IV Skew
0.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 66.6% 0.96 0.0017 -0.14 0.06 74.00/78.30 81.69 260.00 0.50 0.00/3.30 0.09 -0.16 0.0020 -0.06 74.4% 1 33 103 8 57.8% 0.96 0.0020 -0.14 0.07 64.20/68.00 53.70 270.00 0.65 0.00/2.75 0.09 -0.14 0.0023 -0.05 62.7% 1 7 55 6 50.9% 0.95 0.0027 -0.14 0.08 54.40/58.00 72.56 280.00 15.30 0.00/3.60 0.11 -0.16 0.0032 -0.07 58.0% 2 23 54 3 56.4% 0.89 0.0045 -0.25 0.15 44.90/48.00 46.00 290.00 3.40 0.25/3.90 0.13 -0.17 0.0043 -0.09 51.3% 1 70 74 2 54.3% 0.84 0.0060 -0.30 0.19 35.90/39.40 51.50 300.00 2.37 0.25/4.30 0.19 -0.27 0.0060 -0.17 54.5% 1 19 22 3 49.4% 0.78 0.0079 -0.32 0.23 27.10/30.70 36.30 310.00 3.80 1.15/5.00 0.22 -0.26 0.0080 -0.21 47.1% 2 15 44 3 42.7% 0.71 0.0105 -0.32 0.26 19.00/22.00 28.00 320.00 5.45 3.70/7.00 0.26 -0.29 0.0104 -0.29 43.2% 1 126 94 1 41.7% 0.59 0.0122 -0.35 0.30 12.50/15.70 13.55 330.00 8.95 7.00/10.50 0.30 -0.31 0.0122 -0.41 41.6% 1 26 22 2 42.2% 0.47 0.0123 -0.36 0.30 7.60/11.00 17.00 340.00 13.92 11.60/15.30 0.30 -0.30 0.0129 -0.53 40.4% 10 12 31 2 42.7% 0.35 0.0114 -0.33 0.28 3.60/7.50 11.50 350.00 20.60 18.60/21.50 0.28 -0.26 0.0121 -0.66 39.8% 1 3 16 2 44.6% 0.26 0.0096 -0.30 0.25 1.50/5.30 8.00 360.00 45.25 25.80/29.50 0.24 -0.23 0.0099 -0.75 42.0% 1 102 25 3 47.0% 0.20 0.0078 -0.27 0.21 0.85/3.90 3.27 370.00 59.10 39.30/42.90 0.24 -0.33 0.0073 -0.75 57.0% 1 2 31 1 49.9% 0.15 0.0062 -0.24 0.18 0.05/3.00 2.05 380.00 — — — — — — — — — 4 1 51.7% 0.11 0.0049 -0.20 0.15 0.20/4.20 2.39 390.00 62.70 129.00/131.40 0.30 -2.38 0.0017 -0.45 303.3% 1 3 23 3 53.6% 0.09 0.0038 -0.17 0.12 0.00/3.30 3.41 400.00 104.60 142.30/146.00 0.30 -2.55 0.0016 -0.45 325.0% 1 — 30 1 55.5% 0.07 0.0030 -0.14 0.10 0.00/1.25 2.80 410.00 70.70 152.20/156.90 0.30 -2.63 0.0015 -0.45 334.9% — — — — — — — — — — — 430.00 139.50 172.40/176.90 0.30 -2.77 0.0015 -0.46 351.1% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 41.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $235 $285 $335 $385 $436 spot $335.15 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).