IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d 3/19199d 4/16227d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 80.00 2.05 0.00/4.90 0.05 -0.18 0.0070 -0.12 128.9% — 1 — — — — — — — — — 85.00 3.00 0.00/4.90 0.05 -0.17 0.0091 -0.15 109.2% — 1 — — — — — — — — — 90.00 1.70 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 2 1 2 0.0% 1.00 — -0.01 — 0.00/0.00 14.18 95.00 2.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 1 9 4 0.0% 1.00 — -0.01 — 0.00/0.00 12.90 100.00 1.80 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 1 1 3 0.0% 1.00 — -0.01 — 0.00/0.00 8.40 105.00 4.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 128 132 5 5 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 6.66 110.00 — — — — — — — — — 21 4 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.68 115.00 — — — — — — — — — 7 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.60 120.00 — — — — — — — — — 7 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.00 125.00 — — — — — — — — — 9 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.95 130.00 — — — — — — — — — 1 — 87.8% 0.09 0.0078 -0.09 0.04 0.00/1.80 2.10 140.00 — — — — — — — — — 1 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.65 145.00 — — — — — — — — — 1 — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.90 150.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $74 $90 $106 $122 $138 spot $105.84 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).