IV Skew
-0.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 67.2% 0.97 0.0028 -0.05 0.02 31.20/39.60 24.10 110.00 0.22 0.00/1.10 0.03 -0.06 0.0037 -0.04 77.2% 2 9 1 — 63.2% 0.96 0.0043 -0.06 0.03 27.90/33.20 20.00 115.00 0.20 0.00/0.30 0.01 -0.02 0.0027 -0.02 52.3% 1 108 15 1 88.5% 0.86 0.0078 -0.19 0.07 21.40/27.60 33.80 120.00 0.35 0.25/0.95 0.04 -0.06 0.0064 -0.06 58.3% 1 89 8 1 100.5% 0.79 0.0090 -0.27 0.09 16.60/24.90 27.70 125.00 0.47 0.40/0.55 0.04 -0.05 0.0086 -0.07 47.3% 1 239 22 2 91.1% 0.74 0.0110 -0.27 0.10 11.80/20.50 19.57 130.00 1.00 0.00/1.85 0.08 -0.12 0.0139 -0.17 55.6% 1 371 94 18 80.5% 0.69 0.0135 -0.26 0.11 7.70/16.10 18.85 135.00 1.70 1.50/2.05 0.09 -0.11 0.0200 -0.21 45.1% 3 169 40 3 79.0% 0.62 0.0150 -0.28 0.12 4.20/13.00 8.35 140.00 3.90 2.55/4.40 0.12 -0.16 0.0223 -0.35 51.3% 13 271 132 102 71.5% 0.54 0.0172 -0.26 0.13 2.00/9.50 6.00 145.00 5.40 2.60/8.30 0.13 -0.22 0.0194 -0.46 63.4% 1 158 105 5 51.9% 0.42 0.0233 -0.19 0.13 3.00/4.80 3.70 150.00 7.85 4.50/9.30 0.13 -0.16 0.0246 -0.59 49.0% 1 59 87 4 54.3% 0.32 0.0204 -0.18 0.12 0.55/3.50 2.23 155.00 8.40 7.60/16.20 0.12 -0.25 0.0154 -0.61 77.3% 1 36 270 5 58.9% 0.25 0.0169 -0.17 0.10 0.10/2.80 1.15 160.00 13.80 13.50/19.80 0.12 -0.23 0.0143 -0.68 77.7% 1 9 130 11 56.8% 0.17 0.0141 -0.13 0.08 0.00/1.70 0.64 165.00 21.90 18.40/24.60 0.08 -0.11 0.0141 -0.83 56.0% 2 48 187 3 49.5% 0.09 0.0099 -0.07 0.05 0.00/0.65 0.42 170.00 23.80 21.00/28.70 0.10 -0.23 0.0110 -0.76 87.7% 1 1 71 2 57.1% 0.08 0.0082 -0.08 0.05 0.00/1.40 0.20 175.00 17.30 27.20/32.60 0.09 -0.19 0.0098 -0.81 84.9% 3 — 107 5 67.2% 0.09 0.0074 -0.10 0.05 0.10/1.70 0.62 180.00 37.40 24.00/28.30 — 0.02 — -1.00 0.0% 1 2 18 5 74.8% 0.09 0.0065 -0.11 0.05 0.05/1.90 0.01 185.00 15.49 0.00/0.00 — 0.02 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 67.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $102 $123 $145 $167 $189 spot $145.13 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).