IV Skew
-11.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 3/19201d 5/21264d 8/20355d +3 more 2027-11-19 (446d) 2028-01-21 (509d) 2028-12-15 (838d)
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 1 290.8% 0.87 0.0041 -0.28 0.04 34.40/38.40 36.85 45.00 — — — — — — — — — 21 6 100.4% 0.98 0.0032 -0.03 0.01 24.80/28.80 30.40 50.00 — — — — — — — — — 13 — 55.3% 0.98 0.0054 -0.02 0.01 15.10/18.30 24.95 60.00 — — — — — — — — — 388 116 57.9% 0.78 0.0294 -0.09 0.05 7.10/8.10 7.50 70.00 0.74 0.05/1.50 0.05 -0.08 0.0294 -0.22 57.9% 4 7 141 180 56.3% 0.70 0.0356 -0.10 0.06 5.00/6.30 5.50 72.50 — — — — — — — — — 312 11 73.0% 0.59 0.0305 -0.14 0.07 2.60/6.00 6.75 75.00 2.15 1.75/2.55 0.07 -0.08 0.0473 -0.39 46.5% 11 527 1 1 53.3% 0.49 0.0428 -0.10 0.07 2.00/4.80 2.81 77.50 3.33 2.00/3.90 0.07 -0.08 0.0478 -0.51 47.7% 7 114 43 3 58.0% 0.40 0.0382 -0.11 0.07 1.35/2.75 2.30 80.00 4.05 3.60/7.10 0.07 -0.12 0.0314 -0.57 71.6% 10 1.0k 28 1 72.0% 0.36 0.0298 -0.13 0.07 0.00/2.90 1.29 82.50 4.70 4.80/8.40 0.06 -0.10 0.0319 -0.66 66.0% 2 5 153 1 66.7% 0.28 0.0287 -0.11 0.06 0.00/1.90 0.95 85.00 4.80 6.90/10.50 0.06 -0.10 0.0279 -0.71 70.0% — 3 401 3 61.9% 0.20 0.0256 -0.08 0.05 0.00/1.15 0.65 87.50 — — — — — — — — — 91 3 59.3% 0.13 0.0209 -0.06 0.04 0.00/0.70 0.30 90.00 9.10 12.20/14.20 0.04 -0.06 0.0211 -0.85 61.8% 2 6 116 11 55.3% 0.08 0.0152 -0.04 0.03 0.00/0.35 0.15 92.50 — — — — — — — — — 81 12 62.9% 0.08 0.0134 -0.04 0.03 0.00/0.80 1.55 95.00 — — — — — — — — — — — — — — — — — — 105.00 24.61 26.40/30.40 0.05 -0.14 0.0116 -0.82 127.8% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 50.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $54 $65 $77 $88 $100 spot $76.60 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).