IV Skew
0.1%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 81 71 56.9% 0.97 0.0032 -0.06 0.03 34.10/36.70 44.46 135.00 1.20 0.05/1.70 0.05 -0.08 0.0045 -0.06 69.7% 2 19 14 2 57.5% 0.94 0.0052 -0.08 0.05 29.40/32.10 25.70 140.00 0.80 0.35/2.40 0.06 -0.11 0.0062 -0.09 68.9% 1 17 2 1 60.4% 0.89 0.0079 -0.13 0.07 25.20/27.80 21.50 145.00 3.75 1.00/3.40 0.08 -0.15 0.0081 -0.14 69.4% 3 513 14 1 59.1% 0.84 0.0104 -0.16 0.09 20.50/24.00 19.90 150.00 5.50 0.70/3.80 0.09 -0.14 0.0104 -0.16 59.7% 4 15 13 3 58.0% 0.78 0.0130 -0.19 0.11 16.50/20.10 11.20 155.00 5.00 2.20/4.40 0.11 -0.17 0.0130 -0.22 58.5% 1 2 85 8 59.5% 0.70 0.0150 -0.22 0.13 13.50/16.60 14.25 160.00 5.30 3.50/5.70 0.13 -0.19 0.0156 -0.29 56.7% 3 6 266 242 55.9% 0.63 0.0175 -0.23 0.15 10.10/12.90 11.22 165.00 5.80 5.00/7.80 0.15 -0.21 0.0176 -0.37 55.6% 1 6 21 2 56.8% 0.53 0.0180 -0.24 0.15 7.70/10.40 9.20 170.00 16.84 7.50/10.40 0.15 -0.22 0.0181 -0.47 56.6% — 52 54 19 57.8% 0.45 0.0176 -0.24 0.15 5.80/8.30 12.30 175.00 — — — — — — — — — 36 3 56.5% 0.36 0.0171 -0.22 0.15 3.80/6.40 5.71 180.00 24.23 14.00/16.40 0.15 -0.21 0.0168 -0.64 57.6% 39 42 12 2 61.6% 0.30 0.0146 -0.23 0.14 2.75/6.10 3.90 185.00 22.50 17.50/20.00 0.13 -0.18 0.0154 -0.71 57.2% — 20 19 9 61.1% 0.24 0.0131 -0.20 0.12 2.35/4.10 3.00 190.00 — — — — — — — — — 47 54 59.0% 0.18 0.0113 -0.16 0.10 1.25/3.00 2.65 195.00 — — — — — — — — — 68 2 60.7% 0.14 0.0094 -0.14 0.09 0.80/2.50 2.75 200.00 55.50 30.40/32.90 0.09 -0.12 0.0094 -0.86 61.3% — 1 24 2 64.1% 0.09 0.0064 -0.11 0.06 0.80/1.25 1.00 210.00 67.80 39.50/42.70 0.07 -0.09 0.0066 -0.90 66.1% — 2 2 1 65.6% 0.05 0.0042 -0.07 0.04 0.10/1.05 1.12 220.00 51.50 49.50/52.30 0.05 -0.08 0.0049 -0.93 73.2% — 72
Greeks Profile 2026-09-18 · 19d · σ = 56.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $119 $145 $170 $196 $221 spot $170.06 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).