IV Skew
7.8%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 60.00 0.49 0.00/0.65 0.02 -0.03 0.0160 -0.07 53.8% 2 2 4 1 51.1% 0.80 0.0350 -0.07 0.04 5.50/6.90 6.40 65.00 0.14 0.05/0.20 0.02 -0.02 0.0325 -0.08 28.8% 8 33 1.4k 8 24.1% 0.61 0.1010 -0.05 0.06 1.50/2.00 1.65 70.00 1.05 0.80/1.10 0.06 -0.04 0.1047 -0.38 23.1% 5 112 789 39 21.0% 0.12 0.0621 -0.02 0.03 0.10/0.20 0.15 75.00 4.37 3.00/4.80 0.05 -0.03 0.0607 -0.77 31.6% 1 13 214 5 31.4% 0.05 0.0198 -0.01 0.02 0.00/0.10 0.05 80.00 6.46 8.00/10.70 0.05 -0.09 0.0286 -0.76 69.9% — — 4 — 38.9% 0.02 0.0081 -0.01 0.01 0.00/0.05 0.27 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 23.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $50 $60 $71 $81 $92 spot $70.84 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).