IV Skew
-9.9%
25Δ put − call
Expiry 9/1819d 10/1647d 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 1 — 65.5% 0.82 0.0105 -0.19 0.10 18.30/22.50 38.80 150.00 — — — — — — — — — — — — — — — — — — 160.00 1.00 0.00/4.80 0.13 -0.19 0.0162 -0.30 55.2% 1 1 — — — — — — — — — 165.00 2.35 0.20/4.90 0.15 -0.16 0.0228 -0.37 42.9% 1 — 1 — 42.1% 0.51 0.0245 -0.18 0.15 2.15/6.50 22.00 170.00 4.95 2.00/6.50 0.15 -0.14 0.0272 -0.49 38.0% 1 1 — — — — — — — — — 175.00 10.33 5.00/9.40 0.15 -0.13 0.0263 -0.62 37.4% 3 3 1 1 65.0% 0.31 0.0140 -0.24 0.14 0.05/4.90 4.00 185.00 — — — — — — — — — 1 1 54.2% 0.20 0.0133 -0.16 0.11 0.00/4.80 2.74 190.00 — — — — — — — — — 21 6 44.5% 0.06 0.0068 -0.05 0.05 0.05/0.50 0.20 200.00 — — — — — — — — — 4 — 59.5% 0.07 0.0056 -0.08 0.05 0.00/1.55 3.10 210.00 28.50 33.00/36.50 — 0.03 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 40.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $119 $144 $169 $195 $220 spot $169.34 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).