IV Skew
2.4%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 1/21508d
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 1 64.1% 0.96 0.0079 -0.03 0.01 14.40/16.30 15.80 55.00 0.16 0.00/0.30 0.01 -0.02 0.0074 -0.03 61.9% 21 11k 3 2 53.7% 0.92 0.0181 -0.04 0.02 9.30/11.80 14.25 60.00 0.47 0.10/0.60 0.02 -0.03 0.0178 -0.08 52.5% 4.9k 581 94 129 74.2% 0.71 0.0295 -0.11 0.05 5.00/7.60 8.10 65.00 1.17 1.00/1.20 0.05 -0.06 0.0379 -0.23 50.9% 662 8.0k 260 10 67.6% 0.64 0.0356 -0.11 0.06 3.10/5.70 4.60 67.50 1.85 1.40/2.25 0.06 -0.08 0.0433 -0.35 54.6% 258 8.5k 2.1k 1.5k 53.6% 0.54 0.0476 -0.10 0.06 2.35/3.50 3.47 70.00 3.00 2.45/3.30 0.06 -0.09 0.0480 -0.46 53.1% 1.5k 4.0k 4.6k 64 52.2% 0.42 0.0480 -0.09 0.06 1.65/2.35 2.35 72.50 3.90 3.70/5.70 0.06 -0.08 0.0477 -0.58 52.5% 21 2.0k 3.9k 1.2k 52.1% 0.31 0.0434 -0.08 0.05 0.75/1.55 1.35 75.00 4.69 5.00/7.50 0.06 -0.11 0.0341 -0.63 71.2% 52 604 4.4k 1.2k 51.3% 0.21 0.0364 -0.07 0.05 0.30/1.60 0.74 77.50 5.30 7.00/9.70 0.05 -0.06 0.0361 -0.78 52.8% 1 804 4.0k 629 51.9% 0.14 0.0281 -0.05 0.04 0.20/0.60 0.50 80.00 6.40 9.20/11.50 0.05 -0.10 0.0268 -0.75 75.8% 6 91 590 19 51.8% 0.09 0.0204 -0.04 0.03 0.10/0.60 0.42 82.50 4.10 11.60/14.10 0.03 -0.04 0.0220 -0.88 57.5% 2 5 1.1k 7 53.0% 0.06 0.0145 -0.03 0.02 0.05/0.40 0.17 85.00 10.20 13.90/15.90 0.04 -0.08 0.0198 -0.84 80.2% 4 5 739 4 56.3% 0.05 0.0110 -0.02 0.01 0.00/0.35 0.22 87.50 — — — — — — — — — 44 6 76.4% 0.09 0.0131 -0.05 0.02 0.00/0.95 0.15 90.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 53.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $49 $60 $70 $81 $91 spot $70.17 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).