IV Skew
-3.1%
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 — — 0.0% 1.00 — -0.02 — 0.00/0.00 70.00 145.00 — — — — — — — — — — — 0.0% 1.00 — -0.02 — 0.00/0.00 59.80 170.00 9.30 0.00/2.60 0.06 -0.13 0.0035 -0.07 76.3% — 1 — — — — — — — — — 175.00 2.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — 0.0% 1.00 — -0.02 — 0.00/0.00 64.86 180.00 1.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 12 — — — — — — — — — — 185.00 1.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — — — — — — — — — 190.00 2.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 195.00 2.70 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% — — — — — — — — — — — 200.00 4.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 2 — — — — — — — — — — 210.00 5.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 20 — — 20 1.6% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.95 220.00 — — — — — — — — — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 8.78 230.00 20.60 0.00/0.00 — 0.03 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 2.70 240.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.20 250.00 57.10 34.80/37.80 0.11 -0.15 0.0082 -0.85 58.5% — 1 — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 260.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.75 270.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.90 280.00 67.70 0.00/0.00 — 0.03 — -1.00 0.0% — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 290.00 94.00 72.80/76.90 0.04 -0.06 0.0026 -0.96 73.8% — —
Greeks Profile 2026-09-18 · 18d · σ = 2.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $151 $183 $216 $248 $281 spot $215.82 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).