IV Skew
-1.3%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 480.00 4.50 0.00/6.90 0.20 -0.26 0.0025 -0.09 50.2% 10 12 — — — — — — — — — 490.00 1.38 0.00/6.40 0.28 -0.40 0.0032 -0.14 55.1% 10 21 5 1 44.9% 0.86 0.0039 -0.38 0.28 52.40/60.00 49.00 500.00 2.80 0.00/3.50 0.24 -0.24 0.0038 -0.11 39.8% 2 17 — — — — — — — — — 510.00 3.09 1.00/7.60 0.34 -0.41 0.0046 -0.19 46.3% 1 22 — 1 39.7% 0.79 0.0058 -0.43 0.37 34.00/42.50 36.13 520.00 5.50 1.85/8.40 0.38 -0.40 0.0057 -0.23 41.9% 1 60 — — — — — — — — — 530.00 7.20 0.60/6.60 0.39 -0.30 0.0078 -0.24 31.0% 2 84 5 4 35.6% 0.66 0.0081 -0.48 0.47 19.00/27.10 22.55 540.00 9.90 3.10/10.70 0.46 -0.37 0.0087 -0.33 32.8% 1 15 3 — 34.2% 0.57 0.0090 -0.48 0.50 13.00/20.70 23.85 550.00 15.60 7.80/15.70 0.50 -0.42 0.0091 -0.43 34.2% 3 12 3 1 33.4% 0.48 0.0094 -0.47 0.50 7.00/15.40 9.05 560.00 19.92 11.90/20.40 0.50 -0.40 0.0094 -0.52 33.3% 3 10 13 12 33.3% 0.39 0.0091 -0.45 0.49 3.00/11.40 7.20 570.00 25.37 18.00/26.50 0.49 -0.38 0.0090 -0.61 33.5% 1 8 7 12 32.3% 0.30 0.0085 -0.39 0.44 1.60/7.80 4.30 580.00 35.85 25.30/33.80 0.45 -0.35 0.0081 -0.69 34.4% 1 4 55 4 38.6% 0.27 0.0067 -0.44 0.42 0.00/8.10 3.40 590.00 19.55 32.80/42.00 0.40 -0.33 0.0070 -0.75 36.1% — 1 18 1 30.2% 0.14 0.0059 -0.24 0.29 0.00/3.00 1.85 600.00 24.05 42.20/50.90 0.36 -0.31 0.0059 -0.79 38.4% 1 1 10 5 47.4% 0.21 0.0048 -0.47 0.37 0.00/7.50 1.86 610.00 — — — — — — — — — 5 1 51.2% 0.19 0.0042 -0.48 0.35 0.00/7.20 1.00 620.00 — — — — — — — — — 1 — 55.0% 0.18 0.0037 -0.49 0.33 0.00/7.00 9.80 630.00 — — — — — — — — — — — — — — — — — — 650.00 94.60 86.10/94.60 — 0.08 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 34.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $388 $472 $555 $638 $721 spot $554.99 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).