IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 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 — — — — — — — — — 40.00 0.15 0.00/2.15 0.02 -0.10 0.0033 -0.06 204.9% — 1 — — — — — — — — — 45.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 50.00 0.40 0.00/2.15 0.02 -0.10 0.0062 -0.08 143.3% — 1 — — — — — — — — — 55.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — — — — — — — — — 60.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — — — — — — — — — 65.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 4.96 70.00 1.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 16 1.6% 0.04 0.3120 -0.00 0.01 0.00/0.00 2.00 75.00 4.03 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.81 80.00 11.70 0.00/0.00 — 0.01 — -1.00 0.0% — — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 85.00 — — — — — — — — — — 2 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.15 90.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 95.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $52 $63 $74 $86 $97 spot $74.37 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).