IV Skew
-5.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d 6/17291d 9/17383d +1 more 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 50 1 75.4% 0.92 0.0048 -0.15 0.07 36.70/40.60 57.03 150.00 1.40 0.20/1.40 0.05 -0.07 0.0040 -0.05 62.8% 7 219 90 2 72.7% 0.89 0.0060 -0.17 0.08 32.40/35.90 40.35 155.00 2.00 1.30/2.90 0.08 -0.15 0.0060 -0.11 72.4% 15 425 329 2 71.1% 0.85 0.0075 -0.20 0.10 27.90/31.90 33.74 160.00 2.45 1.30/2.90 0.09 -0.14 0.0075 -0.12 63.6% 28 1.1k 823 1 69.9% 0.81 0.0091 -0.23 0.12 24.30/27.50 26.50 165.00 3.10 1.80/4.80 0.11 -0.19 0.0093 -0.18 65.3% 55 457 128 5 68.1% 0.76 0.0107 -0.25 0.13 20.00/24.10 26.50 170.00 4.50 3.10/6.00 0.13 -0.22 0.0110 -0.23 64.7% 20 213 316 3 66.8% 0.70 0.0122 -0.27 0.15 16.60/20.50 21.70 175.00 5.80 4.80/7.40 0.15 -0.24 0.0126 -0.29 64.1% 22 151 169 1 66.2% 0.63 0.0133 -0.29 0.16 13.50/17.40 16.72 180.00 7.87 6.60/9.20 0.16 -0.26 0.0139 -0.36 63.0% 11 173 226 2 64.5% 0.56 0.0143 -0.30 0.17 11.40/13.60 12.70 185.00 10.35 8.30/11.00 0.17 -0.25 0.0154 -0.43 59.8% 39 211 507 52 62.6% 0.49 0.0149 -0.29 0.17 8.40/11.30 10.30 190.00 11.00 11.00/13.30 0.17 -0.25 0.0159 -0.51 58.8% 4 167 809 23 68.7% 0.43 0.0134 -0.31 0.17 8.10/9.80 9.05 195.00 13.00 14.20/17.90 0.17 -0.26 0.0144 -0.58 63.7% 10 348 1.8k 123 67.8% 0.37 0.0130 -0.29 0.16 6.20/8.00 6.90 200.00 20.26 17.50/20.30 0.16 -0.23 0.0142 -0.65 60.8% 10 225 905 143 64.4% 0.24 0.0114 -0.23 0.13 3.40/4.60 4.20 210.00 26.00 25.40/28.10 0.13 -0.20 0.0115 -0.76 62.7% 6 15 4.0k 73 68.4% 0.17 0.0087 -0.20 0.11 2.55/3.10 2.60 220.00 35.71 33.60/36.70 0.10 -0.14 0.0086 -0.85 62.7% 5 27 751 18 72.4% 0.12 0.0066 -0.17 0.09 1.55/2.55 1.70 230.00 38.80 42.50/45.80 0.07 -0.08 0.0059 -0.91 62.3% 10 3 144 6 70.8% 0.07 0.0046 -0.11 0.06 0.50/1.75 1.08 240.00 — — — — — — — — — 1.7k 372 71.7% 0.05 0.0032 -0.08 0.04 0.50/0.90 0.60 250.00 — — — — — — — — — — — — — — — — — — 260.00 57.40 71.50/75.10 0.02 -0.01 0.0018 -0.98 69.1% 1 1
Greeks Profile 2026-09-18 · 19d · σ = 62.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $131 $159 $187 $215 $243 spot $187.02 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).