IV Skew
9.0%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 6/16656d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 392 251 165.3% 0.88 0.0084 -0.14 0.03 17.70/21.60 23.60 45.00 0.91 0.00/2.35 0.03 -0.09 0.0083 -0.10 139.6% 2 26 — 4 0.0% 1.00 — -0.01 — 0.00/0.00 7.64 47.50 0.10 0.00/1.15 0.02 -0.05 0.0091 -0.07 100.4% 1 710 8 12 0.0% 1.00 — -0.01 — 8.50/12.10 7.55 50.00 0.29 0.00/1.15 0.02 -0.05 0.0116 -0.08 87.3% 1 66 89 80 116.8% 0.82 0.0151 -0.12 0.04 10.30/14.20 8.40 52.50 1.04 0.00/0.85 0.02 -0.04 0.0143 -0.08 68.6% 1 80 325 20 100.4% 0.80 0.0191 -0.12 0.04 7.80/11.70 13.60 55.00 0.22 0.00/0.50 0.03 -0.04 0.0201 -0.10 59.4% 1 366 120 3 79.9% 0.77 0.0256 -0.10 0.04 5.60/9.00 9.45 57.50 0.40 0.15/0.35 0.03 -0.03 0.0279 -0.10 42.4% 78 171 127 5 77.2% 0.70 0.0305 -0.11 0.05 3.40/7.20 6.61 60.00 0.63 0.00/0.75 0.04 -0.04 0.0450 -0.19 41.2% 2 275 627 1 66.1% 0.62 0.0389 -0.10 0.06 1.90/5.10 3.17 62.50 0.95 0.05/2.90 0.06 -0.09 0.0392 -0.38 65.5% 1 92 330 1.5k 46.5% 0.51 0.0581 -0.08 0.06 1.65/2.65 2.27 65.00 1.95 0.90/3.10 0.06 -0.07 0.0558 -0.49 48.4% 102 261 555 76 56.5% 0.40 0.0464 -0.09 0.06 0.05/2.25 0.93 67.50 3.20 1.90/5.80 0.06 -0.10 0.0387 -0.57 68.7% 2 200 2.2k 4 38.9% 0.21 0.0496 -0.04 0.04 0.00/0.65 0.41 70.00 4.10 3.90/7.90 0.06 -0.10 0.0334 -0.64 75.9% 1 36 52 6 41.8% 0.13 0.0343 -0.04 0.03 0.00/0.40 0.18 72.50 6.36 6.20/9.70 0.05 -0.09 0.0306 -0.72 75.1% — 2 638 46 42.2% 0.07 0.0218 -0.02 0.02 0.00/0.20 0.10 75.00 — — — — — — — — — 23 9 50.4% 0.07 0.0175 -0.03 0.02 0.00/0.45 0.15 77.50 — — — — — — — — — 791 2 58.3% 0.06 0.0147 -0.03 0.02 0.00/0.50 0.05 80.00 9.70 13.60/17.50 0.02 -0.02 0.0140 -0.94 56.4% 2 — 6 3 62.1% 0.03 0.0080 -0.02 0.01 0.00/0.25 0.15 85.00 14.20 18.60/22.50 0.01 -0.02 0.0100 -0.95 68.6% — —
Greeks Profile 2026-09-18 · 19d · σ = 47.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $45 $55 $65 $74 $84 spot $64.67 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).