IV Skew
0.9%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 2/19173d 4/16229d 5/21264d 8/20355d +1 more 2027-11-19 (446d)
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 — 91.0% 0.98 0.0009 -0.08 0.03 84.30/88.30 128.70 170.00 — — — — — — — — — 1 — 192.7% 0.83 0.0022 -0.76 0.15 83.10/86.70 162.30 185.00 1.37 0.00/2.45 0.05 -0.12 0.0017 -0.04 87.8% 10 9 — — — — — — — — — 190.00 2.70 0.00/1.90 0.05 -0.10 0.0018 -0.04 77.5% 3 3 1 1 75.5% 0.95 0.0022 -0.14 0.06 60.10/63.80 113.50 195.00 — — — — — — — — — 1 — 72.4% 0.94 0.0027 -0.15 0.07 55.30/59.00 97.00 200.00 0.85 0.00/2.85 0.07 -0.13 0.0027 -0.06 72.9% 1 59 1 1 70.4% 0.91 0.0041 -0.20 0.10 46.60/49.60 103.30 210.00 1.21 0.35/2.90 0.08 -0.13 0.0038 -0.07 63.5% 1 5 — — — — — — — — — 220.00 2.55 1.60/3.10 0.11 -0.17 0.0056 -0.11 58.1% 20 40 1 — 60.1% 0.81 0.0079 -0.28 0.16 28.60/32.30 70.95 230.00 4.28 2.70/5.80 0.16 -0.23 0.0080 -0.19 57.6% 20 686 1 1 54.3% 0.72 0.0106 -0.30 0.20 21.10/23.40 44.79 240.00 7.20 5.10/7.10 0.19 -0.26 0.0108 -0.27 52.4% 8 154 62 2 53.6% 0.61 0.0123 -0.33 0.22 15.00/17.10 18.50 250.00 10.80 8.70/10.80 0.22 -0.29 0.0128 -0.39 51.4% 16 450 205 152 54.2% 0.48 0.0126 -0.35 0.23 10.00/12.70 11.70 260.00 13.10 14.40/15.70 0.23 -0.30 0.0131 -0.52 52.0% 2 303 61 3 51.5% 0.35 0.0123 -0.30 0.22 6.00/8.10 10.80 270.00 15.60 20.30/21.90 0.22 -0.26 0.0125 -0.65 50.7% 36 610 30 6 52.2% 0.25 0.0104 -0.26 0.18 3.60/5.60 6.00 280.00 20.60 27.20/29.40 0.19 -0.25 0.0101 -0.74 55.0% 51 66 499 1 57.7% 0.19 0.0081 -0.25 0.16 1.95/5.50 11.85 290.00 29.99 35.40/38.90 0.15 -0.17 0.0081 -0.83 52.8% 2 154 61 32 59.9% 0.14 0.0064 -0.21 0.13 0.85/4.50 2.85 300.00 30.70 44.30/47.80 0.11 -0.12 0.0060 -0.89 53.4% 3 341 398 3 62.6% 0.10 0.0049 -0.18 0.11 0.00/4.00 2.20 310.00 36.86 53.40/57.00 0.07 -0.06 0.0040 -0.94 52.3% 5 188 129 5 59.3% 0.06 0.0034 -0.11 0.07 0.05/1.95 2.70 320.00 46.70 63.10/66.50 0.05 -0.03 0.0027 -0.96 52.9% — 81 69 1 71.2% 0.07 0.0032 -0.15 0.08 0.00/2.95 2.88 330.00 62.25 72.80/75.80 0.08 -0.12 0.0033 -0.93 72.1% 1 194
Greeks Profile 2026-09-18 · 19d · σ = 53.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $179 $217 $256 $294 $332 spot $255.76 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).