IV Skew
12.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 6/17291d 12/17474d 1/21509d +2 more 2028-06-16 (656d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 115.00 1.85 0.00/2.15 0.03 -0.12 0.0007 -0.02 157.3% — 1 — — — — — — — — — 180.00 0.21 0.00/2.15 0.06 -0.09 0.0042 -0.06 58.7% 1 2 — — — — — — — — — 185.00 0.18 0.00/2.15 0.07 -0.09 0.0051 -0.07 52.2% 1 6 — — — — — — — — — 190.00 0.05 0.00/0.10 0.02 -0.01 0.0023 -0.01 28.3% 3 12 — — — — — — — — — 195.00 0.25 0.00/1.15 0.08 -0.09 0.0084 -0.09 40.1% 38 260 — — — — — — — — — 200.00 1.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 8 — 3 10 43.9% 0.68 0.0163 -0.22 0.18 9.80/13.90 10.84 210.00 0.60 0.00/2.35 0.16 -0.11 0.0228 -0.24 27.4% 1 14 7 1 10.0% 0.43 0.0787 -0.06 0.20 0.00/1.45 0.70 220.00 3.00 0.05/4.00 0.20 -0.06 0.0519 -0.54 15.3% 2 3 489 16 14.6% 0.07 0.0192 -0.03 0.07 0.00/0.25 0.30 230.00 12.31 0.00/0.00 — 0.03 — -1.00 0.0% 1 — — — — — — — — — — 240.00 20.82 0.00/0.00 — 0.03 — -1.00 0.0% 2 — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.15 270.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.15 280.00 — — — — — — — — — — 78 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.15 290.00 — — — — — — — — — — 37 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 300.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 12.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $153 $186 $219 $251 $284 spot $218.54 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).