IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 — -0.01 — 0.00/0.00 32.95 80.00 1.97 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 25.30 85.00 3.97 0.00/0.00 0.00 -0.00 0.0007 -0.00 12.5% — — — — — — — — — — — 90.00 2.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 1 — — 6 3.1% 0.00 0.0078 -0.00 0.00 0.00/0.00 4.75 95.00 — — — — — — — — — — 7 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.70 100.00 — — — — — — — — — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.46 105.00 12.70 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 6.00 110.00 — — — — — — — — — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.20 115.00 9.82 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 4 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 120.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 125.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $65 $79 $93 $107 $121 spot $92.86 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).