IV Skew
-5.4%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 12/17474d
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 0.47 0.00/2.35 0.05 -0.10 0.0043 -0.07 76.1% — 2 — — — — — — — — — 140.00 0.52 0.00/2.45 0.06 -0.10 0.0054 -0.08 68.0% — 1 — — — — — — — — — 145.00 1.20 0.00/0.95 0.05 -0.08 0.0064 -0.07 55.2% — 1 — — — — — — — — — 150.00 0.45 0.00/2.75 0.07 -0.10 0.0090 -0.11 52.3% 2 4 — — — — — — — — — 155.00 0.35 0.15/1.30 0.08 -0.09 0.0122 -0.12 42.5% 1 4 — — — — — — — — — 160.00 1.05 0.70/1.55 0.10 -0.09 0.0177 -0.17 35.9% 6 26 — — — — — — — — — 165.00 2.05 0.80/3.10 0.13 -0.12 0.0230 -0.28 37.5% 3 9 2 1 41.0% 0.58 0.0242 -0.18 0.15 5.60/7.90 16.00 170.00 3.20 2.45/4.80 0.15 -0.13 0.0276 -0.41 35.8% 14 33 23 11 42.7% 0.46 0.0237 -0.18 0.16 2.90/5.80 9.18 175.00 3.80 5.10/7.60 0.16 -0.14 0.0273 -0.55 36.9% 3 6 24 1 42.9% 0.35 0.0220 -0.17 0.15 1.25/4.00 5.00 180.00 5.60 8.50/10.90 0.14 -0.12 0.0246 -0.67 37.3% 1 3 59 43 37.5% 0.22 0.0202 -0.12 0.12 0.60/1.95 1.81 185.00 12.90 11.80/15.60 0.13 -0.13 0.0187 -0.74 44.4% 9 65 8 6 42.0% 0.17 0.0154 -0.11 0.10 0.05/1.60 3.31 190.00 — — — — — — — — — 42 1 43.5% 0.12 0.0117 -0.09 0.08 0.00/1.10 1.89 195.00 — — — — — — — — — 2 1 50.5% 0.11 0.0096 -0.10 0.07 0.00/2.35 1.80 200.00 — — — — — — — — — 7 5 60.6% 0.09 0.0068 -0.10 0.06 0.00/2.20 0.55 210.00 — — — — — — — — — 6 — 56.6% 0.03 0.0035 -0.05 0.03 0.00/0.75 2.50 220.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 38.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $121 $146 $172 $198 $224 spot $172.25 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).