IV Skew
-18.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 2/19173d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 2 73.2% 0.94 0.0126 -0.04 0.02 11.40/13.90 30.50 45.00 0.85 0.00/2.50 0.03 -0.08 0.0151 -0.14 111.3% 1 11 — — — — — — — — — 50.00 2.05 0.40/3.00 0.04 -0.09 0.0252 -0.22 88.8% 1 1.5k 2 — 95.4% 0.62 0.0305 -0.13 0.05 4.80/7.70 6.60 55.00 2.40 1.60/3.70 0.05 -0.09 0.0405 -0.36 70.7% 10 65 14 1 89.0% 0.46 0.0341 -0.12 0.05 2.40/4.90 4.00 60.00 5.20 4.70/7.10 0.05 -0.11 0.0372 -0.56 81.3% 1 260 25 11 95.6% 0.32 0.0288 -0.12 0.05 1.20/3.70 2.31 65.00 8.00 7.80/10.80 0.04 -0.08 0.0325 -0.73 78.3% 1 356 34 1 86.6% 0.18 0.0235 -0.08 0.03 0.80/1.40 2.15 70.00 9.00 11.70/14.80 0.03 -0.04 0.0225 -0.87 71.0% 5 6 19 4 84.7% 0.10 0.0159 -0.05 0.02 0.00/1.05 0.60 75.00 — — — — — — — — — 12 2 90.2% 0.07 0.0109 -0.04 0.02 0.00/0.70 0.42 80.00 — — — — — — — — — 4 3 117.4% 0.09 0.0108 -0.07 0.02 0.00/1.30 0.20 85.00 — — — — — — — — — 28 2 135.9% 0.10 0.0098 -0.08 0.02 0.00/1.60 2.63 90.00 — — — — — — — — — 1 1 146.9% 0.07 0.0069 -0.07 0.02 0.00/1.15 2.00 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 83.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.28 0.54 0.79 1.05 $40 $49 $57 $66 $75 spot $57.34 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).