IV Skew
6.0%
25Δ put − call
Expiry 9/1820d 10/1648d 12/18111d 1/15139d 4/16230d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 65.00 0.37 0.00/1.50 0.03 -0.05 0.0174 -0.12 62.5% — 1 — — — — — — — — — 70.00 1.11 0.00/1.95 0.06 -0.09 0.0278 -0.25 63.6% 1 80 1 — 51.7% 0.59 0.0420 -0.09 0.07 3.30/5.70 13.00 75.00 2.51 1.85/4.00 0.07 -0.11 0.0337 -0.41 64.7% 2 29 — — — — — — — — — 80.00 5.20 3.90/6.10 0.07 -0.09 0.0395 -0.61 54.4% 1 2 1 — 58.7% 0.25 0.0300 -0.08 0.06 0.00/2.95 2.45 85.00 4.50 7.90/10.50 0.06 -0.09 0.0282 -0.72 66.3% — 5 1 — 114.4% 0.11 0.0093 -0.10 0.03 0.00/2.15 1.10 110.00 — — — — — — — — — — — — — — — — — — 115.00 26.00 36.50/40.90 0.01 -0.01 0.0036 -0.98 82.4% — — 1 — 133.0% 0.10 0.0073 -0.10 0.03 0.00/2.15 1.00 120.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 58.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.51 0.79 1.07 $54 $65 $76 $88 $99 spot $76.43 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).