IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
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 — 0.0% 1.00 — -0.01 — 43.60/48.50 46.30 100.00 — — — — — — — — — 3 — 0.0% 1.00 — -0.01 — 39.00/43.80 42.30 105.00 1.28 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — 1 1 — 0.0% 1.00 — -0.01 — 34.00/38.80 38.30 110.00 1.33 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — 1 — — — — — — — — — 115.00 1.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 2 — — — — — — — — — 120.00 1.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 45 45 1 — 0.0% 1.00 — -0.02 — 20.50/24.30 24.00 125.00 — — — — — — — — — 11 — 0.0% 1.00 — -0.02 — 0.00/0.00 20.30 135.00 3.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 1 1 1 0.0% 1.00 — -0.02 — 0.00/0.00 19.50 140.00 7.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 10 10 2 5 49.4% 0.71 0.0211 -0.18 0.11 6.50/11.00 7.05 145.00 5.00 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% — 20 22 35 0.0% 1.00 — -0.02 — 0.00/0.00 9.72 150.00 6.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 15 35 20 15 1.6% 0.00 0.0002 -0.00 0.00 0.00/0.00 5.60 155.00 14.00 0.00/0.00 — 0.02 — -1.00 0.0% 1 15 15 — 6.3% 0.00 0.0007 -0.00 0.00 0.00/0.00 4.60 160.00 — — — — — — — — — 15 — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.10 165.00 — — — — — — — — — 1 — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.24 170.00 33.60 22.50/26.80 0.12 -0.35 0.0112 -0.65 100.3% — 1 3 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.06 180.00 — — — — — — — — — 1 — 104.8% 0.14 0.0065 -0.23 0.07 0.00/4.90 1.50 200.00 — — — — — — — — — 1 — 117.1% 0.13 0.0055 -0.24 0.07 0.00/4.90 0.95 210.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $107 $130 $153 $175 $198 spot $152.59 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).