IV Skew
17.9%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 50.00 0.15 0.00/0.95 0.02 -0.05 0.0068 -0.05 100.4% 15 15 — — — — — — — — — 55.00 0.35 0.00/1.15 0.02 -0.05 0.0113 -0.08 81.2% 10 10 — — — — — — — — — 60.00 0.35 0.00/2.20 0.04 -0.07 0.0205 -0.15 72.7% 1 11 — — — — — — — — — 65.00 1.15 0.00/1.80 0.05 -0.08 0.0350 -0.26 59.9% 1 13 2 1 58.6% 0.53 0.0437 -0.10 0.06 0.95/3.80 2.92 70.00 2.20 0.85/3.80 0.06 -0.09 0.0443 -0.47 57.8% 20 74 84 1 42.0% 0.25 0.0486 -0.06 0.05 0.00/1.00 1.00 75.00 6.84 3.60/7.70 0.06 -0.11 0.0343 -0.64 70.4% 13 42 42 2 57.7% 0.17 0.0279 -0.06 0.04 0.00/1.70 0.50 80.00 10.84 8.70/12.10 0.05 -0.11 0.0256 -0.74 82.0% 3 15 55 1 55.8% 0.07 0.0151 -0.03 0.02 0.05/0.55 0.09 85.00 6.70 13.30/16.80 0.04 -0.11 0.0195 -0.79 94.1% — — 8 1 75.2% 0.08 0.0126 -0.05 0.02 0.00/0.95 0.50 90.00 — — — — — — — — — 2 1 90.6% 0.08 0.0105 -0.06 0.02 0.00/1.15 1.30 95.00 — — — — — — — — — 1 1 115.4% 0.10 0.0101 -0.09 0.03 0.00/1.95 0.10 100.00 — — — — — — — — — 2 1 123.8% 0.09 0.0085 -0.09 0.03 0.00/1.80 0.70 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 58.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $49 $59 $70 $80 $91 spot $69.95 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).