IV Skew
16.3%
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 4 2 86.1% 0.93 0.0041 -0.13 0.05 39.40/42.90 24.45 130.00 0.38 0.00/2.15 0.05 -0.09 0.0038 -0.06 80.2% 2 103 11 1 74.4% 0.93 0.0049 -0.12 0.05 33.60/36.00 36.65 135.00 0.25 0.00/0.40 0.02 -0.02 0.0024 -0.02 50.2% 1 127 8 3 74.5% 0.89 0.0065 -0.16 0.07 28.00/31.70 12.90 140.00 0.60 0.00/1.50 0.05 -0.07 0.0053 -0.06 56.9% 6 85 46 1 65.8% 0.87 0.0082 -0.15 0.08 23.00/26.80 25.50 145.00 0.50 0.20/1.15 0.06 -0.09 0.0076 -0.09 54.7% 2 67 67 5 58.0% 0.85 0.0106 -0.16 0.09 18.50/22.00 23.65 150.00 0.83 0.35/2.95 0.08 -0.11 0.0106 -0.13 51.6% 2 177 59 5 51.3% 0.80 0.0139 -0.16 0.11 14.80/17.40 18.90 155.00 2.26 0.00/3.20 0.11 -0.16 0.0135 -0.21 55.7% 1 18 45 1 41.3% 0.76 0.0195 -0.15 0.12 9.50/12.50 15.10 160.00 1.62 0.05/4.30 0.13 -0.17 0.0167 -0.28 52.5% 4 5 518 55 41.7% 0.64 0.0231 -0.17 0.14 6.10/9.30 8.50 165.00 3.70 1.75/4.90 0.14 -0.16 0.0221 -0.36 43.8% 143 16 32 10 40.2% 0.52 0.0256 -0.17 0.15 4.10/6.40 4.00 170.00 6.10 4.70/5.80 0.15 -0.13 0.0295 -0.48 34.9% 1 1.0k 33 9 43.2% 0.41 0.0232 -0.18 0.15 0.75/4.80 4.00 175.00 6.30 6.80/9.90 0.15 -0.15 0.0237 -0.60 42.2% 1 2 13 1 36.2% 0.26 0.0232 -0.12 0.13 0.00/2.25 1.90 180.00 17.90 17.40/21.00 0.15 -0.31 0.0125 -0.59 80.5% — 1 27 20 47.0% 0.23 0.0168 -0.15 0.12 0.00/2.55 1.07 185.00 — — — — — — — — — 5 1 52.6% 0.19 0.0135 -0.15 0.11 0.00/2.30 0.75 190.00 — — — — — — — — — 3 1 52.9% 0.10 0.0086 -0.10 0.07 0.00/2.15 1.28 200.00 — — — — — — — — — — — 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.48 210.00 — — — — — — — — — 5 1 73.7% 0.07 0.0049 -0.11 0.05 0.00/2.15 0.02 220.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 37.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $119 $144 $170 $195 $221 spot $169.73 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).