IV Skew
2.2%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 2/19172d 4/16228d 5/21263d 8/20354d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 1 70.6% 0.95 0.0056 -0.06 0.02 22.90/27.10 26.11 87.50 0.15 0.00/0.90 0.03 -0.05 0.0057 -0.05 71.4% 1 74 59 1 65.7% 0.94 0.0069 -0.06 0.03 20.50/24.60 26.72 90.00 0.50 0.00/0.25 0.01 -0.02 0.0040 -0.02 50.4% 1 392 4 — 63.3% 0.93 0.0088 -0.07 0.03 18.10/22.30 9.32 92.50 0.37 0.00/0.70 0.03 -0.04 0.0075 -0.05 55.0% 1 624 19 2 57.7% 0.91 0.0109 -0.07 0.04 15.70/19.80 17.90 95.00 0.35 0.20/0.70 0.03 -0.04 0.0099 -0.07 51.9% 7 95 2 — 51.9% 0.90 0.0135 -0.07 0.04 13.30/17.30 17.10 97.50 0.63 0.10/0.90 0.05 -0.07 0.0139 -0.11 55.4% 6 83 33 2 51.2% 0.86 0.0175 -0.09 0.06 11.20/15.10 13.90 100.00 0.75 0.50/0.85 0.05 -0.06 0.0173 -0.12 47.2% 29 1.1k 42 4 66.6% 0.70 0.0209 -0.17 0.09 7.30/10.70 9.30 105.00 1.75 1.60/2.00 0.08 -0.10 0.0265 -0.25 47.8% 79 441 359 18 50.5% 0.60 0.0308 -0.14 0.10 5.20/6.20 5.70 110.00 3.35 2.95/3.80 0.10 -0.12 0.0329 -0.40 47.2% 81 265 993 96 46.7% 0.43 0.0338 -0.13 0.10 2.75/3.50 3.20 115.00 5.87 4.60/6.10 0.10 -0.11 0.0362 -0.58 43.4% 5 130 639 56 45.6% 0.27 0.0293 -0.11 0.08 1.60/1.85 1.69 120.00 11.00 7.60/11.30 0.09 -0.15 0.0236 -0.66 62.5% 4 19 629 6 48.2% 0.17 0.0213 -0.09 0.06 0.30/1.10 0.90 125.00 13.50 11.60/15.60 0.08 -0.14 0.0192 -0.73 68.8% — 1 64 1 56.3% 0.13 0.0154 -0.09 0.05 0.05/0.95 0.59 130.00 17.80 16.00/20.20 0.07 -0.14 0.0155 -0.78 76.0% 1 2 54 3 49.9% 0.05 0.0089 -0.04 0.03 0.15/0.30 0.29 135.00 22.16 21.10/25.00 0.07 -0.14 0.0128 -0.81 84.0% 2 2 15 22 55.5% 0.04 0.0065 -0.03 0.02 0.00/0.25 0.15 140.00 28.00 25.80/29.90 0.06 -0.14 0.0108 -0.83 92.4% 3 2 10 — 58.6% 0.03 0.0045 -0.03 0.02 0.00/0.35 0.40 145.00 — — — — — — — — — 13 3 78.4% 0.06 0.0059 -0.06 0.03 0.00/1.00 0.08 150.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 48.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $78 $95 $112 $129 $146 spot $112.07 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).