IV Skew
0.0%
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 — 42 0.0% 1.00 — -0.00 — 0.00/0.00 48.97 35.00 — — — — — — — — — — — — — — — — — — 45.00 0.55 0.10/0.55 0.01 -0.04 0.0020 -0.02 151.3% 3 101 — — — — — — — — — 50.00 0.60 0.00/2.40 0.02 -0.11 0.0040 -0.07 172.9% 3 1 — 15 0.0% 1.00 — -0.01 — 0.00/0.00 29.30 55.00 2.95 0.00/3.10 0.03 -0.13 0.0056 -0.09 158.1% — 1 — 20 0.0% 1.00 — -0.01 — 0.00/0.00 24.20 60.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 9.00 65.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 5 — 68.6% 0.88 0.0156 -0.08 0.04 12.10/15.10 6.80 70.00 2.35 0.00/0.95 0.03 -0.04 0.0143 -0.08 57.3% 1 1 — 3 0.0% 1.00 — -0.01 — 0.00/0.00 10.50 75.00 2.25 0.00/2.20 0.05 -0.07 0.0271 -0.18 52.6% 1 1 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 5.70 80.00 1.31 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 2 — — 2 3.1% 0.00 0.0012 -0.00 0.00 0.00/0.00 2.00 85.00 5.40 0.00/0.00 — 0.01 — -1.00 0.0% — — — 6 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.58 90.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.00 95.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $58 $70 $83 $95 $108 spot $82.73 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).