IV Skew
0.0%
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 — 2 0.0% 1.00 — -0.02 — 0.00/0.00 112.39 180.00 — — — — — — — — — — — — — — — — — — 200.00 1.23 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 35 1 — 0.0% 1.00 — -0.03 — 0.00/0.00 48.70 210.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 3 — — — — — — — — — 220.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 14 8 — 0.0% 1.00 — -0.03 — 0.00/0.00 54.15 230.00 4.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 11 38 6 — 0.0% 1.00 — -0.03 — 31.90/35.70 34.80 240.00 — — — — — — — — — 3 1 30.2% 0.98 0.0027 -0.06 0.03 31.60/35.10 15.00 250.00 1.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 4 4 1 0.0% 1.00 — -0.03 — 0.00/0.00 25.38 260.00 2.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 2 1 8 5 0.0% 1.00 — -0.03 — 0.00/0.00 8.38 270.00 2.89 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 42 141 4 0.0% 1.00 — -0.03 — 0.00/0.00 9.80 280.00 6.11 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 1 4 58 1 1.6% 0.00 0.0000 -0.00 0.00 0.00/0.00 8.15 290.00 14.45 0.00/0.00 — 0.04 — -1.00 0.0% 2 5 35 1 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 2.02 300.00 — — — — — — — — — 13 3 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 310.00 — — — — — — — — — 37 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.40 320.00 — — — — — — — — — 40 10 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.00 330.00 68.90 0.00/0.00 — 0.04 — -1.00 0.0% — — 19 1 64.3% 0.12 0.0051 -0.24 0.13 0.75/4.30 1.85 340.00 79.00 0.00/0.00 — 0.04 — -1.00 0.0% — — 2 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 350.00 — — — — — — — — — — — — — — — — — — 360.00 76.90 0.00/0.00 — 0.04 — -1.00 0.0% 1 — 2 — 76.9% 0.08 0.0029 -0.20 0.09 0.00/3.40 1.65 370.00 — — — — — — — — — — — — — — — — — — 400.00 132.90 0.00/0.00 — 0.05 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $199 $242 $285 $328 $370 spot $284.89 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).