IV Skew
5.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 6/17291d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 65.00 0.35 0.00/1.15 0.02 -0.05 0.0052 -0.05 95.5% — 20 6 4 64.8% 0.97 0.0055 -0.03 0.02 18.90/22.80 30.00 70.00 0.05 0.00/0.95 0.02 -0.04 0.0070 -0.05 74.6% 2 9 — — — — — — — — — 75.00 0.05 0.00/0.30 0.02 -0.03 0.0093 -0.05 52.3% 1 36 1 — 58.0% 0.85 0.0197 -0.08 0.05 10.40/11.80 13.80 80.00 0.08 0.05/0.30 0.03 -0.03 0.0163 -0.07 37.8% 60 302 27 1 44.7% 0.76 0.0338 -0.08 0.06 4.90/7.20 6.80 85.00 0.54 0.35/0.90 0.06 -0.05 0.0381 -0.19 34.2% 4 151 49 49 35.8% 0.56 0.0533 -0.08 0.08 2.55/3.40 3.00 90.00 1.95 1.75/2.10 0.08 -0.05 0.0688 -0.43 27.6% 222 1.3k 237 244 29.0% 0.26 0.0540 -0.05 0.07 0.75/0.95 0.85 95.00 4.68 4.20/5.70 0.07 -0.05 0.0492 -0.71 33.8% 11 1.1k 433 62 30.9% 0.09 0.0257 -0.03 0.03 0.00/0.30 0.25 100.00 7.00 8.40/10.20 0.05 -0.05 0.0290 -0.83 41.5% 6 95 570 7 41.6% 0.07 0.0155 -0.03 0.03 0.05/0.30 0.10 105.00 — — — — — — — — — 98 68 44.7% 0.03 0.0081 -0.02 0.02 0.00/0.15 0.05 110.00 14.70 17.30/21.40 0.06 -0.12 0.0152 -0.81 87.4% 1 — 12 14 66.3% 0.07 0.0097 -0.05 0.03 0.00/0.95 0.12 115.00 — — — — — — — — — 8 — 79.7% 0.07 0.0086 -0.06 0.03 0.00/1.25 0.30 120.00 23.31 27.30/31.40 0.05 -0.13 0.0108 -0.84 109.8% 1 — 11 — 88.2% 0.07 0.0072 -0.06 0.03 0.00/1.25 0.15 125.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 31.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $63 $77 $91 $104 $118 spot $90.60 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).