IV Skew
-2.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d 6/17291d 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 17 2 57.2% 0.72 0.0022 -1.42 0.88 88.10/104.80 88.97 1080.00 21.60 14.20/27.20 0.86 -1.16 0.0024 -0.27 53.0% 2 50 10 1 56.7% 0.70 0.0023 -1.46 0.92 82.00/97.80 88.12 1090.00 20.88 16.00/30.10 0.90 -1.20 0.0025 -0.29 52.5% 9 17 76 1 54.8% 0.68 0.0025 -1.45 0.94 77.80/89.70 110.25 1100.00 27.99 23.90/31.40 0.93 -1.18 0.0027 -0.31 50.1% 25 49 7 8 53.4% 0.65 0.0026 -1.45 0.97 70.90/82.20 105.70 1110.00 33.46 27.80/35.60 0.96 -1.23 0.0028 -0.34 50.5% 7 29 8 2 53.2% 0.63 0.0027 -1.48 1.00 65.30/76.20 68.55 1120.00 36.80 30.40/40.40 0.99 -1.28 0.0028 -0.37 51.1% 2 22 4 4 53.3% 0.60 0.0028 -1.50 1.02 59.20/70.70 68.70 1130.00 41.69 33.90/45.40 1.02 -1.32 0.0028 -0.40 51.7% 1 12 34 2 52.9% 0.57 0.0028 -1.51 1.03 53.70/65.00 74.60 1140.00 54.88 36.50/50.00 1.03 -1.33 0.0029 -0.43 51.5% 25 12 25 1 52.9% 0.54 0.0028 -1.52 1.04 50.00/60.10 57.60 1150.00 42.78 43.30/54.70 1.04 -1.34 0.0029 -0.46 51.3% 5 49 18 8 52.8% 0.51 0.0029 -1.52 1.05 41.70/55.20 52.07 1160.00 50.68 47.00/60.00 1.05 -1.34 0.0030 -0.49 51.3% 20 26 34 7 52.9% 0.49 0.0029 -1.52 1.05 38.90/50.90 49.50 1170.00 62.78 52.90/65.40 1.05 -1.33 0.0030 -0.52 51.1% 8 7 30 3 52.7% 0.46 0.0029 -1.51 1.04 34.60/46.50 51.45 1180.00 63.13 58.30/71.00 1.04 -1.31 0.0030 -0.55 50.9% 2 2 27 6 52.0% 0.43 0.0029 -1.47 1.03 30.70/41.90 38.85 1190.00 142.96 63.60/75.70 1.03 -1.25 0.0030 -0.58 49.6% 2 3 48 3 52.1% 0.40 0.0028 -1.45 1.02 27.10/38.30 40.20 1200.00 81.32 70.00/83.00 1.01 -1.25 0.0029 -0.60 50.5% 1 28 14 3 52.1% 0.37 0.0028 -1.42 1.00 23.60/34.90 27.70 1210.00 93.21 76.00/89.60 0.99 -1.22 0.0028 -0.63 50.4% 6 18 15 2 55.7% 0.36 0.0026 -1.49 0.98 16.70/35.50 29.50 1220.00 194.00 82.00/95.10 0.96 -1.13 0.0028 -0.66 49.1% 1 10 11 1 52.2% 0.32 0.0026 -1.34 0.94 18.80/28.90 25.30 1230.00 106.83 90.70/100.70 0.92 -1.04 0.0028 -0.70 47.5% — 1
Greeks Profile 2026-09-18 · 19d · σ = 52.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $807 $981 $1154 $1327 $1500 spot $1153.57 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).