IV Skew
-0.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 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 — 75.3% 0.98 0.0017 -0.04 0.01 39.90/43.90 37.00 100.00 — — — — — — — — — — — — — — — — — — 105.00 2.79 0.00/0.75 0.02 -0.04 0.0028 -0.03 72.9% — 1 1 — 72.9% 0.95 0.0046 -0.08 0.03 30.90/33.90 28.00 110.00 0.35 0.05/0.65 0.02 -0.04 0.0035 -0.03 62.5% 3 10 2 1 68.6% 0.92 0.0065 -0.10 0.05 26.30/29.10 45.20 115.00 2.20 0.00/0.90 0.03 -0.04 0.0051 -0.04 56.2% 1 10 7 1 60.3% 0.90 0.0089 -0.10 0.06 21.20/24.50 39.50 120.00 0.37 0.30/1.70 0.05 -0.08 0.0086 -0.09 57.5% 1 25 5 — 59.3% 0.84 0.0125 -0.13 0.08 17.30/20.00 39.20 125.00 0.65 0.10/2.00 0.08 -0.12 0.0125 -0.16 59.7% 1 4 5 1 54.1% 0.78 0.0169 -0.15 0.10 13.10/15.60 15.13 130.00 1.81 0.85/2.75 0.10 -0.13 0.0167 -0.22 54.8% 1 33 39 526 51.8% 0.69 0.0212 -0.17 0.11 9.60/11.80 12.75 135.00 3.84 3.00/4.20 0.12 -0.16 0.0207 -0.32 53.2% 5 559 54 1 51.1% 0.57 0.0238 -0.18 0.13 6.90/8.60 8.59 140.00 5.20 4.80/6.40 0.13 -0.17 0.0227 -0.43 53.5% 3 35 32 15 55.8% 0.46 0.0220 -0.20 0.13 4.40/6.10 5.21 145.00 7.60 6.90/9.20 0.13 -0.17 0.0227 -0.54 54.2% 5 82 26 18 54.1% 0.35 0.0212 -0.18 0.12 2.90/4.10 3.58 150.00 11.00 10.10/12.40 0.12 -0.16 0.0213 -0.65 53.9% 8 27 42 7 50.6% 0.24 0.0191 -0.14 0.10 1.70/3.10 2.26 155.00 8.93 13.80/16.20 0.11 -0.14 0.0183 -0.74 55.0% 20 36 106 23 54.9% 0.19 0.0151 -0.13 0.09 1.00/1.90 1.58 160.00 12.00 17.90/20.30 0.09 -0.11 0.0151 -0.81 55.7% 2 32 37 25 53.1% 0.12 0.0116 -0.09 0.06 0.55/1.10 0.83 165.00 12.10 22.30/24.80 0.07 -0.09 0.0120 -0.86 58.1% 116 128 26 5 53.5% 0.08 0.0085 -0.07 0.05 0.20/0.70 0.50 170.00 18.25 27.10/29.60 0.06 -0.09 0.0097 -0.88 62.8% 25 120 316 206 55.5% 0.06 0.0063 -0.05 0.04 0.00/0.50 0.50 175.00 8.60 31.80/34.60 0.06 -0.09 0.0083 -0.89 69.5% — 1 82 11 52.6% 0.03 0.0038 -0.03 0.02 0.00/0.45 0.20 180.00 21.70 36.70/39.90 0.06 -0.11 0.0075 -0.89 80.4% 1 7
Greeks Profile 2026-09-18 · 19d · σ = 52.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $99 $120 $142 $163 $184 spot $141.68 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).