IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 115.00 1.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — 1 1 2 0.0% 1.00 — -0.01 — 0.00/0.00 23.90 120.00 — — — — — — — — — — 2 0.0% 1.00 — -0.02 — 0.00/0.00 25.60 125.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 3 2 — 0.0% 1.00 — -0.02 — 0.00/0.00 8.00 130.00 0.35 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 7 8 3 1 0.0% 1.00 — -0.02 — 0.00/0.00 15.30 135.00 0.49 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 12 1 1 0.0% 1.00 — -0.02 — 0.00/0.00 19.01 140.00 0.87 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 4 6 4 0.0% 1.00 — -0.02 — 0.00/0.00 9.80 145.00 1.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 3 3 1 2 0.0% 1.00 — -0.02 — 0.00/0.00 6.55 150.00 5.39 0.00/0.00 0.00 -0.00 0.0004 -0.00 6.3% — 1 145 22 0.0% 1.00 — -0.02 — 0.00/0.00 4.40 155.00 4.58 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% — 1 24 9 1.6% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.30 160.00 26.86 0.00/0.00 — 0.02 — -1.00 0.0% 1 1 526 2 6.3% 0.00 0.0007 -0.00 0.00 0.00/0.00 1.40 165.00 — — — — — — — — — 7 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.40 170.00 — — — — — — — — — 39 39 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.80 175.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $110 $134 $157 $181 $204 spot $157.15 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).