IV Skew
-3.9%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 3/19202d 1/21510d 12/15839d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 81 1 77.6% 0.96 0.0020 -0.13 0.06 62.70/70.80 33.00 195.00 0.60 0.35/1.10 0.05 -0.08 0.0017 -0.03 71.6% 76 352 88 2 75.6% 0.95 0.0024 -0.15 0.07 58.00/66.00 62.55 200.00 0.90 0.50/1.20 0.05 -0.09 0.0021 -0.04 68.6% 51 997 477 1 69.9% 0.92 0.0034 -0.18 0.09 48.50/56.50 30.16 210.00 1.65 1.00/2.55 0.09 -0.15 0.0034 -0.08 69.4% 3 488 412 4 70.7% 0.87 0.0049 -0.25 0.13 40.40/47.70 45.00 220.00 2.67 1.05/3.00 0.11 -0.15 0.0047 -0.10 60.1% 46 326 603 1 68.6% 0.81 0.0065 -0.31 0.17 32.20/39.50 37.69 230.00 4.50 1.90/4.50 0.14 -0.20 0.0068 -0.15 56.6% 10 411 281 5 67.7% 0.73 0.0080 -0.36 0.20 25.80/31.40 29.40 240.00 6.93 6.30/7.70 0.20 -0.30 0.0084 -0.26 63.3% 19 927 772 15 63.8% 0.64 0.0096 -0.38 0.23 19.00/24.00 22.80 250.00 10.90 9.60/11.80 0.23 -0.35 0.0096 -0.35 63.3% 6 301 342 39 66.7% 0.54 0.0097 -0.42 0.24 16.50/17.40 16.80 260.00 14.70 14.80/16.30 0.24 -0.37 0.0102 -0.46 63.8% 37 327 864 32 67.2% 0.45 0.0096 -0.42 0.24 12.30/13.30 12.68 270.00 20.80 19.50/21.40 0.24 -0.34 0.0107 -0.56 60.5% 22 342 384 20 64.1% 0.35 0.0095 -0.37 0.23 7.50/9.80 9.00 280.00 27.30 25.00/30.80 0.23 -0.34 0.0095 -0.65 63.8% 6 72 296 26 66.3% 0.28 0.0083 -0.35 0.20 5.90/7.20 6.96 290.00 70.10 48.40/54.00 0.24 -0.77 0.0049 -0.57 131.9% 5 99 333 45 66.1% 0.21 0.0071 -0.29 0.17 4.20/4.90 4.90 300.00 61.60 40.10/46.30 0.17 -0.23 0.0072 -0.81 62.2% 1 34 129 10 66.7% 0.15 0.0059 -0.25 0.15 1.45/5.00 3.65 310.00 86.70 66.10/71.30 0.23 -0.80 0.0043 -0.63 144.7% 2 10 147 6 67.2% 0.11 0.0047 -0.20 0.12 2.00/2.50 2.40 320.00 95.60 75.70/81.30 0.23 -0.84 0.0039 -0.65 154.0% 1 23 104 4 68.2% 0.08 0.0037 -0.16 0.09 1.40/1.80 1.60 330.00 114.00 85.00/90.90 0.22 -0.86 0.0037 -0.67 161.2% 1 5 52 1 71.7% 0.07 0.0030 -0.15 0.08 0.40/2.30 1.20 340.00 157.70 146.20/153.20 0.24 -2.26 0.0017 -0.44 381.5% 1 —
Greeks Profile 2026-09-18 · 20d · σ = 65.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $182 $222 $261 $300 $339 spot $260.68 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).