IV Skew
1.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 1/21509d 12/15838d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 178 22 80.4% 0.94 0.0076 -0.06 0.02 18.50/22.30 24.20 65.00 0.31 0.00/0.55 0.02 -0.03 0.0063 -0.04 70.7% 20 710 152 25 111.3% 0.85 0.0108 -0.14 0.05 18.00/20.90 25.45 67.50 1.39 0.00/0.95 0.02 -0.04 0.0092 -0.06 70.8% 3 175 687 54 67.1% 0.91 0.0123 -0.06 0.03 14.20/16.90 14.90 70.00 0.23 0.00/1.10 0.03 -0.05 0.0119 -0.08 64.4% 3 1.7k 106 1 63.0% 0.88 0.0162 -0.07 0.04 11.90/14.60 15.18 72.50 0.35 0.40/0.80 0.03 -0.05 0.0155 -0.10 56.8% 1 1.1k 737 10 60.6% 0.84 0.0209 -0.08 0.05 9.70/12.50 10.60 75.00 0.88 0.45/1.00 0.04 -0.05 0.0210 -0.13 50.8% 211 521 97 2 57.9% 0.78 0.0263 -0.09 0.06 7.70/10.40 12.20 77.50 1.00 0.00/2.85 0.06 -0.08 0.0271 -0.21 54.3% 7 112 2.7k 12 63.8% 0.69 0.0285 -0.12 0.07 6.20/9.30 7.20 80.00 1.83 0.50/3.70 0.07 -0.09 0.0329 -0.28 53.2% 1 847 108 2 54.2% 0.62 0.0362 -0.11 0.07 4.20/6.90 6.03 82.50 2.65 1.35/3.20 0.07 -0.10 0.0357 -0.38 55.0% 2 132 1.2k 100 51.6% 0.53 0.0398 -0.11 0.08 3.90/4.20 4.30 85.00 3.90 2.95/4.40 0.08 -0.11 0.0374 -0.47 54.9% 2.0k 234 180 1 53.7% 0.43 0.0378 -0.11 0.08 2.50/3.80 3.24 87.50 5.11 3.80/6.70 0.08 -0.13 0.0310 -0.54 66.0% 2 14 2.8k 343 52.0% 0.34 0.0364 -0.10 0.07 2.05/2.30 2.30 90.00 4.50 4.80/8.20 0.07 -0.12 0.0304 -0.62 64.6% 30 306 157 76 53.8% 0.27 0.0316 -0.09 0.06 0.00/3.30 1.50 92.50 6.00 7.40/10.10 0.07 -0.11 0.0277 -0.68 66.4% 1 64 759 335 51.0% 0.19 0.0273 -0.07 0.05 0.00/2.00 1.00 95.00 10.00 9.40/12.10 0.06 -0.10 0.0248 -0.74 67.8% 5 240 15 105 60.6% 0.18 0.0224 -0.08 0.05 0.55/1.70 0.70 97.50 — — — — — — — — — 2.3k 55 56.9% 0.12 0.0181 -0.06 0.04 0.40/0.90 0.50 100.00 23.50 14.50/18.50 0.05 -0.09 0.0191 -0.81 72.9% 63 62 497 42 62.5% 0.08 0.0123 -0.05 0.03 0.15/0.75 0.50 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 53.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $59 $72 $85 $98 $110 spot $84.91 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).