IV Skew
-0.6%
25Δ put − call
Expiry 9/1818d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 140.00 0.45 0.00/2.15 0.04 -0.11 0.0013 -0.03 116.4% — 1 — — — — — — — — — 150.00 0.35 0.00/2.15 0.04 -0.11 0.0017 -0.04 100.9% 1 1 — — — — — — — — — 155.00 0.12 0.00/0.15 0.01 -0.01 0.0005 -0.00 60.4% 6 256 — — — — — — — — — 160.00 0.40 0.00/0.75 0.02 -0.05 0.0014 -0.02 70.1% 1 1 — — — — — — — — — 165.00 1.60 0.00/0.75 0.03 -0.04 0.0017 -0.02 64.0% 1 1 — — — — — — — — — 170.00 2.20 0.00/0.75 0.03 -0.04 0.0020 -0.02 58.1% 1 1 — — 61.2% 0.81 0.0093 -0.24 0.13 22.20/25.90 22.60 195.00 — — — — — — — — — — — — — — — — — — 200.00 1.00 0.00/2.15 0.12 -0.13 0.0127 -0.17 40.7% 1 26 5 1 30.4% 0.71 0.0234 -0.16 0.17 7.10/10.20 8.46 210.00 4.00 0.00/2.00 0.15 -0.09 0.0276 -0.24 23.6% 1 3 172 3 27.3% 0.44 0.0300 -0.16 0.19 0.50/4.20 1.55 220.00 7.00 2.55/6.10 0.19 -0.10 0.0371 -0.58 21.8% 1 5 4 1 24.2% 0.16 0.0205 -0.08 0.11 0.00/1.00 4.10 230.00 9.60 10.80/14.70 0.14 -0.09 0.0200 -0.79 29.4% 3 — 2 1 44.8% 0.17 0.0119 -0.16 0.12 0.00/2.15 0.85 240.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 24.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $152 $184 $217 $250 $282 spot $217.01 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).