IV Skew
2.3%
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 1 1 63.8% 0.97 0.0010 -0.13 0.05 90.20/98.20 128.10 300.00 — — — — — — — — — 1 2 58.0% 0.97 0.0013 -0.13 0.06 80.50/88.00 130.00 310.00 0.39 0.00/2.85 0.08 -0.14 0.0016 -0.04 64.3% — 1 2 1 54.8% 0.96 0.0018 -0.15 0.08 70.70/78.40 101.00 320.00 — — — — — — — — — — — — — — — — — — 330.00 0.80 0.00/1.60 0.11 -0.14 0.0025 -0.06 51.9% 1 1 — — — — — — — — — 340.00 2.49 0.00/1.90 0.13 -0.15 0.0034 -0.08 47.0% 28 9 — — — — — — — — — 350.00 1.38 1.00/3.00 0.18 -0.21 0.0048 -0.12 45.8% 1 8 8 5 48.8% 0.81 0.0062 -0.35 0.24 34.00/39.10 52.15 360.00 2.11 1.80/3.80 0.21 -0.23 0.0064 -0.16 41.4% 1 32 8 5 43.4% 0.76 0.0081 -0.35 0.28 25.60/30.20 28.40 370.00 4.41 3.70/4.70 0.26 -0.24 0.0088 -0.21 36.3% 4 18 1 2 42.7% 0.67 0.0095 -0.40 0.33 18.00/23.40 47.50 380.00 7.30 6.00/8.40 0.32 -0.31 0.0104 -0.32 38.1% 3 60 6 5 35.9% 0.57 0.0122 -0.36 0.35 10.00/15.20 11.25 390.00 10.80 8.80/12.90 0.35 -0.34 0.0113 -0.43 38.8% 1 23 12 4 34.6% 0.44 0.0127 -0.34 0.35 7.60/10.10 9.00 400.00 14.00 13.10/16.00 0.35 -0.28 0.0134 -0.56 32.7% 2 51 7 2 34.0% 0.32 0.0117 -0.30 0.32 2.50/6.40 4.93 410.00 23.00 20.00/23.90 0.33 -0.28 0.0111 -0.66 36.6% 1 33 13 1 32.7% 0.21 0.0098 -0.23 0.26 2.05/3.60 3.00 420.00 20.05 27.50/32.70 0.29 -0.28 0.0089 -0.73 41.1% 1 22 53 7 32.4% 0.13 0.0072 -0.17 0.19 1.30/2.00 4.20 430.00 39.00 36.10/40.00 0.23 -0.19 0.0074 -0.83 38.5% 1 10 9 1 44.7% 0.15 0.0059 -0.26 0.21 0.05/3.40 4.40 440.00 25.88 44.00/50.50 0.22 -0.23 0.0059 -0.84 46.7% 2 4 7 1 49.5% 0.13 0.0048 -0.26 0.19 0.00/3.20 6.04 450.00 32.00 53.00/60.30 0.20 -0.23 0.0049 -0.86 51.7% 1 2 6 1 53.8% 0.12 0.0041 -0.25 0.18 0.00/3.00 3.00 460.00 71.07 62.50/70.80 0.20 -0.27 0.0042 -0.86 59.5% 1 — 11 1 58.0% 0.10 0.0035 -0.25 0.16 0.00/2.85 2.13 470.00 41.98 72.40/80.80 0.19 -0.28 0.0037 -0.87 64.8% 2 —
Greeks Profile 2026-09-18 · 19d · σ = 37.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $275 $334 $393 $452 $511 spot $393.39 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).