IV Skew
-7.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 430.00 0.91 0.00/6.90 0.18 -0.28 0.0026 -0.09 56.1% — 1 — — — — — — — — — 460.00 4.57 0.00/9.10 0.32 -0.48 0.0046 -0.21 55.6% 6 8 — — — — — — — — — 470.00 4.79 3.20/8.70 0.34 -0.43 0.0058 -0.23 46.9% 6 7 — — — — — — — — — 480.00 5.75 5.00/7.00 0.35 -0.33 0.0081 -0.25 34.9% 1 2 5 5 42.5% 0.64 0.0079 -0.53 0.42 21.30/27.00 71.04 490.00 — — — — — — — — — — — — — — — — — — 500.00 12.65 10.10/15.20 0.44 -0.41 0.0099 -0.44 35.8% 1 226 1 1 42.3% 0.39 0.0081 -0.53 0.43 4.40/12.90 32.85 520.00 7.20 20.40/29.00 0.43 -0.44 0.0084 -0.62 40.7% 1 3 — — — — — — — — — 530.00 24.40 28.10/35.40 0.39 -0.38 0.0079 -0.70 39.6% 1 6 — — — — — — — — — 540.00 38.27 36.10/43.80 0.35 -0.35 0.0067 -0.76 41.7% 1 6 16 3 50.2% 0.24 0.0055 -0.49 0.34 1.80/8.00 5.95 550.00 10.75 45.60/52.80 0.32 -0.34 0.0057 -0.80 44.5% 1 21 — — — — — — — — — 560.00 14.45 54.50/61.20 0.27 -0.27 0.0048 -0.84 44.6% 1 21 2 2 47.4% 0.13 0.0041 -0.33 0.24 0.55/3.90 2.18 570.00 21.07 64.20/70.30 0.23 -0.23 0.0040 -0.88 45.9% 2 2 1 1 50.9% 0.12 0.0035 -0.32 0.22 0.15/7.20 3.15 580.00 — — — — — — — — — 67 65 58.4% 0.10 0.0027 -0.33 0.20 0.00/7.00 4.58 600.00 — — — — — — — — — 4 — 61.7% 0.08 0.0021 -0.28 0.16 0.15/5.20 4.03 620.00 — — — — — — — — — 1 — 64.8% 0.07 0.0019 -0.27 0.15 0.00/5.20 34.69 630.00 — — — — — — — — — 1 — 71.4% 0.06 0.0016 -0.28 0.14 0.00/5.20 29.15 650.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 39.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $352 $428 $503 $579 $654 spot $503.19 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).