IV Skew
-1.6%
25Δ put − call
Expiry 9/1818d 10/1646d 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 1 2 96.3% 0.92 0.0032 -0.21 0.07 50.50/54.70 36.23 165.00 — — — — — — — — — — — — — — — — — — 170.00 10.00 7.50/12.10 0.13 -0.56 0.0036 -0.19 156.1% 5 5 14 1 65.7% 0.94 0.0036 -0.12 0.06 41.50/45.70 11.26 175.00 4.20 0.00/4.80 0.09 -0.20 0.0044 -0.10 84.3% 1 1 27 5 74.8% 0.89 0.0051 -0.20 0.09 36.00/39.90 23.49 180.00 34.14 0.25/2.00 0.06 -0.11 0.0045 -0.07 61.5% 1 1 2 1 67.9% 0.88 0.0061 -0.20 0.10 31.00/35.00 19.80 185.00 1.91 0.00/4.80 0.10 -0.18 0.0062 -0.12 68.4% 1 4 37 1 63.5% 0.85 0.0075 -0.21 0.11 26.00/30.40 25.30 190.00 1.00 0.35/4.80 0.11 -0.18 0.0075 -0.14 62.0% 2 2 1 1 59.1% 0.82 0.0091 -0.23 0.13 21.50/25.90 9.63 195.00 48.03 0.00/4.80 0.11 -0.16 0.0093 -0.15 52.5% — 1 15 7 54.6% 0.78 0.0112 -0.23 0.14 17.00/21.50 19.82 200.00 2.50 1.10/2.50 0.13 -0.15 0.0120 -0.18 45.2% 1 3 16 1 47.2% 0.66 0.0161 -0.25 0.18 9.00/13.50 14.30 210.00 6.27 1.00/5.70 0.18 -0.22 0.0163 -0.34 46.3% — 1 23 1 43.3% 0.48 0.0190 -0.24 0.19 3.00/7.50 6.87 220.00 60.50 0.00/0.00 — 0.03 — -1.00 0.0% — — 9 6 47.9% 0.33 0.0156 -0.24 0.17 0.00/4.80 3.20 230.00 — — — — — — — — — 1 — 47.7% 0.20 0.0121 -0.18 0.13 0.00/2.50 1.05 240.00 — — — — — — — — — 33 1 58.4% 0.16 0.0087 -0.20 0.12 0.00/4.80 1.01 250.00 — — — — — — — — — 12 — 78.4% 0.13 0.0055 -0.22 0.10 0.00/4.80 0.32 270.00 — — — — — — — — — 1 — 87.3% 0.12 0.0047 -0.23 0.09 0.00/4.80 1.75 280.00 — — — — — — — — — 1 — 95.6% 0.11 0.0040 -0.24 0.09 0.00/4.80 1.95 290.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 21.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $152 $185 $218 $250 $283 spot $217.65 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).