IV Skew
3.7%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 9/17383d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 85.00 0.48 0.00/2.15 0.03 -0.09 0.0037 -0.06 112.1% 2 121 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 34.00 90.00 0.73 0.00/1.40 0.03 -0.07 0.0041 -0.05 88.2% 1 107 — — — — — — — — — 95.00 0.05 0.00/0.95 0.03 -0.05 0.0047 -0.04 69.2% 1 210 4 2 89.4% 0.87 0.0085 -0.15 0.06 20.80/24.90 22.15 100.00 0.10 0.00/0.30 0.02 -0.03 0.0054 -0.04 52.4% 20 219 — 50 0.0% 1.00 — -0.01 — 0.00/0.00 18.10 105.00 0.23 0.10/0.75 0.04 -0.06 0.0105 -0.08 52.8% 10 2.6k 10 2 55.0% 0.83 0.0164 -0.11 0.07 12.40/14.50 12.90 110.00 0.51 0.30/0.80 0.05 -0.06 0.0161 -0.11 41.7% 2 921 265 1 54.2% 0.73 0.0218 -0.14 0.09 8.10/10.80 8.85 115.00 1.35 0.60/1.60 0.08 -0.08 0.0264 -0.21 39.1% 2 299 430 2 43.9% 0.62 0.0310 -0.13 0.11 3.80/6.60 6.85 120.00 2.80 2.35/3.10 0.11 -0.10 0.0360 -0.37 37.4% 38 439 293 6 43.4% 0.46 0.0326 -0.13 0.11 2.40/4.10 2.65 125.00 5.25 4.40/5.80 0.11 -0.10 0.0364 -0.55 38.8% 5 284 379 10 35.4% 0.26 0.0328 -0.09 0.09 1.05/1.60 1.22 130.00 7.18 6.80/9.60 0.10 -0.10 0.0291 -0.70 43.0% 1 36 1.4k 3 43.8% 0.19 0.0221 -0.09 0.08 0.00/1.35 0.55 135.00 15.40 12.00/14.10 0.08 -0.10 0.0214 -0.78 49.8% 5 1.0k 325 1 44.8% 0.11 0.0153 -0.06 0.05 0.00/0.75 0.15 140.00 19.00 12.80/16.30 — 0.02 — -1.00 0.0% 1 28 1.1k 2 55.1% 0.11 0.0119 -0.08 0.05 0.00/1.75 0.12 145.00 21.20 20.70/24.60 0.08 -0.14 0.0130 -0.81 75.8% 5 220 226 1 51.7% 0.05 0.0074 -0.04 0.03 0.00/0.75 0.09 150.00 35.12 25.80/28.50 0.06 -0.09 0.0103 -0.88 69.5% 11 15 91 35 51.8% 0.03 0.0046 -0.03 0.02 0.00/0.20 0.50 155.00 33.50 23.40/27.80 — 0.02 — -1.00 0.0% 1 6 1.1k 4 81.0% 0.09 0.0073 -0.10 0.05 0.00/2.15 0.35 160.00 47.80 0.00/0.00 — 0.02 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 19d · σ = 41.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $86 $104 $123 $141 $160 spot $122.76 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).