IV Skew
-14.5%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 6/17290d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 501 1 102.8% 0.92 0.0045 -0.14 0.05 36.60/39.20 36.80 105.00 1.20 0.00/2.80 0.04 -0.12 0.0044 -0.07 100.5% 2 15 16 3 94.7% 0.90 0.0057 -0.15 0.05 31.70/34.60 44.53 110.00 1.16 0.70/1.40 0.04 -0.09 0.0051 -0.07 81.6% 3 110 8 2 95.4% 0.86 0.0073 -0.19 0.07 27.80/30.40 25.30 115.00 1.80 1.60/4.20 0.07 -0.19 0.0073 -0.14 97.7% 20 12 14 5 92.3% 0.82 0.0091 -0.22 0.08 23.80/26.20 36.60 120.00 2.88 1.30/4.90 0.08 -0.19 0.0093 -0.17 86.4% 49 95 9 6 89.9% 0.77 0.0108 -0.25 0.10 20.00/22.40 22.70 125.00 3.82 3.70/5.80 0.10 -0.23 0.0109 -0.23 89.2% 48 30 8 1 90.8% 0.70 0.0122 -0.28 0.11 16.70/19.40 23.17 130.00 5.90 5.40/6.00 0.11 -0.24 0.0132 -0.29 82.4% 11 138 9 3 90.7% 0.63 0.0132 -0.31 0.12 13.90/16.40 25.35 135.00 7.80 6.60/8.30 0.12 -0.25 0.0149 -0.36 80.2% 29 68 22 2 90.3% 0.56 0.0139 -0.32 0.12 11.20/13.90 12.63 140.00 10.00 9.00/11.80 0.12 -0.28 0.0149 -0.44 84.4% 53 38 117 7 92.4% 0.50 0.0138 -0.33 0.13 9.40/11.80 10.30 145.00 9.50 11.80/13.40 0.13 -0.27 0.0159 -0.52 80.1% 10 16 145 11 94.7% 0.43 0.0132 -0.33 0.12 7.60/10.40 11.00 150.00 11.40 15.00/18.30 0.12 -0.29 0.0143 -0.58 87.2% 19 77 38 36 91.7% 0.37 0.0131 -0.31 0.12 5.50/8.50 7.20 155.00 — — — — — — — — — 16 11 92.6% 0.31 0.0122 -0.29 0.11 4.30/7.20 6.00 160.00 22.80 22.60/25.10 0.11 -0.25 0.0126 -0.70 88.2% 41 113 96 1 91.8% 0.26 0.0112 -0.26 0.10 2.85/6.20 7.90 165.00 — — — — — — — — — 21 5 91.8% 0.21 0.0101 -0.24 0.09 2.20/5.00 3.90 170.00 29.86 30.40/34.00 0.09 -0.22 0.0101 -0.79 91.6% 1 1 69 1 101.5% 0.20 0.0089 -0.25 0.09 2.90/4.60 6.15 175.00 — — — — — — — — — 106 12 99.0% 0.16 0.0080 -0.22 0.08 0.95/4.70 2.80 180.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 87.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $99 $120 $141 $163 $184 spot $141.38 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).