IV Skew
-5.9%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 35.00 0.91 0.00/0.75 0.01 -0.05 0.0013 -0.02 204.1% — 4 — — — — — — — — — 40.00 1.15 0.00/0.75 0.01 -0.05 0.0017 -0.02 174.2% 4 29 — — — — — — — — — 50.00 0.06 0.00/0.75 0.01 -0.04 0.0032 -0.03 124.2% — 1 — — — — — — — — — 55.00 5.60 0.00/0.95 0.02 -0.05 0.0050 -0.04 108.0% 1 1 1 — 106.1% 0.91 0.0087 -0.09 0.03 18.40/20.60 23.70 60.00 0.75 0.00/0.95 0.02 -0.05 0.0073 -0.05 87.0% 2 3 — — — — — — — — — 65.00 3.69 0.00/1.55 0.03 -0.06 0.0127 -0.09 77.0% — — — — — — — — — — — 70.00 0.95 0.55/3.20 0.05 -0.11 0.0205 -0.20 79.0% 1 29 3 2 57.4% 0.71 0.0346 -0.11 0.06 5.60/7.90 13.78 75.00 1.95 1.15/3.80 0.06 -0.11 0.0323 -0.30 62.6% 1 1 50 — 59.2% 0.52 0.0392 -0.12 0.07 3.40/4.80 6.00 80.00 4.75 4.40/5.10 0.07 -0.12 0.0370 -0.48 62.7% 9 5 5 2 68.5% 0.36 0.0318 -0.13 0.06 1.85/3.90 4.38 85.00 5.00 7.20/9.50 0.06 -0.13 0.0314 -0.64 69.7% 7 8 9 5 74.1% 0.25 0.0250 -0.12 0.05 0.60/3.30 3.50 90.00 8.90 11.00/13.30 0.05 -0.10 0.0254 -0.76 70.7% 1 14 4 6 79.0% 0.17 0.0189 -0.10 0.04 0.00/2.70 2.10 95.00 11.58 15.20/17.40 0.04 -0.07 0.0184 -0.86 69.2% 6 5 1 2 72.8% 0.09 0.0127 -0.06 0.03 0.00/1.15 1.41 100.00 14.00 19.60/22.10 0.02 -0.04 0.0118 -0.93 68.8% 1 121 2 — 76.2% 0.06 0.0086 -0.04 0.02 0.00/0.75 2.10 105.00 — — — — — — — — — 2 1 85.8% 0.05 0.0070 -0.05 0.02 0.00/0.75 0.85 110.00 — — — — — — — — — 2 — 94.7% 0.05 0.0059 -0.05 0.02 0.00/0.75 1.10 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 60.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $56 $68 $80 $92 $103 spot $79.61 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).