IV Skew
-1.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 120.8% 0.99 0.0005 -0.08 0.02 113.90/117.70 164.50 150.00 — — — — — — — — — 1 — 104.3% 0.98 0.0007 -0.09 0.03 98.90/102.80 89.50 165.00 — — — — — — — — — 2 — 82.1% 0.96 0.0017 -0.14 0.05 69.50/73.30 103.30 195.00 0.30 0.00/2.35 0.05 -0.11 0.0018 -0.04 82.8% 1 80 — — — — — — — — — 200.00 0.46 0.00/2.45 0.06 -0.12 0.0020 -0.05 77.9% 8 214 19 1 72.3% 0.93 0.0029 -0.17 0.08 55.20/58.70 96.11 210.00 1.03 0.05/2.75 0.07 -0.12 0.0028 -0.06 69.1% 1 713 12 1 69.8% 0.90 0.0042 -0.22 0.11 46.20/49.70 43.24 220.00 1.46 0.50/3.00 0.09 -0.14 0.0039 -0.08 61.7% 9 854 58 10 67.4% 0.85 0.0058 -0.28 0.14 37.60/41.20 43.60 230.00 2.60 1.50/5.00 0.13 -0.21 0.0058 -0.14 61.7% 4 102 — — — — — — — — — 240.00 5.25 4.10/7.30 0.18 -0.28 0.0077 -0.21 62.5% 10 195 802 1 63.3% 0.69 0.0092 -0.37 0.21 22.60/26.20 28.70 250.00 8.30 7.90/10.60 0.21 -0.35 0.0091 -0.31 63.8% 15 90 652 6 62.2% 0.59 0.0103 -0.40 0.24 16.50/20.30 17.40 260.00 12.80 10.60/14.50 0.24 -0.36 0.0107 -0.41 59.9% 23 190 59 4 62.2% 0.49 0.0106 -0.41 0.24 11.80/15.50 13.53 270.00 12.65 16.00/19.60 0.24 -0.36 0.0110 -0.52 59.9% 3 18 65 15 65.1% 0.39 0.0098 -0.41 0.23 9.40/11.80 9.98 280.00 17.65 22.90/25.90 0.23 -0.35 0.0103 -0.62 61.3% 3 80 106 14 61.5% 0.29 0.0092 -0.35 0.21 5.10/8.60 10.50 290.00 21.10 29.30/33.00 0.21 -0.29 0.0094 -0.72 59.6% 1 79 194 12 63.8% 0.22 0.0078 -0.31 0.18 3.50/6.80 8.50 300.00 47.50 37.40/41.00 0.17 -0.25 0.0079 -0.79 60.3% 1 14 18 6 65.2% 0.17 0.0064 -0.27 0.15 2.30/5.20 4.90 310.00 56.00 45.90/49.50 0.14 -0.19 0.0063 -0.85 60.3% 1 30 26 3 61.9% 0.11 0.0049 -0.19 0.11 0.25/4.00 2.45 320.00 65.00 54.80/58.30 0.10 -0.13 0.0048 -0.90 59.4% 1 82 27 5 65.6% 0.09 0.0039 -0.17 0.09 1.50/2.00 2.50 330.00 73.52 64.00/67.50 0.07 -0.07 0.0033 -0.94 58.0% 1 73 631 2 69.2% 0.07 0.0032 -0.15 0.08 0.00/2.95 2.20 340.00 83.01 73.30/77.00 0.04 -0.01 0.0019 -0.97 54.2% 1 2
Greeks Profile 2026-09-18 · 19d · σ = 61.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $186 $225 $265 $305 $345 spot $265.27 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).