IV Skew
-4.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 12/17474d
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 63.4% 0.94 0.0015 -0.28 0.14 102.40/109.70 85.00 430.00 — — — — — — — — — 4 2 58.4% 0.91 0.0022 -0.34 0.19 83.30/91.00 51.80 450.00 — — — — — — — — — 2 — 53.6% 0.90 0.0026 -0.35 0.21 74.00/80.70 78.00 460.00 3.00 0.00/6.40 0.20 -0.27 0.0026 -0.09 51.9% 50 66 2 2 52.1% 0.87 0.0032 -0.39 0.25 65.00/71.90 56.44 470.00 4.00 0.50/4.00 0.24 -0.30 0.0032 -0.11 49.5% 3 1 — — — — — — — — — 480.00 9.30 0.00/7.70 0.32 -0.45 0.0039 -0.18 55.6% 28 39 6 1 50.4% 0.79 0.0046 -0.50 0.35 48.00/56.00 43.39 490.00 8.90 2.00/10.50 0.37 -0.53 0.0044 -0.23 56.4% 3 22 19 1 58.9% 0.72 0.0047 -0.68 0.41 40.00/48.40 32.95 500.00 11.70 5.00/12.30 0.40 -0.55 0.0051 -0.27 53.4% 2 4 — — — — — — — — — 510.00 18.00 8.60/13.90 0.43 -0.54 0.0059 -0.31 49.1% 1 4 1 1 54.2% 0.61 0.0058 -0.70 0.47 27.60/34.10 23.37 520.00 15.00 13.90/18.00 0.46 -0.57 0.0063 -0.38 49.3% 5 13 5 3 53.1% 0.55 0.0061 -0.71 0.48 21.50/28.30 26.73 530.00 19.00 16.40/21.00 0.48 -0.55 0.0071 -0.44 46.0% 6 3 3 90 52.3% 0.49 0.0063 -0.70 0.49 17.10/23.20 22.40 540.00 22.00 22.70/28.40 0.49 -0.60 0.0065 -0.51 50.2% 3 12 28 1 53.7% 0.43 0.0060 -0.70 0.48 12.80/19.80 17.20 550.00 — — — — — — — — — 40 3 53.2% 0.38 0.0059 -0.67 0.46 10.20/16.00 9.90 560.00 40.00 34.30/41.00 0.46 -0.56 0.0061 -0.63 50.5% 1 2 36 2 53.0% 0.32 0.0056 -0.63 0.44 6.00/12.90 10.30 570.00 — — — — — — — — — 4 1 51.1% 0.26 0.0052 -0.55 0.40 5.50/9.60 8.20 580.00 44.80 49.30/55.90 0.40 -0.48 0.0052 -0.74 51.3% 1 4 6 2 52.6% 0.23 0.0047 -0.52 0.37 2.25/8.10 3.40 590.00 — — — — — — — — — 108 1 52.5% 0.19 0.0042 -0.46 0.33 4.00/8.70 4.90 600.00 123.50 65.30/73.50 0.34 -0.43 0.0041 -0.80 55.2% — 1 16 15 50.6% 0.14 0.0036 -0.37 0.27 2.00/6.80 2.14 610.00 — — — — — — — — — — — — — — — — — — 620.00 144.00 84.00/92.00 0.29 -0.39 0.0033 -0.85 59.5% 1 — — — — — — — — — — 640.00 157.00 103.90/110.90 0.25 -0.34 0.0026 -0.88 63.5% 1 — — — — — — — — — — 650.00 171.70 112.40/120.60 0.23 -0.33 0.0024 -0.89 66.0% — — — — — — — — — — — 660.00 177.00 122.20/130.00 0.21 -0.29 0.0021 -0.90 67.0% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 49.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $374 $454 $534 $614 $694 spot $533.76 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).