IV Skew
4.8%
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 1 50.7% 0.93 0.0023 -0.27 0.16 73.70/82.00 65.17 440.00 2.80 0.00/7.50 0.20 -0.30 0.0026 -0.10 57.4% 1 2 1 1 63.6% 0.85 0.0032 -0.51 0.28 64.00/72.50 55.62 450.00 2.95 0.00/8.00 0.22 -0.30 0.0031 -0.11 52.4% — 4 8 — 59.0% 0.82 0.0037 -0.52 0.30 54.50/63.20 46.64 460.00 2.25 0.05/4.10 0.24 -0.29 0.0038 -0.13 46.7% 3 9.8k 1 1 54.3% 0.80 0.0044 -0.52 0.33 45.00/54.00 56.00 470.00 5.60 0.00/8.20 0.33 -0.45 0.0045 -0.20 53.3% 14 65 8 — 50.7% 0.76 0.0053 -0.53 0.37 36.00/45.40 30.50 480.00 6.00 0.00/9.20 0.36 -0.45 0.0054 -0.24 48.8% 2 9.2k 8 — 46.8% 0.71 0.0062 -0.54 0.40 28.30/37.00 25.95 490.00 8.00 1.50/10.00 0.39 -0.43 0.0066 -0.28 43.1% 27 305 — 2 45.1% 0.64 0.0070 -0.56 0.44 21.50/30.00 37.50 500.00 7.75 5.00/12.60 0.43 -0.44 0.0077 -0.35 40.8% 100 31 216 4 44.2% 0.57 0.0076 -0.57 0.46 16.90/24.00 29.80 510.00 17.40 8.90/16.40 0.46 -0.45 0.0084 -0.43 39.7% 20 128 167 8 43.8% 0.49 0.0077 -0.57 0.47 11.10/19.00 23.00 520.00 17.29 15.90/19.40 0.47 -0.40 0.0096 -0.52 35.2% 1 525 300 4 43.8% 0.42 0.0076 -0.55 0.46 6.60/14.90 10.59 530.00 24.00 21.50/25.40 0.45 -0.38 0.0093 -0.61 35.2% 12 276 38 100 38.3% 0.32 0.0080 -0.45 0.42 5.80/9.10 7.65 540.00 34.98 26.20/35.00 0.43 -0.42 0.0075 -0.66 41.5% 1 245 4.1k 6 43.2% 0.28 0.0066 -0.47 0.40 2.65/8.50 8.92 550.00 40.20 33.80/42.60 0.39 -0.38 0.0067 -0.73 42.2% — 1 7 5 42.6% 0.22 0.0059 -0.40 0.35 1.30/6.10 7.10 560.00 47.30 42.20/51.00 0.35 -0.35 0.0058 -0.78 43.6% — 1 9.5k 10 44.1% 0.18 0.0050 -0.37 0.31 0.75/4.90 2.30 570.00 — — — — — — — — — 4.1k 1 42.3% 0.13 0.0041 -0.28 0.24 0.75/3.10 0.85 580.00 — — — — — — — — — 27 23 45.2% 0.11 0.0035 -0.27 0.22 0.00/2.80 2.20 590.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 39.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $361 $438 $515 $593 $670 spot $515.46 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).