IV Skew
1.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d 4/16229d 6/17291d +1 more 2027-12-17 (474d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 240.00 0.50 0.00/2.00 0.05 -0.10 0.0014 -0.03 73.8% 8 39 — — — — — — — — — 250.00 18.10 11.00/21.00 0.20 -0.81 0.0023 -0.19 157.4% 2 2 — — — — — — — — — 260.00 3.40 0.00/9.50 0.14 -0.32 0.0031 -0.12 86.6% 3 14 — — — — — — — — — 270.00 6.51 0.00/7.90 0.15 -0.27 0.0038 -0.12 71.0% 9 32 — — — — — — — — — 280.00 4.00 0.00/10.00 0.18 -0.30 0.0049 -0.16 66.2% 1 27 — — — — — — — — — 290.00 7.00 0.00/12.00 0.20 -0.31 0.0064 -0.20 59.7% 3 8 — — — — — — — — — 300.00 2.80 0.00/5.00 0.22 -0.24 0.0092 -0.22 44.0% 1 14 1 — 33.4% 0.71 0.0139 -0.25 0.25 7.00/17.00 12.50 310.00 5.30 0.00/7.00 0.26 -0.26 0.0122 -0.32 39.5% 55 8 4 1 20.2% 0.32 0.0240 -0.15 0.26 0.00/3.00 6.70 330.00 19.70 0.00/19.90 0.29 -0.35 0.0109 -0.56 49.4% 1 2 33 29 37.9% 0.28 0.0122 -0.26 0.25 0.00/5.00 2.00 340.00 27.00 15.90/27.90 0.27 -0.36 0.0093 -0.64 54.4% — 5 2 1 42.9% 0.21 0.0093 -0.25 0.21 0.00/4.00 2.00 350.00 66.40 0.00/0.00 — 0.04 — -1.00 0.0% — — 1 — 40.4% 0.13 0.0069 -0.17 0.15 0.00/2.00 2.40 360.00 49.70 28.10/47.90 0.25 -0.45 0.0063 -0.72 73.9% 1 1 — — — — — — — — — 370.00 50.91 38.10/57.90 0.24 -0.48 0.0054 -0.74 82.4% 1 1 — — — — — — — — — 380.00 60.73 48.10/67.90 0.23 -0.51 0.0047 -0.76 90.3% 1 1 — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.30 390.00 70.56 58.10/77.90 0.22 -0.53 0.0042 -0.77 97.8% 1 1 — — — — — — — — — 400.00 80.33 68.10/87.90 0.22 -0.55 0.0038 -0.78 104.8% 1 1 — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.25 410.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 34.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $225 $273 $322 $370 $418 spot $321.68 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).