IV Skew
5.6%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 5/21264d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 125 — 64.5% 0.87 0.0249 -0.05 0.03 7.80/10.00 12.10 50.00 0.11 0.00/0.10 0.01 -0.01 0.0152 -0.03 38.1% 1 132 98 2 35.2% 0.78 0.0636 -0.04 0.04 3.00/3.90 4.40 55.00 0.25 0.10/0.75 0.04 -0.04 0.0630 -0.22 35.8% 7 602 395 1 30.2% 0.35 0.0926 -0.04 0.05 0.15/0.95 0.80 60.00 1.48 0.90/2.60 0.05 -0.03 0.1017 -0.67 26.9% 2 53 131 2 31.6% 0.07 0.0324 -0.02 0.02 0.00/0.15 0.10 65.00 — — — — — — — — — 1 — 57.8% 0.09 0.0218 -0.03 0.02 0.00/0.75 0.25 70.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 28.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $41 $49 $58 $67 $76 spot $58.18 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).