IV Skew
0.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 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 11 2 0.0% 1.00 — -0.03 — 39.60/42.60 50.90 270.00 0.59 0.00/0.70 0.03 -0.04 0.0010 -0.02 51.9% 70 97 — 1 148.4% 0.79 0.0025 -0.92 0.23 82.50/85.10 88.70 280.00 0.29 0.00/2.20 0.07 -0.11 0.0021 -0.04 56.2% 124 329 — — 0.0% 1.00 — -0.04 — 0.00/0.00 29.74 290.00 0.35 0.00/2.25 0.12 -0.18 0.0033 -0.08 58.0% 1 309 4 3 49.4% 0.91 0.0043 -0.20 0.13 44.00/47.10 51.13 300.00 0.34 0.10/1.05 0.09 -0.09 0.0036 -0.06 40.4% 1 884 16 3 43.6% 0.87 0.0060 -0.22 0.16 34.60/37.60 41.50 310.00 0.65 0.20/1.35 0.12 -0.11 0.0054 -0.08 35.1% 1 220 181 2 35.9% 0.84 0.0087 -0.22 0.19 25.40/27.90 30.54 320.00 1.25 0.95/1.30 0.14 -0.09 0.0082 -0.10 26.9% 11 390 101 2 32.7% 0.75 0.0125 -0.25 0.25 16.20/19.60 23.80 330.00 2.90 2.20/2.70 0.22 -0.14 0.0142 -0.20 24.9% 6 423 185 5 27.0% 0.62 0.0179 -0.24 0.30 9.40/11.50 13.00 340.00 5.80 3.90/5.60 0.30 -0.17 0.0202 -0.37 23.8% 49 253 697 28 25.0% 0.42 0.0199 -0.22 0.31 5.10/6.00 5.90 350.00 11.00 8.70/11.70 0.31 -0.19 0.0187 -0.57 26.8% 6 268 805 77 24.9% 0.25 0.0161 -0.17 0.25 2.25/2.90 2.63 360.00 15.40 16.50/18.60 0.26 -0.15 0.0154 -0.74 27.0% 4 90 905 28 25.5% 0.13 0.0104 -0.11 0.16 1.00/1.35 1.17 370.00 24.65 24.80/27.70 0.21 -0.13 0.0106 -0.82 31.5% 2 9 1.5k 110 30.6% 0.09 0.0069 -0.11 0.13 0.30/1.15 0.74 380.00 32.16 34.00/37.20 0.17 -0.12 0.0076 -0.87 36.1% 5 6 333 24 29.7% 0.04 0.0037 -0.06 0.07 0.10/0.45 0.25 390.00 — — — — — — — — — 360 10 33.0% 0.03 0.0025 -0.05 0.05 0.05/0.35 0.15 400.00 86.80 98.00/102.00 0.31 -1.57 0.0026 -0.54 195.6% — — 68 4 55.0% 0.10 0.0040 -0.20 0.14 0.00/2.20 0.30 410.00 — — — — — — — — — 30 1 51.7% 0.06 0.0028 -0.12 0.09 0.00/2.25 1.85 420.00 63.50 98.40/102.50 0.29 -1.12 0.0031 -0.65 151.3% — — — — — — — — — — — 470.00 118.30 148.30/152.60 0.27 -1.29 0.0024 -0.70 185.1% — —
Greeks Profile 2026-09-18 · 19d · σ = 25.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $241 $293 $345 $397 $448 spot $344.86 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).