IV Skew
2.9%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 135.00 1.00 0.00/4.80 0.07 -0.19 0.0045 -0.10 102.3% 1 9 — — — — — — — — — 140.00 1.20 0.00/4.80 0.07 -0.19 0.0054 -0.11 91.7% 1 10 — — — — — — — — — 145.00 2.70 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 150.00 0.80 0.00/4.80 0.08 -0.17 0.0082 -0.14 71.0% 1 7 — — — — — — — — — 155.00 1.55 0.00/4.80 0.09 -0.16 0.0105 -0.16 60.7% 1 55 4 4 88.4% 0.72 0.0101 -0.34 0.13 19.90/24.50 23.25 160.00 1.30 0.00/4.80 0.10 -0.15 0.0141 -0.19 50.3% 1 26 — — — — — — — — — 165.00 1.75 0.00/4.80 0.13 -0.21 0.0158 -0.29 57.6% 1 16 4 4 56.9% 0.62 0.0177 -0.25 0.14 8.00/11.60 19.00 170.00 1.70 0.00/4.80 0.14 -0.18 0.0222 -0.36 44.6% 1 1 14 3 86.7% 0.54 0.0121 -0.39 0.15 11.50/16.00 11.10 175.00 — — — — — — — — — 2 1 38.5% 0.39 0.0264 -0.17 0.14 0.60/4.00 2.75 180.00 8.29 3.90/7.00 0.13 -0.08 0.0385 -0.68 24.5% — 1 82 1 54.7% 0.35 0.0179 -0.23 0.14 0.00/4.80 7.49 185.00 10.40 8.50/12.00 0.12 -0.10 0.0243 -0.76 34.1% 1 38 4 1 51.2% 0.25 0.0165 -0.19 0.12 0.00/3.00 0.90 190.00 — — — — — — — — — 12 1 54.3% 0.20 0.0136 -0.17 0.10 0.00/4.80 0.40 195.00 10.40 22.00/26.50 0.12 -0.23 0.0125 -0.74 68.7% 2 3 67 5 61.7% 0.18 0.0112 -0.18 0.10 0.00/4.80 0.86 200.00 12.70 26.00/30.80 0.11 -0.20 0.0110 -0.79 69.9% 2 68 29 1 75.1% 0.15 0.0082 -0.20 0.09 0.00/4.80 0.70 210.00 — — — — — — — — — 14 1 87.1% 0.13 0.0065 -0.21 0.08 0.00/4.80 0.25 220.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 65.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $122 $149 $175 $201 $227 spot $174.93 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).