IV Skew
2.5%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 3/19199d 4/16227d 5/21262d +1 more 2027-07-16 (318d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 1 0.0% 1.00 — -0.03 — 66.60/70.00 70.80 270.00 0.50 0.00/1.85 0.06 -0.11 0.0018 -0.04 63.9% 5 14 1 — 51.0% 0.97 0.0019 -0.11 0.05 59.40/62.60 89.70 280.00 0.75 0.00/2.10 0.07 -0.12 0.0024 -0.05 57.2% 2 18 4 1 50.9% 0.94 0.0033 -0.17 0.09 50.10/53.20 66.30 290.00 2.50 0.20/2.80 0.10 -0.15 0.0035 -0.07 53.2% 12 18 11 1 55.9% 0.87 0.0052 -0.29 0.16 40.50/43.60 79.25 300.00 1.28 0.05/3.10 0.15 -0.24 0.0052 -0.13 55.4% 1 6 5 1 48.4% 0.83 0.0070 -0.29 0.18 31.40/34.10 32.76 310.00 4.60 0.60/3.80 0.19 -0.26 0.0070 -0.17 48.9% 1 11 15 1 43.3% 0.77 0.0096 -0.32 0.22 23.20/25.40 30.50 320.00 4.11 2.65/4.90 0.22 -0.27 0.0096 -0.23 42.9% 1 22 14 1 44.7% 0.65 0.0113 -0.38 0.27 16.20/19.10 24.53 330.00 8.00 5.50/7.90 0.27 -0.32 0.0119 -0.34 41.8% 6 11 6 1 40.8% 0.53 0.0133 -0.37 0.29 10.00/12.50 14.78 340.00 10.63 9.50/12.20 0.29 -0.33 0.0132 -0.47 41.2% 1 3 543 1 39.9% 0.40 0.0132 -0.35 0.28 5.50/8.00 6.70 350.00 21.00 14.90/17.80 0.28 -0.31 0.0130 -0.60 40.6% 2 12 114 1 40.4% 0.28 0.0114 -0.31 0.25 2.50/5.10 4.30 360.00 36.00 36.80/39.30 0.29 -0.71 0.0061 -0.58 87.6% — 4 151 1 40.8% 0.19 0.0090 -0.25 0.20 1.50/3.10 2.05 370.00 — — — — — — — — — 63 1 49.1% 0.17 0.0069 -0.27 0.18 0.15/3.20 1.00 380.00 56.90 51.90/55.50 0.27 -0.70 0.0053 -0.67 93.7% 1 2 167 3 53.7% 0.14 0.0055 -0.26 0.16 0.00/2.75 1.03 390.00 — — — — — — — — — 33 3 58.7% 0.12 0.0045 -0.25 0.14 0.00/2.50 0.37 400.00 — — — — — — — — — 18 2 51.1% 0.05 0.0029 -0.12 0.08 0.10/0.90 0.86 410.00 79.00 76.40/79.50 0.22 -0.56 0.0042 -0.78 95.9% — 1 1 — 58.8% 0.06 0.0027 -0.15 0.08 0.00/2.25 6.53 420.00 — — — — — — — — — — — — — — — — — — 470.00 131.50 127.60/130.60 0.06 -0.09 0.0014 -0.96 80.4% — — — — — — — — — — — 540.00 201.50 197.50/201.20 0.07 -0.17 0.0011 -0.96 116.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 41.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $238 $289 $340 $391 $443 spot $340.40 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).