IV Skew
-4.2%
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 — — — — — — — — — 55.00 0.58 0.00/0.75 0.01 -0.04 0.0049 -0.04 97.8% — 1 — — — — — — — — — 60.00 0.68 0.00/0.75 0.02 -0.04 0.0073 -0.05 77.9% — 1 — — — — — — — — — 65.00 1.42 0.00/0.75 0.02 -0.03 0.0117 -0.06 59.2% 1 14 — — — — — — — — — 70.00 0.50 0.20/0.40 0.03 -0.03 0.0222 -0.09 41.7% 4 13 — — — — — — — — — 72.50 1.00 0.55/0.90 0.05 -0.05 0.0341 -0.18 43.4% 79 158 2 — 59.5% 0.67 0.0346 -0.11 0.06 3.90/6.40 7.60 75.00 1.50 1.10/2.70 0.06 -0.10 0.0343 -0.33 60.2% 4 30 — — — — — — — — — 77.50 2.40 1.70/3.10 0.07 -0.09 0.0440 -0.41 50.6% 1 1 4 1 56.6% 0.48 0.0402 -0.11 0.07 1.65/3.60 1.95 80.00 2.50 2.75/5.00 0.07 -0.11 0.0388 -0.52 58.7% 2 3 6 1 64.4% 0.41 0.0344 -0.12 0.07 0.70/3.20 1.63 82.50 5.40 3.60/6.20 0.07 -0.09 0.0404 -0.62 53.9% 1 2 40 2 64.2% 0.33 0.0321 -0.12 0.06 0.10/2.40 1.25 85.00 — — — — — — — — — 29 5 53.8% 0.21 0.0307 -0.08 0.05 0.00/2.35 1.00 87.50 6.30 8.50/10.20 0.05 -0.08 0.0299 -0.77 58.7% — 1 17 1 62.8% 0.19 0.0248 -0.09 0.05 0.00/2.45 1.02 90.00 6.80 10.70/12.90 0.05 -0.09 0.0242 -0.78 70.7% 1 1 10 — 66.6% 0.06 0.0107 -0.04 0.02 0.00/0.75 0.05 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 53.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $55 $67 $79 $91 $102 spot $78.75 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).