IV Skew
-3.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 190.00 0.15 0.00/1.70 0.09 -0.12 0.0074 -0.11 50.7% 1 4 — — — — — — — — — 195.00 1.07 0.05/1.80 0.10 -0.12 0.0095 -0.13 44.5% 1 6 — — — — — — — — — 200.00 1.80 0.30/2.20 0.12 -0.13 0.0125 -0.17 40.3% 1 7 3 1 39.7% 0.67 0.0184 -0.20 0.18 8.30/12.20 9.60 210.00 1.80 1.40/3.80 0.17 -0.14 0.0213 -0.30 33.2% 1 4 14 1 33.1% 0.46 0.0242 -0.18 0.20 3.30/5.60 4.60 220.00 6.00 5.00/9.00 0.20 -0.17 0.0224 -0.54 35.9% 1 7 7 1 37.0% 0.27 0.0181 -0.17 0.16 1.25/3.10 2.00 230.00 13.60 10.30/16.80 0.17 -0.17 0.0167 -0.70 41.9% 2 1 5 1 39.7% 0.15 0.0119 -0.13 0.12 0.05/1.65 1.88 240.00 24.00 20.80/25.80 0.14 -0.16 0.0118 -0.79 49.2% 2 2 4 1 52.1% 0.13 0.0084 -0.15 0.11 0.00/1.90 0.53 250.00 — — — — — — — — — 10 1 46.6% 0.05 0.0047 -0.07 0.05 0.00/0.60 0.43 260.00 — — — — — — — — — 10 1 57.7% 0.06 0.0041 -0.09 0.06 0.00/1.65 1.16 270.00 — — — — — — — — — — 1 89.6% 0.04 0.0018 -0.10 0.04 0.00/1.60 0.61 320.00 — — — — — — — — — — 1 95.2% 0.04 0.0017 -0.10 0.04 0.00/1.60 0.70 330.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 34.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $152 $185 $217 $250 $282 spot $217.17 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).