IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
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 — -0.03 — 0.00/0.00 74.00 240.00 — — — — — — — — — — — — — — — — — — 250.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — — — — — — — — — 260.00 1.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 270.00 0.73 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — 0.0% 1.00 — -0.03 — 0.00/0.00 23.00 280.00 1.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — — — — — — — — — 290.00 2.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 1 0.0% 1.00 — -0.04 — 0.00/0.00 13.10 300.00 4.61 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 2 — — 1 0.1% 1.00 0.0000 -0.04 0.00 0.00/0.00 8.10 310.00 9.90 0.00/0.00 — — — — 0.0% 3 — — 41 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.80 320.00 20.10 0.00/0.00 — 0.04 — -1.00 0.0% 1 — — 5 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.10 330.00 28.50 0.00/0.00 — 0.04 — -1.00 0.0% 2 — — 2 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.92 340.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 350.00 — — — — — — — — — — 20 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.57 360.00 50.00 0.00/0.00 — 0.04 — -1.00 0.0% 2 — 1 — 56.0% 0.08 0.0040 -0.17 0.10 0.00/1.45 19.24 370.00 — — — — — — — — — — 10 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 380.00 — — — — — — — — — — — — — — — — — — 390.00 34.60 0.00/0.00 — 0.05 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $217 $263 $310 $356 $403 spot $309.82 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).