IV Skew
-9.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 6/17290d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 124.9% 0.96 0.0047 -0.05 0.01 23.50/26.70 25.10 45.00 — — — — — — — — — — — — — — — — — — 50.00 0.05 0.00/0.10 0.00 -0.01 0.0027 -0.01 67.6% 5 15 — — — — — — — — — 55.00 0.84 0.00/0.50 0.02 -0.03 0.0094 -0.05 67.1% 31 35 1 — 72.9% 0.85 0.0211 -0.08 0.04 8.80/12.70 13.85 60.00 0.50 0.10/1.05 0.03 -0.05 0.0207 -0.11 58.7% 1 145 7 6 62.4% 0.72 0.0348 -0.10 0.05 5.20/8.00 18.40 65.00 1.75 0.10/2.30 0.05 -0.10 0.0322 -0.29 69.1% 1 234 11 2 76.6% 0.53 0.0336 -0.13 0.06 3.20/6.20 4.75 70.00 4.00 3.20/4.30 0.06 -0.09 0.0457 -0.48 56.4% 1 1.5k 169 1 78.9% 0.37 0.0310 -0.13 0.06 1.60/4.30 3.21 75.00 5.50 5.80/9.20 0.06 -0.10 0.0360 -0.66 65.7% 1 45 296 3 66.2% 0.20 0.0271 -0.08 0.04 0.20/2.00 1.43 80.00 15.00 9.50/13.00 0.04 -0.06 0.0273 -0.82 62.1% — 13 10 1 80.5% 0.16 0.0192 -0.08 0.04 0.00/2.00 0.73 85.00 6.30 13.70/17.40 0.02 -0.02 0.0139 -0.94 54.4% — 7 13 1 79.1% 0.09 0.0130 -0.05 0.02 0.00/1.00 0.55 90.00 9.98 18.40/22.10 0.04 -0.12 0.0154 -0.81 114.3% — 1 11 2 94.9% 0.09 0.0108 -0.07 0.02 0.10/1.10 1.43 95.00 — — — — — — — — — 2 2 98.4% 0.06 0.0081 -0.05 0.02 0.00/0.85 1.38 100.00 30.30 28.50/32.00 0.04 -0.13 0.0112 -0.84 139.2% — 1 1 1 125.0% 0.07 0.0067 -0.07 0.02 0.00/1.15 1.75 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 66.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $49 $59 $70 $80 $91 spot $69.67 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).