IV Skew
-4.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 12/17474d 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 40 10 85.4% 0.95 0.0019 -0.16 0.06 70.50/74.00 98.73 200.00 2.55 0.05/0.80 0.03 -0.05 0.0011 -0.02 66.9% 1 62 84 10 81.5% 0.93 0.0027 -0.20 0.08 61.30/64.50 89.40 210.00 0.55 0.00/1.55 0.05 -0.08 0.0019 -0.03 64.6% 1 85 19 2 76.4% 0.90 0.0037 -0.24 0.11 52.10/55.20 75.00 220.00 1.60 0.15/3.50 0.09 -0.15 0.0034 -0.07 67.1% 1 79 131 2 73.5% 0.86 0.0049 -0.29 0.14 43.70/46.30 61.29 230.00 3.09 1.65/4.60 0.12 -0.21 0.0049 -0.12 66.2% 3 29 148 1 71.3% 0.80 0.0064 -0.35 0.17 35.60/38.30 44.90 240.00 4.04 4.00/5.00 0.16 -0.25 0.0067 -0.17 62.2% 8 36 286 1 68.7% 0.73 0.0078 -0.39 0.21 27.60/31.30 45.55 250.00 7.60 6.90/8.00 0.20 -0.32 0.0083 -0.26 63.1% 62 110 106 1 68.3% 0.64 0.0089 -0.43 0.23 21.70/24.80 38.05 260.00 11.01 10.00/12.00 0.23 -0.36 0.0097 -0.35 62.3% 24 159 95 1 68.5% 0.54 0.0094 -0.46 0.24 16.50/19.70 34.50 270.00 15.40 14.30/17.00 0.25 -0.38 0.0103 -0.46 62.1% 7 192 58 3 67.1% 0.45 0.0095 -0.45 0.24 12.20/14.70 14.73 280.00 21.00 20.00/22.90 0.24 -0.38 0.0102 -0.56 62.4% 5 652 45 1 67.8% 0.36 0.0090 -0.42 0.23 8.70/11.60 11.28 290.00 19.95 26.30/29.40 0.23 -0.34 0.0097 -0.66 61.6% 1 115 177 22 64.5% 0.27 0.0083 -0.36 0.21 5.20/8.20 8.00 300.00 34.13 33.70/36.20 0.20 -0.28 0.0086 -0.75 60.0% 1 94 902 12 62.7% 0.20 0.0071 -0.29 0.17 2.95/5.80 5.90 310.00 33.88 41.50/45.00 0.17 -0.23 0.0072 -0.81 60.9% 1 546 432 11 62.2% 0.14 0.0057 -0.23 0.14 1.70/4.10 6.80 320.00 37.59 50.20/52.90 0.12 -0.16 0.0056 -0.88 58.4% 1 64 882 3 66.8% 0.11 0.0047 -0.21 0.12 0.50/4.50 6.50 330.00 47.14 59.10/61.90 0.09 -0.09 0.0040 -0.93 56.4% 1 105 332 8 67.3% 0.08 0.0036 -0.17 0.09 0.00/3.50 2.14 340.00 41.40 68.30/71.70 0.06 -0.05 0.0028 -0.95 56.5% 4 13 195 33 71.9% 0.07 0.0031 -0.16 0.08 0.00/3.20 2.40 350.00 27.98 77.80/81.30 0.03 -0.00 0.0016 -0.98 53.7% 4 5
Greeks Profile 2026-09-18 · 19d · σ = 65.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $190 $230 $271 $311 $352 spot $270.79 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).