IV Skew
-13.9%
25Δ put − call
Expiry 9/1819d 10/1647d 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 1 2 384.4% 0.86 0.0029 -0.45 0.04 45.20/49.00 20.50 50.00 0.10 0.00/2.15 0.02 -0.10 0.0031 -0.05 177.1% 10 50 — 1 0.0% 1.00 — -0.01 — 19.60/22.50 11.72 55.00 1.35 0.00/1.95 0.02 -0.09 0.0039 -0.06 148.5% 1 5 25 2 158.8% 0.89 0.0058 -0.16 0.04 28.10/32.10 33.60 60.00 0.50 0.00/0.55 0.01 -0.03 0.0035 -0.03 94.7% 11 18 3 2 304.5% 0.78 0.0048 -0.48 0.06 32.50/36.70 50.60 65.00 2.56 0.00/2.30 0.03 -0.09 0.0074 -0.09 110.3% 2 28 28 1 121.6% 0.83 0.0102 -0.17 0.05 18.70/22.60 36.70 70.00 2.40 0.00/2.50 0.04 -0.09 0.0104 -0.11 92.1% 3 9 42 1 67.6% 0.87 0.0155 -0.08 0.04 12.20/15.90 12.30 75.00 1.20 0.00/2.90 0.05 -0.09 0.0155 -0.15 76.0% 1 25 4 1 56.0% 0.80 0.0252 -0.09 0.06 8.30/10.70 13.50 80.00 1.75 0.40/4.00 0.06 -0.11 0.0229 -0.24 67.2% 3 204 25 1 62.1% 0.63 0.0303 -0.13 0.08 4.60/8.70 11.15 85.00 3.70 2.05/4.10 0.08 -0.10 0.0341 -0.36 54.7% 1 88 75 1 68.6% 0.48 0.0289 -0.15 0.08 3.50/6.00 3.90 90.00 5.00 4.90/7.40 0.08 -0.12 0.0323 -0.53 61.3% 2 85 54 38 62.2% 0.33 0.0289 -0.12 0.07 1.65/3.40 2.10 95.00 9.90 8.60/10.60 0.07 -0.11 0.0285 -0.67 63.2% 1 9 192 837 54.6% 0.17 0.0233 -0.08 0.05 0.40/1.60 1.00 100.00 11.40 11.10/14.30 0.07 -0.12 0.0214 -0.74 75.9% 1 130 47 15 53.3% 0.09 0.0145 -0.04 0.03 0.00/0.85 0.65 105.00 15.50 14.80/18.60 0.05 -0.10 0.0171 -0.81 78.9% 2 14 56 13 58.9% 0.06 0.0097 -0.04 0.02 0.00/0.60 0.87 110.00 11.20 20.20/24.10 0.02 -0.01 0.0074 -0.97 51.6% 2 32 227 2 93.5% 0.13 0.0111 -0.10 0.04 0.00/2.35 1.00 115.00 — — — — — — — — — 47 33 95.8% 0.10 0.0089 -0.09 0.03 0.00/1.75 0.30 120.00 20.35 30.20/34.00 0.01 -0.00 0.0038 -0.98 63.3% 1 6 67 3 110.8% 0.11 0.0082 -0.11 0.04 0.00/2.20 0.31 125.00 27.30 0.00/0.00 — 0.02 — -1.00 0.0% — — — — — — — — — — — 130.00 46.00 40.20/44.00 0.01 -0.00 0.0027 -0.98 76.8% 2 3
Greeks Profile 2026-09-18 · 19d · σ = 64.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $62 $75 $88 $101 $114 spot $88.00 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).