IV Skew
-5.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d 6/17291d 9/17383d
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 3 148.6% 0.92 0.0009 -0.62 0.15 162.80/171.30 205.00 300.00 — — — — — — — — — — — — — — — — — — 370.00 0.36 0.00/0.35 0.04 -0.04 0.0008 -0.01 44.7% 1 3 — — — — — — — — — 390.00 1.92 0.00/1.45 0.11 -0.13 0.0022 -0.05 46.4% 1 3.5k 19 2 54.5% 0.88 0.0034 -0.34 0.20 55.80/63.80 66.70 400.00 1.05 0.00/2.00 0.15 -0.16 0.0030 -0.07 44.1% 25 18 1 — 49.6% 0.86 0.0042 -0.34 0.23 46.40/54.30 79.30 410.00 1.58 0.00/3.40 0.20 -0.23 0.0042 -0.12 44.7% 11 2.6k 2 1 47.6% 0.82 0.0053 -0.39 0.28 38.00/45.80 46.44 420.00 2.10 1.15/4.80 0.26 -0.28 0.0054 -0.16 43.1% 4 2.8k 1 — 54.3% 0.73 0.0058 -0.53 0.35 37.00/44.80 63.00 430.00 4.20 0.45/5.80 0.30 -0.29 0.0070 -0.21 39.0% 1 13 2 2 40.8% 0.71 0.0081 -0.42 0.36 21.60/29.10 36.80 440.00 5.90 5.40/7.40 0.35 -0.31 0.0089 -0.27 35.5% 1 216 105 2 39.9% 0.62 0.0091 -0.45 0.40 15.90/22.60 17.97 450.00 8.50 5.20/10.70 0.40 -0.34 0.0104 -0.37 34.6% 2 596 6 2 39.5% 0.53 0.0096 -0.46 0.42 11.30/17.20 14.08 460.00 13.40 10.50/15.30 0.42 -0.35 0.0110 -0.48 34.4% 2 57 49 53 34.4% 0.42 0.0108 -0.39 0.41 6.20/10.70 9.40 470.00 14.00 16.00/21.90 0.41 -0.36 0.0102 -0.58 36.5% 1 261 49 1 41.0% 0.35 0.0086 -0.44 0.39 2.35/10.00 8.30 480.00 21.78 23.00/28.60 0.38 -0.32 0.0094 -0.67 36.7% 1 20 43 5 35.5% 0.24 0.0083 -0.31 0.32 2.35/5.30 4.60 490.00 30.46 31.60/37.50 0.35 -0.33 0.0077 -0.73 40.8% 2 118 170 2 46.6% 0.24 0.0063 -0.41 0.32 0.40/7.00 2.47 500.00 33.50 39.10/46.90 0.32 -0.33 0.0064 -0.77 45.3% 1 97 72 12 45.8% 0.18 0.0054 -0.34 0.27 0.30/4.90 2.70 510.00 50.60 48.50/55.90 0.29 -0.31 0.0054 -0.81 48.0% 1 6 115 1 43.2% 0.12 0.0044 -0.24 0.21 0.00/2.90 4.50 520.00 40.00 58.10/65.70 0.27 -0.31 0.0046 -0.83 52.6% 1 76 196 2 52.5% 0.13 0.0039 -0.32 0.23 0.00/4.00 1.60 530.00 — — — — — — — — — — — — — — — — — — 700.00 214.00 228.40/236.70 — 0.09 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 36.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $322 $391 $460 $529 $598 spot $459.66 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).