IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.04 — 0.00/0.00 45.00 290.00 6.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% — — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 7.00 330.00 — — — — — — — — — — 4 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 8.80 340.00 — — — — — — — — — — — — — — — — — — 360.00 49.00 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.30 370.00 55.50 0.00/0.00 — 0.05 — -1.00 0.0% — — — — — — — — — — — 400.00 65.50 0.00/0.00 — 0.05 — -1.00 0.0% — — — — — — — — — — — 420.00 80.50 0.00/0.00 — 0.05 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $212 $257 $302 $348 $393 spot $302.24 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).