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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 9.45 30.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 13.30 35.00 — — — — — — — — — — 20 0.0% 1.00 — -0.00 — 0.00/0.00 6.45 40.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 4.70 45.00 — — — — — — — — — — 4 3.1% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.80 50.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 —/0.00 2.10 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $34 $41 $49 $56 $63 spot $48.54 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).