IV Skew
3.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 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 — — — — — — — — — 175.00 0.55 0.00/0.95 0.03 -0.05 0.0023 -0.03 57.8% — 1 — — — — — — — — — 185.00 1.00 0.00/0.75 0.05 -0.07 0.0040 -0.05 51.2% 2 3 — — — — — — — — — 190.00 0.15 0.00/2.15 0.10 -0.15 0.0062 -0.11 60.6% 1 4 — — — — — — — — — 195.00 0.10 0.00/0.95 0.07 -0.08 0.0067 -0.08 41.8% 60 226 14 1 44.1% 0.87 0.0096 -0.15 0.11 21.20/24.00 24.50 200.00 0.20 0.00/0.20 0.03 -0.02 0.0051 -0.03 24.9% 21 129 4 5 32.3% 0.80 0.0173 -0.14 0.14 12.00/14.40 13.00 210.00 0.65 0.00/1.40 0.12 -0.08 0.0181 -0.16 26.3% 5 60 181 2 23.0% 0.60 0.0331 -0.13 0.20 4.10/6.00 4.40 220.00 3.50 1.40/4.40 0.20 -0.12 0.0301 -0.41 25.5% 1 53 309 2 23.0% 0.28 0.0287 -0.11 0.17 0.05/2.00 1.04 230.00 17.50 8.00/10.30 0.18 -0.10 0.0270 -0.70 25.3% 1 2 525 12 23.4% 0.08 0.0130 -0.05 0.08 0.25/0.50 0.20 240.00 — — — — — — — — — 1 1 35.5% 0.08 0.0084 -0.07 0.08 0.00/0.75 0.26 250.00 — — — — — — — — — 2 — 51.7% 0.06 0.0044 -0.08 0.06 0.00/0.75 0.35 270.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 24.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $155 $189 $222 $255 $289 spot $222.11 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).