IV Skew
9.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 122.1% 0.95 0.0076 -0.05 0.01 16.00/19.80 24.10 35.00 — — — — — — — — — — — — — — — — — — 40.00 0.40 0.00/1.45 0.02 -0.06 0.0142 -0.10 103.3% 160 163 1 1 64.5% 0.66 0.0473 -0.08 0.04 2.95/6.00 6.30 50.00 1.90 1.40/3.10 0.04 -0.08 0.0441 -0.35 69.9% 2 750 112 2 60.3% 0.40 0.0535 -0.08 0.05 0.85/3.00 3.10 55.00 2.50 3.00/5.80 0.05 -0.07 0.0544 -0.60 59.1% 2 506 371 3 61.1% 0.19 0.0372 -0.05 0.03 0.40/1.10 1.02 60.00 7.90 6.70/9.70 0.03 -0.04 0.0373 -0.82 58.7% 1 17 31 23 96.3% 0.20 0.0240 -0.09 0.03 0.00/2.40 1.40 65.00 — — — — — — — — — 22 22 84.0% 0.08 0.0150 -0.04 0.02 0.00/0.75 0.29 70.00 — — — — — — — — — — — — — — — — — — 80.00 24.50 25.50/29.20 0.03 -0.12 0.0131 -0.83 163.4% — —
Greeks Profile 2026-09-18 · 19d · σ = 67.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $37 $45 $52 $60 $68 spot $52.47 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).