IV Skew
5.7%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 130.9% 0.94 0.0015 -0.28 0.07 86.60/92.20 87.00 180.00 — — — — — — — — — 1 — 54.7% 1.00 0.0001 -0.02 0.00 81.90/87.20 82.00 185.00 — — — — — — — — — — — — — — — — — — 190.00 0.60 0.00/3.00 0.05 -0.16 0.0016 -0.04 101.6% 4 5 1 1 59.8% 0.99 0.0007 -0.05 0.01 67.00/72.40 60.00 200.00 0.83 0.00/2.15 0.05 -0.12 0.0017 -0.04 83.0% 1 13 1 — 0.0% 1.00 — -0.03 — 48.30/54.20 103.50 210.00 1.87 0.00/5.70 0.09 -0.24 0.0029 -0.09 92.0% 25 28 — — — — — — — — — 220.00 1.07 0.05/1.85 0.06 -0.10 0.0029 -0.05 59.1% 11 16 — — — — — — — — — 230.00 1.70 0.05/4.70 0.11 -0.19 0.0050 -0.10 62.5% 3 7 — — — — — — — — — 240.00 3.61 0.80/6.70 0.14 -0.24 0.0071 -0.16 59.5% 3 11 — — — — — — — — — 250.00 7.92 1.10/5.00 0.18 -0.26 0.0099 -0.23 52.5% 25 30 5 2 53.4% 0.65 0.0119 -0.36 0.22 12.90/18.20 16.07 260.00 9.55 2.10/10.00 0.22 -0.37 0.0108 -0.36 59.2% 3 152 26 1 46.2% 0.52 0.0148 -0.33 0.23 6.30/11.10 8.30 270.00 17.10 8.30/11.60 0.23 -0.30 0.0148 -0.48 46.3% — 1 12 27 53.6% 0.40 0.0124 -0.37 0.22 2.65/8.80 5.00 280.00 22.59 13.70/19.70 0.23 -0.35 0.0120 -0.60 55.4% 5 5 14 2 51.3% 0.28 0.0113 -0.30 0.20 0.60/5.30 2.43 290.00 31.40 20.90/26.50 0.20 -0.30 0.0108 -0.71 54.8% 151 151 13 12 57.8% 0.22 0.0088 -0.30 0.17 0.00/4.40 1.60 300.00 — — — — — — — — — 12 4 54.5% 0.13 0.0068 -0.20 0.13 0.00/2.35 1.05 310.00 — — — — — — — — — 13 2 55.1% 0.05 0.0033 -0.10 0.06 0.00/1.70 2.63 330.00 — — — — — — — — — 2 2 92.4% 0.09 0.0030 -0.26 0.09 0.00/5.10 8.10 360.00 — — — — — — — — — 5 — 87.4% 0.06 0.0023 -0.17 0.07 0.00/3.00 25.90 370.00 20.86 98.40/103.90 0.04 -0.05 0.0016 -0.97 75.3% — 5
Greeks Profile 2026-09-18 · 17d · σ = 46.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $189 $229 $270 $310 $350 spot $269.54 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).