IV Skew
-2.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 6/17291d +2 more 2027-09-17 (383d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 78 5 38.8% 0.85 0.0029 -0.57 0.47 73.50/81.10 81.42 820.00 2.27 0.85/5.00 0.40 -0.34 0.0029 -0.12 33.4% 1 65 5 1 36.8% 0.83 0.0034 -0.59 0.52 65.00/72.00 81.00 830.00 4.50 0.55/6.50 0.47 -0.39 0.0034 -0.15 33.0% 1 96 171 9 34.5% 0.80 0.0039 -0.60 0.57 56.20/62.90 60.72 840.00 5.00 1.70/6.80 0.51 -0.38 0.0041 -0.17 30.0% 2 55 34 1 33.6% 0.76 0.0045 -0.63 0.63 48.00/54.90 51.40 850.00 6.25 5.00/7.50 0.56 -0.38 0.0049 -0.19 27.5% 2 109 285 4 32.3% 0.72 0.0051 -0.66 0.69 40.00/47.00 44.20 860.00 8.40 5.10/10.30 0.65 -0.45 0.0056 -0.25 27.8% 7 193 48 3 31.4% 0.67 0.0057 -0.68 0.74 33.30/39.80 38.61 870.00 8.45 8.40/12.80 0.72 -0.47 0.0064 -0.31 26.8% 1 19 112 20 30.6% 0.61 0.0061 -0.69 0.78 27.00/33.20 29.50 880.00 14.57 11.50/16.60 0.77 -0.50 0.0070 -0.38 26.7% 5 40 39 10 27.3% 0.55 0.0071 -0.64 0.81 21.00/25.00 24.80 890.00 16.90 15.90/20.80 0.81 -0.51 0.0074 -0.45 26.3% 2 25 365 1 27.1% 0.48 0.0072 -0.63 0.81 15.10/20.10 18.03 900.00 29.20 19.00/25.50 0.81 -0.49 0.0076 -0.52 25.7% 10 97 76 2 27.0% 0.41 0.0071 -0.61 0.79 11.60/15.90 17.70 910.00 29.33 24.40/31.50 0.79 -0.47 0.0074 -0.60 25.8% 20 22 148 2 25.2% 0.33 0.0070 -0.52 0.74 7.60/11.10 9.40 920.00 33.50 32.50/36.70 0.73 -0.38 0.0073 -0.68 23.9% 9 6 111 1 25.1% 0.26 0.0064 -0.47 0.67 6.00/8.30 7.12 930.00 81.20 39.10/44.20 0.65 -0.33 0.0065 -0.75 24.1% — 1 101 7 29.8% 0.25 0.0052 -0.53 0.65 0.95/9.20 5.00 940.00 63.81 69.00/76.00 0.76 -0.96 0.0035 -0.64 51.9% — 1 73 20 29.9% 0.20 0.0046 -0.48 0.58 1.60/7.20 3.50 950.00 — — — — — — — — — 84 7 33.9% 0.19 0.0040 -0.52 0.56 0.00/7.80 3.80 960.00 65.40 0.00/0.00 — 0.12 — -1.00 0.0% 4 — 10 4 40.5% 0.21 0.0035 -0.64 0.58 0.00/10.00 1.40 970.00 — — — — — — — — — — — — — — — — — — 990.00 135.00 93.00/99.60 0.33 -0.17 0.0025 -0.91 31.9% — — — — — — — — — — — 1020.00 165.00 122.30/130.40 0.33 -0.23 0.0019 -0.91 40.8% — —
Greeks Profile 2026-09-18 · 19d · σ = 26.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $625 $759 $893 $1027 $1161 spot $893.39 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).