IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
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 — 0.0% 1.00 — -0.02 — 0.00/0.00 41.20 200.00 3.00 0.00/4.80 0.11 -0.18 0.0068 -0.13 60.8% — 1 — — — — — — — — — 210.00 1.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — 1 — — — — — — — — — 220.00 2.19 0.00/0.00 0.00 -0.00 0.0003 -0.00 6.3% 67 67 2 3 0.0% 1.00 — -0.03 — 0.00/0.00 7.53 230.00 5.10 0.00/0.00 0.00 0.00 0.0000 -0.00 0.2% 1 69 209 5 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.01 240.00 11.70 0.00/0.00 — 0.03 — -1.00 0.0% 1 2 76 3 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.43 250.00 — — — — — — — — — 196 191 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.16 260.00 — — — — — — — — — 6 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.45 270.00 — — — — — — — — — — — — — — — — — — 320.00 81.00 0.00/0.00 — 0.04 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $161 $196 $230 $265 $299 spot $230.28 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).