IV Skew
-3.1%
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 — — — — — — — — — 450.00 1.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 2 — — — — — — — — — 460.00 4.53 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 5 1 1 0.0% 1.00 — -0.06 — 0.00/0.00 34.30 470.00 6.49 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — 1 — — — — — — — — — 480.00 4.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 1 2 — — — — — — — — — 490.00 10.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 1 2 — — — — — — — — — 500.00 9.00 0.00/0.00 0.00 0.00 0.0000 -0.00 0.2% 15 13 3 1 1.6% 0.00 0.0000 -0.00 0.00 0.00/0.00 14.90 510.00 23.06 0.00/0.00 — 0.06 — -1.00 0.0% 3 12 2 2 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.20 520.00 5.73 0.00/0.00 — 0.06 — -1.00 0.0% 1 1 3 — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 7.08 530.00 7.79 0.00/0.00 — 0.07 — -1.00 0.0% — 1 1 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.00 550.00 50.78 0.00/0.00 — 0.07 — -1.00 0.0% 5 21 — — — — — — — — — 560.00 42.65 0.00/0.00 — 0.07 — -1.00 0.0% 1 2 — — — — — — — — — 570.00 23.85 0.00/0.00 — 0.07 — -1.00 0.0% 1 — 1 — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 22.92 580.00 — — — — — — — — — 2 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.57 590.00 — — — — — — — — — 1 — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 11.84 610.00 — — — — — — — — — — — — — — — — — — 630.00 73.50 0.00/0.00 — 0.08 — -1.00 0.0% — — 5 — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.50 640.00 — — — — — — — — — — — — — — — — — — 730.00 159.50 0.00/0.00 — 0.09 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 0.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $350 $426 $501 $576 $651 spot $500.62 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).