IV Skew
-5.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 2 0.0% 1.00 — -0.01 — 0.00/0.00 67.92 65.00 0.34 0.00/1.15 0.02 -0.06 0.0022 -0.03 131.4% 1 3 — 10 0.0% 1.00 — -0.01 — 0.00/0.00 71.00 75.00 — — — — — — — — — — — — — — — — — — 80.00 0.18 0.00/1.05 0.02 -0.05 0.0045 -0.04 83.7% 3 3 1 1 895.2% 0.87 0.0009 -1.21 0.05 79.30/83.50 81.45 85.00 0.30 0.00/0.50 0.02 -0.03 0.0047 -0.03 59.8% 1 21 — — — — — — — — — 90.00 0.10 0.00/0.85 0.03 -0.04 0.0083 -0.06 54.0% 5 — — — — — — — — — — 95.00 0.29 0.00/0.90 0.05 -0.06 0.0151 -0.11 51.4% 1 6 16 1 62.9% 0.74 0.0207 -0.14 0.08 8.00/11.40 15.70 100.00 0.65 0.25/0.90 0.06 -0.05 0.0255 -0.15 37.0% 22 12 8 2 55.8% 0.63 0.0273 -0.14 0.09 5.10/7.60 5.70 105.00 1.61 1.50/2.00 0.09 -0.07 0.0421 -0.31 33.9% 4 46 27 8 46.1% 0.48 0.0349 -0.13 0.10 1.35/4.10 2.89 110.00 4.64 3.50/4.60 0.10 -0.09 0.0442 -0.54 36.3% 2 35 83 25 39.1% 0.28 0.0348 -0.09 0.08 1.20/1.70 1.21 115.00 6.40 5.60/8.20 0.08 -0.07 0.0349 -0.72 38.8% 1 33 108 1 45.6% 0.19 0.0237 -0.08 0.07 0.20/1.20 0.70 120.00 11.34 10.60/13.20 0.07 -0.09 0.0230 -0.78 52.0% 4 125 35 2 54.1% 0.14 0.0168 -0.08 0.06 0.00/1.05 0.45 125.00 13.83 14.60/18.20 0.07 -0.10 0.0171 -0.81 63.5% 5 12 62 1 51.8% 0.07 0.0108 -0.05 0.03 0.05/0.90 0.38 130.00 17.40 19.60/23.60 0.07 -0.13 0.0136 -0.81 79.6% 2 30 107 2 71.1% 0.11 0.0103 -0.09 0.05 0.00/1.95 0.23 135.00 12.30 24.60/28.60 0.06 -0.13 0.0114 -0.83 89.5% 1 — 26 1 63.9% 0.05 0.0063 -0.04 0.02 0.00/0.75 0.43 140.00 16.45 29.50/33.60 0.06 -0.14 0.0098 -0.84 98.7% 2 — 15 1 77.0% 0.06 0.0063 -0.06 0.03 0.00/1.15 0.27 145.00 28.10 34.50/38.60 0.06 -0.14 0.0086 -0.85 107.2% 6 —
Greeks Profile 2026-09-18 · 19d · σ = 41.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $76 $92 $108 $125 $141 spot $108.48 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).