IV Skew
-4.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 10 0.0% 1.00 — -0.01 — 0.00/0.00 26.09 50.00 — — — — — — — — — — — — — — — — — — 60.00 0.53 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — — — — — — — — — 65.00 0.95 0.00/0.00 0.00 -0.00 0.0007 -0.00 12.5% 3 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 3.69 70.00 2.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 1 — — 2 6.3% 0.00 0.0006 -0.00 0.00 0.00/0.00 1.55 75.00 4.30 0.00/0.00 — 0.01 — -1.00 0.0% 11 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 80.00 6.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 210 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 85.00 — — — — — — — — — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 90.00 — — — — — — — — — — 6 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.19 95.00 — — — — — — — — — — 1 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.04 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $50 $60 $71 $82 $93 spot $71.17 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).