IV Skew
-0.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 5/21264d 1/21509d
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 — 193.6% 0.84 0.0045 -0.34 0.07 39.60/43.10 75.50 85.00 0.25 0.00/0.55 0.01 -0.03 0.0025 -0.02 80.3% 4 3 1 1 347.4% 0.78 0.0031 -0.75 0.08 49.30/52.70 79.92 90.00 0.10 0.05/0.35 0.01 -0.02 0.0028 -0.02 65.0% 7 27 2 1 71.0% 0.94 0.0062 -0.07 0.03 24.70/27.20 40.40 95.00 0.39 0.00/0.50 0.02 -0.03 0.0042 -0.03 56.9% 2 23 2 7 70.5% 0.89 0.0095 -0.10 0.05 20.60/22.50 21.00 100.00 0.56 0.40/0.55 0.03 -0.04 0.0077 -0.06 53.5% 5.0k 81 16 12 60.6% 0.86 0.0136 -0.11 0.06 15.50/18.10 19.65 105.00 0.80 0.30/1.20 0.06 -0.08 0.0135 -0.12 55.5% 61 251 15 4 57.1% 0.78 0.0190 -0.13 0.08 11.40/14.00 18.10 110.00 1.85 0.75/2.25 0.08 -0.11 0.0193 -0.21 55.0% 1.1k 2.6k 36 1 55.3% 0.67 0.0239 -0.15 0.10 8.10/10.30 13.59 115.00 3.20 2.75/3.50 0.10 -0.13 0.0256 -0.32 51.1% 841 1.8k 66 32 52.0% 0.54 0.0279 -0.16 0.11 5.10/7.10 6.10 120.00 5.30 5.00/5.60 0.11 -0.14 0.0290 -0.46 49.9% 803 2.6k 297 5 51.4% 0.40 0.0274 -0.15 0.11 3.70/4.20 4.02 125.00 8.05 7.80/8.60 0.11 -0.13 0.0278 -0.60 50.6% 849 1.6k 148 25 52.0% 0.28 0.0237 -0.13 0.09 2.15/2.90 2.45 130.00 11.76 11.20/12.30 0.09 -0.12 0.0236 -0.72 52.4% 12 500 333 42 50.8% 0.18 0.0188 -0.10 0.07 1.20/1.65 1.50 135.00 16.10 14.70/16.90 0.08 -0.11 0.0182 -0.78 59.7% 7 586 445 323 51.2% 0.11 0.0134 -0.07 0.05 0.70/0.95 0.80 140.00 20.54 18.80/21.30 0.07 -0.10 0.0144 -0.84 62.3% 2 328 476 6 52.4% 0.07 0.0092 -0.05 0.04 0.30/0.70 0.50 145.00 17.15 23.60/26.10 0.06 -0.09 0.0115 -0.87 68.3% 1 401 244 19 53.6% 0.04 0.0061 -0.04 0.02 0.10/0.50 0.30 150.00 29.57 28.90/30.70 0.05 -0.07 0.0090 -0.90 69.5% 1 177 965 5 59.8% 0.04 0.0050 -0.04 0.02 0.10/0.50 0.25 155.00 29.08 33.30/36.30 0.06 -0.11 0.0085 -0.88 87.3% 3 85 435 300 63.6% 0.03 0.0039 -0.03 0.02 0.10/0.40 0.20 160.00 36.14 38.10/41.40 0.05 -0.12 0.0075 -0.88 96.3% 30 49
Greeks Profile 2026-09-18 · 19d · σ = 50.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $84 $102 $120 $138 $156 spot $120.26 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).