IV Skew
0.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 5/21264d +1 more 2027-12-17 (474d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 4 56.1% 0.85 0.0014 -1.08 0.66 154.80/168.40 315.85 1110.00 8.90 5.60/15.50 0.66 -0.96 0.0014 -0.15 56.3% 2 25 10 4 56.1% 0.84 0.0015 -1.16 0.71 148.10/159.30 204.60 1120.00 13.00 7.40/18.50 0.64 -0.82 0.0015 -0.14 50.2% 11 62 30 21 54.0% 0.81 0.0018 -1.22 0.78 131.50/141.70 290.00 1140.00 17.10 8.10/22.50 0.81 -1.17 0.0017 -0.20 56.5% 103 110 6 1 52.3% 0.77 0.0020 -1.30 0.86 115.10/125.60 272.70 1160.00 20.30 15.90/29.00 0.85 -1.10 0.0020 -0.22 50.6% 9 72 — 2 0.0% 1.00 — -0.15 — 0.00/0.00 147.80 1180.00 20.00 21.60/30.00 0.95 -1.26 0.0022 -0.27 52.1% 3 28 15 2 52.7% 0.68 0.0024 -1.52 1.03 86.50/101.60 139.60 1200.00 30.10 25.10/39.20 1.03 -1.41 0.0023 -0.33 54.0% 4 127 8 2 51.0% 0.63 0.0026 -1.54 1.08 74.00/86.50 119.90 1220.00 41.89 35.90/50.00 1.08 -1.36 0.0026 -0.37 50.1% 17 47 53 1 52.5% 0.57 0.0026 -1.63 1.12 67.00/75.20 102.66 1240.00 42.10 45.00/57.50 1.12 -1.55 0.0025 -0.43 54.7% 10 65 10 26 53.2% 0.52 0.0026 -1.67 1.14 58.00/66.30 58.75 1260.00 59.37 52.00/64.00 1.14 -1.47 0.0027 -0.48 51.6% 14 84 122 2 50.5% 0.47 0.0027 -1.58 1.14 42.10/58.00 57.13 1280.00 62.25 65.50/77.60 1.14 -1.52 0.0026 -0.53 53.6% 6 103 82 3 50.2% 0.41 0.0027 -1.53 1.12 34.00/50.00 56.10 1300.00 82.96 74.00/89.70 1.12 -1.48 0.0025 -0.58 53.6% 18 62 25 3 53.1% 0.37 0.0025 -1.57 1.08 33.00/43.80 35.43 1320.00 69.90 88.00/104.00 1.09 -1.46 0.0024 -0.62 54.7% 2 85 41 5 50.6% 0.32 0.0025 -1.40 1.02 23.50/35.70 29.43 1340.00 81.30 102.00/116.90 1.04 -1.35 0.0023 -0.67 53.9% 7 65 94 5 50.4% 0.27 0.0023 -1.30 0.95 16.10/32.50 26.06 1360.00 103.17 120.10/131.90 0.98 -1.27 0.0022 -0.71 54.2% 4 28 323 6 50.9% 0.23 0.0021 -1.21 0.88 14.30/26.40 19.84 1380.00 140.15 136.20/147.80 0.91 -1.18 0.0020 -0.75 54.8% 2 60 132 10 51.9% 0.20 0.0019 -1.13 0.81 10.30/24.60 17.36 1400.00 128.00 149.10/164.00 0.84 -1.08 0.0019 -0.78 55.0% 2 111
Greeks Profile 2026-09-18 · 19d · σ = 52.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $879 $1068 $1256 $1445 $1633 spot $1256.26 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).