IV Skew
-15.0%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 1/15139d 2/19174d
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 — 63.5% 0.63 0.0378 -0.10 0.06 2.55/5.30 4.70 65.00 — — — — — — — — — 6 4 71.7% 0.45 0.0350 -0.12 0.06 0.25/3.50 2.31 70.00 2.05 2.10/5.20 0.06 -0.08 0.0437 -0.58 56.7% 1 5 4 5 57.6% 0.24 0.0341 -0.07 0.05 0.00/2.45 0.81 75.00 4.90 6.10/9.10 0.05 -0.07 0.0330 -0.74 62.0% — 1 — 1 74.7% 0.19 0.0229 -0.08 0.04 0.00/2.35 1.53 80.00 — — — — — — — — — 2 — 52.9% 0.04 0.0095 -0.02 0.01 0.00/0.25 1.65 85.00 10.70 17.20/18.30 0.01 -0.00 0.0086 -0.97 51.0% 8 8 2 1 97.2% 0.08 0.0099 -0.06 0.02 0.00/1.15 0.28 95.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 60.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $47 $57 $67 $77 $88 spot $67.35 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).