IV Skew
1.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 12 16 0.0% 1.00 — -0.04 — 23.40/27.50 29.00 290.00 — — — — — — — — — 43 1 62.5% 0.95 0.0021 -0.19 0.09 70.00/74.00 77.50 300.00 1.20 0.00/2.70 0.08 -0.13 0.0020 -0.05 59.8% 2 1 — — — — — — — — — 310.00 30.40 0.00/3.10 0.10 -0.14 0.0027 -0.06 54.1% — 2 6 1 60.1% 0.88 0.0040 -0.31 0.16 50.50/54.10 41.58 320.00 1.85 0.00/3.00 0.15 -0.23 0.0039 -0.10 56.0% 3 11 3 1 48.7% 0.87 0.0052 -0.27 0.17 41.00/43.60 16.04 330.00 3.08 0.00/3.50 0.18 -0.24 0.0052 -0.13 50.0% 2 41 44 1 49.7% 0.80 0.0068 -0.35 0.23 32.50/35.90 36.08 340.00 2.50 0.55/4.20 0.21 -0.25 0.0070 -0.17 44.2% 44 61 31 6 45.6% 0.74 0.0087 -0.37 0.27 24.00/27.60 26.25 350.00 4.61 2.50/5.80 0.26 -0.28 0.0094 -0.24 40.5% 1 38 155 1 43.3% 0.64 0.0105 -0.40 0.31 17.50/20.50 20.80 360.00 6.95 5.10/8.40 0.30 -0.30 0.0118 -0.34 37.9% 1 10 16 1 42.6% 0.53 0.0114 -0.41 0.33 11.60/14.90 13.45 370.00 13.00 9.20/12.20 0.33 -0.30 0.0135 -0.47 35.8% 1 6 60 10 41.4% 0.42 0.0115 -0.39 0.32 6.70/10.20 12.01 380.00 18.00 14.90/18.50 0.32 -0.30 0.0126 -0.60 37.5% 1 12 16 1 39.4% 0.30 0.0107 -0.33 0.29 3.40/6.30 5.10 390.00 18.50 21.30/24.80 0.28 -0.24 0.0115 -0.72 35.6% — 1 7 2 36.1% 0.19 0.0090 -0.23 0.22 1.35/3.20 4.00 400.00 — — — — — — — — — 19 1 43.4% 0.16 0.0069 -0.25 0.20 0.00/3.30 1.92 410.00 — — — — — — — — — 7 1 47.6% 0.13 0.0055 -0.24 0.18 0.00/2.85 1.24 420.00 32.54 47.30/51.00 0.12 -0.09 0.0048 -0.92 38.8% — 2 11 2 52.7% 0.12 0.0045 -0.24 0.16 0.00/2.70 2.12 430.00 26.00 57.30/61.00 0.11 -0.09 0.0038 -0.93 44.1% — — 8 6 57.9% 0.10 0.0038 -0.24 0.15 0.00/2.65 1.50 440.00 36.00 67.10/71.00 0.11 -0.09 0.0032 -0.93 49.1% 1 — 3 — 53.6% 0.06 0.0027 -0.15 0.10 0.00/2.65 8.00 450.00 79.50 77.10/81.00 0.10 -0.10 0.0027 -0.94 53.9% — — — — — — — — — — — 510.00 139.50 137.10/141.00 0.07 -0.10 0.0014 -0.96 79.0% — — — — — — — — — — — 570.00 190.27 197.20/201.00 0.06 -0.10 0.0009 -0.97 99.9% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 39.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $259 $315 $370 $426 $481 spot $370.36 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).