IV Skew
-7.8%
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 1 1 121.8% 0.94 0.0030 -0.15 0.04 45.30/48.80 65.70 105.00 — — — — — — — — — 3 1 97.9% 0.93 0.0044 -0.15 0.05 35.40/38.80 48.80 115.00 1.15 0.00/2.15 0.04 -0.10 0.0040 -0.06 90.3% 1 3 6 3 86.4% 0.92 0.0054 -0.14 0.05 30.30/33.80 45.70 120.00 0.40 0.00/0.50 0.02 -0.03 0.0029 -0.02 57.9% 6 7 — — — — — — — — — 125.00 0.75 0.00/2.40 0.05 -0.10 0.0066 -0.08 71.0% 20 23 10 4 119.3% 0.77 0.0077 -0.36 0.10 27.80/30.10 19.60 130.00 0.05 0.50/1.65 0.05 -0.09 0.0085 -0.09 58.4% 4 18 2 2 55.6% 0.86 0.0121 -0.13 0.07 16.10/19.00 37.90 135.00 1.35 0.20/3.10 0.07 -0.12 0.0121 -0.14 55.5% 2 7 22 1 53.3% 0.79 0.0164 -0.16 0.09 11.80/14.90 12.20 140.00 2.70 1.15/2.35 0.09 -0.14 0.0167 -0.20 51.3% 7 23 60 3 52.0% 0.70 0.0204 -0.19 0.11 9.40/11.30 9.00 145.00 2.74 2.05/5.50 0.11 -0.16 0.0209 -0.30 50.5% 1 4 4.2k 8 49.2% 0.59 0.0241 -0.20 0.13 6.10/8.00 7.50 150.00 4.46 4.60/6.50 0.13 -0.20 0.0215 -0.42 55.4% 1 11 11 1 50.4% 0.47 0.0240 -0.20 0.13 3.90/5.80 4.10 155.00 6.75 7.30/9.20 0.13 -0.20 0.0217 -0.53 55.8% 5 6 129 22 58.2% 0.38 0.0199 -0.22 0.12 2.20/5.00 3.00 160.00 7.93 10.40/12.30 0.12 -0.19 0.0207 -0.63 55.5% 5 16 2.1k 14 49.3% 0.25 0.0196 -0.16 0.10 1.05/2.50 2.00 165.00 — — — — — — — — — 2.7k 4 44.9% 0.14 0.0154 -0.10 0.07 0.40/1.20 1.00 170.00 22.50 17.50/21.00 0.10 -0.19 0.0145 -0.75 66.4% 1 5 50 1 45.3% 0.09 0.0108 -0.07 0.05 0.40/0.70 0.50 175.00 — — — — — — — — — 142 18 47.9% 0.06 0.0077 -0.06 0.04 0.00/0.50 0.50 180.00 — — — — — — — — — 4 1 65.3% 0.10 0.0081 -0.11 0.06 0.00/2.25 5.34 185.00 — — — — — — — — — 35 1 71.1% 0.09 0.0069 -0.11 0.05 0.00/2.20 5.50 190.00 — — — — — — — — — — — — — — — — — — 195.00 40.00 41.70/45.40 0.04 -0.07 0.0056 -0.93 73.3% — 19 — — — — — — — — — 250.00 83.50 97.20/100.30 0.03 -0.10 0.0025 -0.95 129.1% — — — — — — — — — — — 260.00 93.50 106.70/110.30 0.03 -0.08 0.0020 -0.96 130.3% — —
Greeks Profile 2026-09-18 · 17d · σ = 52.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $107 $129 $152 $175 $198 spot $152.34 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).