IV Skew
9.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 4/16229d 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 3 2 110.7% 0.97 0.0014 -0.09 0.03 64.50/72.50 72.00 120.00 — — — — — — — — — 1 — 81.9% 0.97 0.0020 -0.08 0.03 49.90/56.80 90.40 135.00 — — — — — — — — — 3 1 84.0% 0.90 0.0049 -0.18 0.08 37.00/43.00 47.20 150.00 1.50 0.70/2.00 0.06 -0.11 0.0045 -0.07 72.5% 21 113 — — — — — — — — — 155.00 2.50 0.65/4.50 0.09 -0.17 0.0060 -0.12 78.5% 93 74 4 2 80.4% 0.84 0.0072 -0.24 0.11 28.20/34.90 67.60 160.00 3.10 2.50/3.70 0.10 -0.19 0.0073 -0.15 74.2% 4 152 1 — 77.5% 0.80 0.0085 -0.26 0.12 23.70/31.20 67.40 165.00 4.80 2.35/7.00 0.12 -0.24 0.0085 -0.20 77.3% 4 1.3k 1 — 75.0% 0.75 0.0099 -0.28 0.14 20.70/26.50 48.20 170.00 5.80 5.30/7.00 0.14 -0.27 0.0097 -0.25 77.1% 40 290 — — — — — — — — — 175.00 7.80 5.10/10.70 0.15 -0.30 0.0107 -0.31 76.9% 11 112 12 3 77.9% 0.63 0.0113 -0.34 0.16 15.10/20.70 24.00 180.00 10.00 8.80/12.80 0.16 -0.34 0.0108 -0.37 81.7% 15 98 — 1 81.9% 0.57 0.0112 -0.37 0.17 12.00/20.00 20.50 185.00 11.00 11.70/14.60 0.17 -0.35 0.0113 -0.43 81.3% 1 1.1k 10 2 87.3% 0.52 0.0107 -0.40 0.17 12.30/17.00 13.50 190.00 14.90 12.40/19.80 0.17 -0.36 0.0112 -0.48 82.8% 17 50 28 1 72.5% 0.45 0.0127 -0.33 0.17 6.90/13.00 14.45 195.00 17.00 14.70/22.90 0.17 -0.35 0.0114 -0.54 81.5% 4 137 73 3 80.9% 0.41 0.0112 -0.36 0.17 6.90/12.40 12.50 200.00 13.63 19.50/24.80 0.17 -0.34 0.0110 -0.59 82.4% 2 267 61 11 71.1% 0.28 0.0110 -0.27 0.14 3.30/7.10 6.00 210.00 27.20 25.30/30.80 0.15 -0.27 0.0106 -0.71 75.0% 5 131 211 10 78.4% 0.22 0.0087 -0.26 0.13 2.80/5.70 5.80 220.00 34.94 34.20/39.70 0.13 -0.26 0.0086 -0.77 81.7% 1 95 748 16 85.0% 0.17 0.0071 -0.25 0.11 2.40/4.70 2.40 230.00 39.10 41.50/48.20 0.10 -0.17 0.0069 -0.86 76.7% 1 37 225 91 79.7% 0.11 0.0054 -0.17 0.08 0.60/3.20 4.32 240.00 44.99 50.70/57.30 0.08 -0.13 0.0053 -0.90 78.0% 2 68 455 5 77.1% 0.06 0.0038 -0.11 0.05 0.30/1.80 2.25 250.00 55.10 60.10/67.00 0.06 -0.10 0.0040 -0.93 81.0% 1 21
Greeks Profile 2026-09-18 · 19d · σ = 85.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $131 $160 $188 $216 $244 spot $187.75 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).