IV Skew
0.7%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.03 — 0.00/0.00 164.80 220.00 0.35 0.00/3.50 0.07 -0.16 0.0019 -0.05 84.5% 1 68 1 1 53.2% 0.98 0.0012 -0.07 0.03 62.10/67.00 48.70 230.00 0.30 0.00/3.50 0.08 -0.15 0.0024 -0.06 74.1% 1 16 2 2 53.8% 0.96 0.0024 -0.11 0.06 53.30/56.80 52.00 240.00 1.06 0.00/3.50 0.09 -0.15 0.0031 -0.07 64.0% 2 9 — 4 62.0% 0.89 0.0045 -0.23 0.12 43.50/47.00 70.50 250.00 0.67 0.00/1.70 0.10 -0.14 0.0041 -0.08 53.6% 1 15 1 2 54.2% 0.86 0.0061 -0.24 0.15 33.60/37.50 34.30 260.00 1.10 0.30/1.75 0.11 -0.13 0.0058 -0.10 44.1% 4 265 10 1 41.9% 0.83 0.0089 -0.21 0.17 24.00/27.30 33.95 270.00 1.30 0.30/2.00 0.14 -0.13 0.0089 -0.13 35.7% 1 29 35 1 37.4% 0.74 0.0129 -0.24 0.22 15.60/18.90 16.85 280.00 2.70 1.25/3.20 0.20 -0.15 0.0143 -0.22 30.9% 3 131 27 11 36.7% 0.60 0.0157 -0.27 0.26 8.90/12.50 9.78 290.00 6.25 3.50/7.40 0.26 -0.21 0.0172 -0.40 33.5% 1 70 129 2 34.9% 0.43 0.0168 -0.26 0.26 4.00/7.30 5.50 300.00 12.80 10.00/12.50 0.26 -0.20 0.0178 -0.58 32.8% 3 55 38 3 30.1% 0.24 0.0155 -0.18 0.21 1.90/3.00 2.50 310.00 16.30 16.30/19.50 0.22 -0.16 0.0147 -0.73 33.3% 4 37 38 1 33.0% 0.15 0.0104 -0.14 0.15 0.50/1.80 1.15 320.00 33.90 25.30/28.50 0.18 -0.15 0.0104 -0.82 38.1% 4 26 45 1 35.6% 0.09 0.0068 -0.10 0.11 0.00/1.10 0.84 330.00 36.40 34.20/38.00 0.15 -0.13 0.0076 -0.86 43.4% 2 22 83 10 38.1% 0.06 0.0044 -0.08 0.08 0.00/0.70 0.42 340.00 26.10 44.00/47.80 0.13 -0.13 0.0058 -0.89 49.4% 1 16 93 3 45.7% 0.06 0.0037 -0.09 0.08 0.00/0.85 0.50 350.00 55.70 54.00/58.00 0.12 -0.15 0.0048 -0.89 57.6% 1 26 78 2 45.6% 0.03 0.0023 -0.06 0.05 0.00/0.45 0.10 360.00 73.00 81.90/84.80 0.24 -0.83 0.0039 -0.68 137.2% 1 8 42 3 65.8% 0.08 0.0032 -0.17 0.10 0.00/3.40 0.05 370.00 70.00 73.90/78.00 0.11 -0.16 0.0035 -0.91 70.2% 1 3
Greeks Profile 2026-09-18 · 19d · σ = 35.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $206 $250 $294 $338 $382 spot $294.21 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).