IV Skew
-0.5%
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 2 — 0.0% 1.00 — -0.01 — 103.40/108.10 96.48 110.00 — — — — — — — — — 1 — 508.4% 0.83 0.0009 -1.91 0.14 138.10/143.00 139.20 160.00 — — — — — — — — — 1 — 0.0% 1.00 — -0.02 — 43.40/46.70 82.50 165.00 — — — — — — — — — — — 0.0% 1.00 — -0.02 — 0.00/0.00 132.30 185.00 3.83 0.00/5.00 0.08 -0.20 0.0027 -0.08 95.2% 1 5 — — — — — — — — — 190.00 4.73 0.00/5.00 0.09 -0.20 0.0031 -0.08 88.3% 1 37 — — — — — — — — — 195.00 5.70 0.00/4.00 0.08 -0.16 0.0034 -0.08 76.5% 2 2 — — — — — — — — — 200.00 6.40 0.00/5.00 0.10 -0.19 0.0041 -0.10 74.9% 20 47 — — 0.0% 1.00 — -0.03 — 0.00/0.00 120.70 210.00 3.17 0.30/5.00 0.11 -0.18 0.0057 -0.12 62.9% 2 3 2 1 53.8% 0.84 0.0082 -0.22 0.14 27.20/30.50 27.47 220.00 2.55 0.20/5.00 0.16 -0.26 0.0078 -0.20 64.3% 1 1 — 2 0.0% 1.00 — -0.03 — 0.00/0.00 17.10 230.00 4.33 1.00/5.40 0.18 -0.23 0.0114 -0.26 50.8% 1 8 2 1 49.6% 0.61 0.0138 -0.30 0.21 10.80/14.50 14.02 240.00 8.00 4.50/8.60 0.21 -0.26 0.0142 -0.39 48.1% 3 5 3 1 51.5% 0.47 0.0138 -0.31 0.22 6.60/10.10 9.90 250.00 14.60 54.00/57.10 0.22 -1.28 0.0030 -0.41 227.6% 1 1 5 1 51.3% 0.34 0.0128 -0.29 0.21 3.40/6.50 5.50 260.00 30.50 0.00/0.00 — 0.03 — -1.00 0.0% 6 — 21 1 56.6% 0.26 0.0102 -0.28 0.18 0.30/5.00 4.01 270.00 36.30 0.00/0.00 — 0.03 — -1.00 0.0% — — 5 1 55.8% 0.17 0.0081 -0.21 0.14 1.05/5.00 4.70 280.00 — — — — — — — — — 40 1 71.0% 0.18 0.0065 -0.28 0.14 2.00/5.90 1.70 290.00 — — — — — — — — — 2 1 69.3% 0.12 0.0052 -0.21 0.11 0.00/5.00 2.55 300.00 73.00 52.40/56.90 0.11 -0.17 0.0052 -0.88 69.0% 1 1 4 1 76.5% 0.11 0.0043 -0.21 0.10 0.00/4.90 2.53 310.00 33.70 108.00/111.10 0.22 -1.62 0.0025 -0.52 280.5% 24 15 3 1 76.7% 0.08 0.0034 -0.17 0.08 0.15/3.30 21.10 320.00 — — — — — — — — — — — — — — — — — — 330.00 89.00 82.40/86.50 0.09 -0.16 0.0032 -0.92 86.7% 1 — — — — — — — — — — 360.00 119.00 112.40/116.50 0.00 0.04 0.0001 -1.00 52.3% — — — — — — — — — — — 370.00 129.00 122.40/126.50 0.00 0.04 0.0001 -1.00 55.5% — —
Greeks Profile 2026-09-18 · 19d · σ = 139.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.20 0.39 0.58 0.77 0.95 $172 $209 $246 $282 $319 spot $245.56 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).