IV Skew
2.5%
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 273 5 118.7% 0.92 0.0042 -0.14 0.04 35.20/38.70 31.50 90.00 0.12 0.00/1.00 0.02 -0.05 0.0030 -0.03 88.6% 2 712 242 1 58.6% 0.99 0.0018 -0.03 0.01 30.20/34.10 20.60 95.00 0.14 0.00/0.20 0.01 -0.01 0.0017 -0.01 57.8% 2 1.2k 813 1 59.5% 0.97 0.0042 -0.04 0.02 26.60/28.10 27.40 100.00 0.11 0.05/0.20 0.01 -0.01 0.0027 -0.02 50.6% 3 580 764 6 65.9% 0.91 0.0083 -0.09 0.05 21.90/24.20 22.55 105.00 0.10 0.05/0.60 0.04 -0.05 0.0073 -0.06 57.3% 5 400 1.1k 1 57.7% 0.88 0.0119 -0.10 0.06 15.50/18.30 17.70 110.00 0.20 0.15/0.35 0.03 -0.03 0.0090 -0.05 40.5% 40 721 2.0k 88 40.9% 0.87 0.0176 -0.08 0.06 12.20/13.00 12.93 115.00 0.36 0.20/0.75 0.05 -0.05 0.0172 -0.11 37.7% 1 1.0k 1.5k 76 46.4% 0.73 0.0246 -0.13 0.10 7.60/9.70 8.35 120.00 1.00 0.80/1.15 0.08 -0.06 0.0304 -0.19 30.8% 21 845 1.6k 52 33.2% 0.61 0.0399 -0.11 0.11 3.00/5.10 4.61 125.00 2.40 2.05/2.75 0.11 -0.08 0.0431 -0.38 30.5% 4 399 2.6k 102 30.0% 0.39 0.0442 -0.09 0.11 2.00/2.40 2.20 130.00 4.93 2.85/6.90 0.11 -0.12 0.0316 -0.56 43.0% 6 55 1.7k 276 28.3% 0.19 0.0332 -0.06 0.08 0.55/0.90 0.85 135.00 9.00 7.80/9.10 0.08 -0.06 0.0325 -0.79 31.1% 6 26 1.1k 2 32.8% 0.11 0.0197 -0.05 0.05 0.10/0.55 0.37 140.00 24.63 10.90/15.20 0.09 -0.11 0.0199 -0.76 53.8% 2 12 42 16 34.2% 0.05 0.0107 -0.03 0.03 0.00/0.25 0.10 145.00 25.15 33.70/35.10 0.12 -0.56 0.0072 -0.53 189.2% 1 95 113 13 52.3% 0.09 0.0111 -0.07 0.05 0.00/0.75 0.09 150.00 13.90 25.50/28.10 0.09 -0.20 0.0120 -0.75 90.8% — 2 200 3 45.2% 0.03 0.0055 -0.03 0.02 0.00/0.20 0.05 155.00 12.30 15.60/19.70 — 0.02 — -1.00 0.0% 1 4 29 1 60.7% 0.06 0.0065 -0.05 0.03 0.05/0.95 1.20 160.00 — — — — — — — — — 8 1 96.7% 0.14 0.0081 -0.17 0.07 1.95/2.40 4.70 165.00 — — — — — — — — — — — — — — — — — — 180.00 83.00 68.60/72.50 0.11 -0.77 0.0050 -0.60 268.6% — 4
Greeks Profile 2026-09-18 · 19d · σ = 31.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $89 $108 $127 $146 $165 spot $127.04 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).