IV Skew
-8.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 6/17291d 1/21509d +1 more 2028-03-17 (565d)
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 — 308.3% 0.87 0.0009 -1.36 0.17 164.00/173.00 120.00 200.00 — — — — — — — — — 1 — 254.7% 0.84 0.0012 -1.31 0.19 134.00/144.00 93.00 230.00 — — — — — — — — — 2 1 84.2% 0.96 0.0012 -0.17 0.06 91.00/101.00 113.11 250.00 3.45 0.00/10.00 0.13 -0.40 0.0018 -0.09 118.9% 20 23 4 3 72.7% 0.94 0.0020 -0.21 0.09 72.00/81.00 110.00 270.00 1.34 0.00/10.00 0.15 -0.37 0.0025 -0.11 97.3% 1 20 — — — — — — — — — 290.00 4.33 0.00/10.00 0.17 -0.34 0.0037 -0.14 76.4% 2 3 — — — — — — — — — 300.00 1.99 0.00/10.00 0.19 -0.32 0.0046 -0.16 66.1% 1 70 7 2 59.1% 0.81 0.0059 -0.36 0.21 36.00/45.00 22.29 310.00 — — — — — — — — — 1 — 59.9% 0.74 0.0069 -0.43 0.26 30.00/37.00 60.00 320.00 5.50 2.00/10.90 0.24 -0.32 0.0077 -0.24 51.1% 20 312 1 2 57.8% 0.66 0.0081 -0.46 0.29 23.00/30.00 50.55 330.00 9.00 8.00/9.00 0.28 -0.34 0.0094 -0.32 48.5% 70 41 1 4 54.8% 0.58 0.0091 -0.47 0.31 16.00/24.00 44.70 340.00 13.30 10.90/14.50 0.31 -0.41 0.0095 -0.42 52.5% 9 22 15 1 57.9% 0.49 0.0088 -0.50 0.31 12.50/20.00 16.60 350.00 17.70 14.00/21.50 0.31 -0.45 0.0088 -0.51 57.9% 13 17 5 1 56.7% 0.40 0.0087 -0.47 0.30 8.00/16.00 13.10 360.00 23.70 20.00/28.00 0.31 -0.45 0.0083 -0.59 59.1% 2 24 13 3 57.2% 0.32 0.0080 -0.44 0.28 5.10/13.00 10.00 370.00 22.20 27.00/35.00 0.29 -0.42 0.0077 -0.67 59.6% 1 24 12 2 58.7% 0.26 0.0070 -0.40 0.26 3.00/11.00 7.30 380.00 22.65 35.00/43.00 0.26 -0.39 0.0069 -0.73 61.5% 1 6 16 1 58.6% 0.20 0.0061 -0.35 0.22 0.10/10.00 5.30 390.00 30.90 43.00/51.00 0.23 -0.33 0.0060 -0.79 61.6% — 2 52 8 60.1% 0.16 0.0051 -0.31 0.19 3.00/4.80 3.50 400.00 — — — — — — — — — 83 4 72.3% 0.17 0.0044 -0.39 0.20 0.10/10.00 7.20 410.00 — — — — — — — — — 13 2 78.3% 0.16 0.0039 -0.40 0.19 0.00/10.00 6.00 420.00 109.00 71.00/80.00 0.19 -0.33 0.0039 -0.85 77.1% — 1 — — — — — — — — — 440.00 126.20 71.00/79.00 — 0.05 — -1.00 0.0% — 1 — — — — — — — — — 480.00 164.00 108.00/117.00 — 0.06 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 53.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $241 $293 $345 $396 $448 spot $344.75 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).