IV Skew
5.6%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 8 6 0.0% 1.00 — -0.01 — 48.60/53.50 48.00 55.00 — — — — — — — — — — — — — — — — — — 70.00 1.00 0.00/2.20 0.03 -0.11 0.0034 -0.06 141.6% 1 3 — — — — — — — — — 75.00 1.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 2 2 299.0% 0.79 0.0040 -0.59 0.07 39.60/44.50 23.30 80.00 1.32 0.00/0.95 0.02 -0.05 0.0044 -0.04 86.8% 1 31 — — — — — — — — — 85.00 0.33 0.00/0.65 0.02 -0.04 0.0053 -0.04 66.9% 1 35 5 1 103.0% 0.83 0.0101 -0.18 0.06 19.30/23.90 27.20 90.00 0.43 0.00/0.60 0.02 -0.03 0.0074 -0.05 53.1% 1 10 1 — 99.6% 0.77 0.0126 -0.21 0.07 15.50/20.00 23.40 95.00 1.50 0.00/2.65 0.05 -0.09 0.0149 -0.14 62.7% 1 846 — — — — — — — — — 100.00 2.37 0.00/3.10 0.08 -0.15 0.0193 -0.26 69.6% 1 862 400 400 57.2% 0.64 0.0270 -0.15 0.09 4.80/7.70 6.10 105.00 2.00 0.60/3.70 0.09 -0.13 0.0277 -0.36 55.7% 10 13 10 3 54.8% 0.50 0.0301 -0.15 0.10 2.25/4.90 2.85 110.00 8.00 2.75/5.80 0.10 -0.13 0.0315 -0.50 52.3% 1 1 460 7 50.0% 0.34 0.0302 -0.13 0.09 0.20/2.60 2.20 115.00 7.60 5.80/8.50 0.09 -0.10 0.0315 -0.67 47.4% 2 4 399 2 51.8% 0.22 0.0237 -0.11 0.07 0.00/1.55 0.73 120.00 — — — — — — — — — 170 2 48.4% 0.11 0.0164 -0.06 0.05 0.10/0.65 0.38 125.00 — — — — — — — — — 10 1 56.7% 0.09 0.0120 -0.06 0.04 0.00/0.60 1.54 130.00 24.70 23.50/28.30 0.08 -0.26 0.0122 -0.71 116.7% — 1 — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 135.00 — — — — — — — — — 5 1 66.4% 0.05 0.0067 -0.05 0.03 0.00/0.75 1.15 140.00 — — — — — — — — — 2 1 77.1% 0.06 0.0062 -0.06 0.03 0.00/0.95 0.90 145.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 53.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $76 $93 $109 $125 $142 spot $108.86 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).