IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
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 0.0% 1.00 — -0.04 — 0.00/0.00 38.25 300.00 2.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — 1 0.0% 1.00 — -0.04 — 0.00/0.00 42.83 310.00 1.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — 2 0.0% 1.00 — -0.04 — 0.00/0.00 52.24 320.00 3.21 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 3 0.0% 1.00 — -0.04 — 0.00/0.00 45.75 330.00 4.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 6 — — 2 0.0% 1.00 — -0.04 — 0.00/0.00 38.10 340.00 4.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — 31 0.0% 1.00 — -0.04 — 0.00/0.00 34.70 350.00 6.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 3 0.0% 1.00 — -0.04 — 0.00/0.00 16.00 360.00 6.90 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 2 — — 2 0.0% 1.00 — -0.05 — 0.00/0.00 16.20 370.00 64.53 21.10/27.40 0.33 -0.73 0.0056 -0.41 82.5% 1 5 — 1 0.8% 0.03 0.1096 -0.00 0.06 0.00/0.00 14.70 380.00 87.67 89.20/97.90 0.32 -2.40 0.0017 -0.38 272.5% 2 2 — 7 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 9.10 390.00 44.70 0.00/0.00 — 0.05 — -1.00 0.0% 1 — — 13 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 7.00 400.00 71.80 0.00/0.00 — 0.05 — -1.00 0.0% 3 — — 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.00 410.00 119.84 103.30/111.60 0.33 -2.32 0.0018 -0.44 256.2% 2 9 — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.00 420.00 91.10 114.70/120.60 0.33 -2.42 0.0018 -0.45 266.3% 3 6 9 1 54.2% 0.16 0.0054 -0.32 0.20 0.95/6.70 5.90 430.00 110.00 0.00/0.00 — 0.05 — -1.00 0.0% 1 — 104 2 95.3% 0.27 0.0042 -0.75 0.28 10.60/14.70 15.33 440.00 92.07 0.00/0.00 — 0.05 — -1.00 0.0% 1 — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.61 450.00 139.53 0.00/0.00 — 0.06 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 136.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.19 0.38 0.57 0.77 0.96 $265 $321 $378 $435 $491 spot $377.94 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).