IV Skew
2.3%
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 — — — — — — — — — 105.00 0.75 0.00/4.90 0.06 -0.19 0.0043 -0.10 123.9% — 1 5 5 54.9% 0.94 0.0066 -0.07 0.04 22.50/27.30 31.40 120.00 3.74 0.00/4.90 0.07 -0.16 0.0081 -0.14 84.5% — 1 — — — — — — — — — 130.00 2.16 0.00/4.90 0.09 -0.14 0.0142 -0.19 59.0% 1 1 35 20 61.3% 0.71 0.0169 -0.19 0.11 10.00/13.50 22.50 135.00 3.00 0.40/4.90 0.11 -0.20 0.0156 -0.30 67.5% 1 21 1 1 61.5% 0.62 0.0188 -0.21 0.13 6.50/10.50 15.73 140.00 4.05 1.75/6.50 0.13 -0.20 0.0181 -0.38 64.0% 5 15 86 5 63.2% 0.52 0.0191 -0.23 0.13 3.50/8.20 10.50 145.00 3.80 5.00/9.00 0.13 -0.21 0.0188 -0.48 64.2% 18 28 2 2 65.2% 0.43 0.0183 -0.23 0.13 1.55/6.40 8.43 150.00 8.00 7.00/11.80 0.13 -0.20 0.0189 -0.57 63.2% — 1 13 9 66.5% 0.35 0.0170 -0.22 0.12 0.00/4.90 6.00 155.00 7.90 10.50/15.30 0.12 -0.19 0.0174 -0.65 64.3% — 1 50 5 56.0% 0.23 0.0166 -0.15 0.10 0.00/4.90 3.38 160.00 — — — — — — — — — 10 6 65.1% 0.21 0.0134 -0.17 0.09 0.00/4.90 2.35 165.00 — — — — — — — — — 3 2 73.4% 0.19 0.0112 -0.18 0.09 0.00/4.90 1.50 170.00 — — — — — — — — — 1 1 88.6% 0.16 0.0085 -0.19 0.08 0.00/4.90 1.65 180.00 — — — — — — — — — 1 1 95.6% 0.15 0.0075 -0.20 0.08 0.00/4.90 1.20 185.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 63.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $101 $123 $144 $166 $188 spot $144.33 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).