81 0.0071 -0.31 0.19 29.80/33.90 22.70 280.00 4.40 1.95/5.50 0.19 -0.30 0.0070 -0.20 58.2% 15 60 85 1 53.4% 0.73 0.0090 -0.36 0.23 20.90/26.30 20.03 290.00 6.95 3.60/9.70 0.22 -0.30 0.0094 -0.26 50.7% 3 17 515 1 55.3% 0.63 0.0100 -0.42 0.26 14.40/20.60 16.30 300.00 13.80 5.90/12.60 0.26 -0.41 0.0094 -0.38 58.8% 33 34 83 4 48.5% 0.52 0.0120 -0.39 0.27 8.40/13.50 10.00 310.00 19.60 12.10/17.00 0.27 -0.41 0.0102 -0.48 57.1% 3 27 198 5 45.6% 0.39 0.0123 -0.35 0.26 6.10/8.60 7.26 320.00 28.00 17.70/22.80 0.27 -0.40 0.0100 -0.58 57.0% 1 7 169 2 48.4% 0.30 0.0104 -0.33 0.24 2.30/6.30 4.65 330.00 46.86 23.60/30.50 0.25 -0.40 0.0088 -0.66 60.7% 1 7 39 1 48.0% 0.21 0.0086 -0.27 0.20 1.05/4.00 2.25 340.00 65.60 30.90/37.80 0.22 -0.34 0.0079 -0.74 60.3% 1 15 29 4 50.4% 0.15 0.0067 -0.23 0.16 0.10/2.90 2.00 350.00 129.85 44.60/51.00 0.21 -0.37 0.0065 -0.76 69.4% 2 2 81 2 58.0% 0.13 0.0054 -0.24 0.15 0.50/2.95 2.25 360.00 56.05 50.30/56.60 0.14 -0.17 0.0053 -0.88 54.7% 1 3 24 1 56.3% 0.09 0.0041 -0.17 0.11 0.15/1.75 0.79 370.00 154.08 62.90/69.80 0.18 -0.35 0.0048 -0.83 78.4% 1 1 5 2 50.1% 0.04 0.0024 -0.08 0.06 0.00/1.25 0.35 380.00 179.50 0.00/0.00 — 0.05 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 52.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $216 $263 $309 $355 $402 spot $308.98 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).