IV Skew
-6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 195.00 2.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — 1 0.0% 1.00 — -0.03 — 0.00/0.00 65.00 260.00 — — — — — — — — — — 9 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.60 310.00 — — — — — — — — — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 16.01 320.00 17.20 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — — 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 10.91 330.00 18.66 0.00/0.00 — 0.04 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $210 $255 $300 $345 $390 spot $300.05 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).