IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 40.90 35.00 0.35 0.00/0.70 0.01 -0.05 0.0018 -0.02 185.4% — 1 — — 0.0% 1.00 — -0.00 — 0.00/0.00 36.07 40.00 0.45 0.00/0.75 0.01 -0.05 0.0026 -0.03 157.6% 4 7 — — — — — — — — — 45.00 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 12 — — — — — — — — — — 50.00 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 1 — — — — — — — — — — 55.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 10 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 12.61 60.00 0.28 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 5 — — 5 0.0% 1.00 — -0.01 — 0.00/0.00 7.10 65.00 0.26 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 15 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 3.18 70.00 1.16 0.00/0.00 0.00 -0.00 0.0022 -0.00 6.3% 3 — — 635 3.1% 0.00 0.0017 -0.00 0.00 0.00/0.00 1.10 75.00 3.80 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 802 12.5% 0.00 0.0012 -0.00 0.00 0.00/0.00 0.26 80.00 8.40 0.00/0.00 — 0.01 — -1.00 0.0% 3 — — 718 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.04 85.00 12.30 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.05 90.00 17.90 18.50/20.60 0.05 -0.16 0.0169 -0.75 115.4% 1 3 — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 95.00 — — — — — — — — — — 4 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 100.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.57 105.00 — — — — — — — — — — — 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.60 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $51 $62 $73 $84 $95 spot $73.03 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).