IV Skew
-9.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 15.00 1.35 0.10/4.90 0.01 -0.19 0.0013 -0.04 562.6% — 160 — — — — — — — — — 17.50 1.50 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — 1 12 503.6% 0.93 0.0020 -0.23 0.02 39.20/43.30 32.58 20.00 — — — — — — — — — 1 14 401.8% 0.92 0.0029 -0.22 0.02 34.20/37.90 28.25 25.00 — — — — — — — — — 20 14 330.7% 0.90 0.0042 -0.21 0.02 29.20/32.90 23.45 30.00 1.22 0.00/2.40 0.02 -0.11 0.0042 -0.06 237.2% — 1 — — 0.0% 1.00 — -0.00 — 0.00/0.00 4.80 35.00 4.90 5.50/9.70 0.03 -0.35 0.0045 -0.16 415.7% 10 — 6 2 99.7% 0.96 0.0063 -0.03 0.01 16.20/20.00 21.26 40.00 7.10 1.50/6.00 0.03 -0.21 0.0082 -0.17 237.0% 8 9 10 4 84.4% 0.93 0.0129 -0.05 0.02 11.60/15.00 14.90 45.00 0.10 0.00/2.20 0.03 -0.08 0.0144 -0.13 111.5% 5 8 150 4 73.1% 0.84 0.0259 -0.07 0.03 7.10/10.50 12.00 50.00 3.00 0.00/1.80 0.03 -0.06 0.0260 -0.16 71.9% 526 526 61 40 70.0% 0.66 0.0407 -0.10 0.05 4.10/6.30 5.00 55.00 1.19 0.55/1.60 0.05 -0.07 0.0503 -0.31 54.6% 20 12 196 80 64.2% 0.43 0.0477 -0.09 0.05 1.25/3.70 2.85 60.00 3.50 3.50/4.00 0.05 -0.07 0.0578 -0.59 52.2% 25 82 30 34 68.1% 0.25 0.0362 -0.08 0.04 0.35/2.15 1.05 65.00 — — — — — — — — — 23 11 93.5% 0.21 0.0241 -0.10 0.04 0.40/2.35 0.80 70.00 — — — — — — — — — 2 2 83.6% 0.10 0.0161 -0.05 0.02 0.00/1.00 0.75 75.00 — — — — — — — — —
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 $41 $49 $58 $67 $75 spot $57.86 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).