IV Skew
1.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d 12/15838d
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 93.8% 0.97 0.0049 -0.04 0.01 20.30/24.40 26.78 50.00 0.45 0.00/1.00 0.02 -0.05 0.0061 -0.05 108.1% — 20 — — — — — — — — — 55.00 0.25 0.00/0.05 0.01 -0.01 0.0035 -0.01 54.7% 2 75 4 — 53.4% 0.94 0.0129 -0.03 0.02 10.30/14.40 16.07 60.00 0.19 0.00/0.60 0.02 -0.03 0.0135 -0.06 55.3% 100 147 — — — — — — — — — 65.00 0.70 0.15/1.15 0.04 -0.07 0.0289 -0.19 57.1% 9 138 14 1 50.5% 0.63 0.0454 -0.09 0.06 3.60/5.40 9.90 70.00 1.75 0.95/2.55 0.06 -0.08 0.0436 -0.37 52.7% 208 500 150 207 51.2% 0.40 0.0458 -0.09 0.06 1.50/3.00 1.75 75.00 6.40 3.80/5.20 0.06 -0.08 0.0453 -0.60 51.8% 37 115 1.4k 383 54.9% 0.23 0.0334 -0.07 0.05 0.60/1.15 0.70 80.00 8.00 7.30/9.70 0.06 -0.09 0.0305 -0.72 66.7% 3 1.5k 1.2k 150 52.4% 0.10 0.0199 -0.04 0.03 0.05/0.75 0.35 85.00 11.10 11.70/15.10 0.03 -0.04 0.0208 -0.89 55.4% 2 9 578 33 66.2% 0.08 0.0142 -0.04 0.03 0.10/0.75 0.17 90.00 15.50 16.80/19.00 0.04 -0.08 0.0167 -0.85 85.6% — 192 606 20 75.7% 0.07 0.0104 -0.04 0.02 0.05/0.70 0.90 95.00 — — — — — — — — — 873 2 61.7% 0.01 0.0032 -0.01 0.01 0.00/0.10 0.10 100.00 — — — — — — — — — 161 2 117.1% 0.10 0.0093 -0.09 0.03 0.00/1.85 0.20 105.00 — — — — — — — — — 169 115 128.9% 0.10 0.0083 -0.10 0.03 0.00/1.95 0.11 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 51.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $50 $61 $72 $83 $94 spot $72.09 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).