IV Skew
4.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 — — 241.0% 0.95 0.0017 -0.16 0.02 53.80/57.30 57.49 50.00 — — — — — — — — — 2 2 89.8% 0.99 0.0007 -0.02 0.00 38.80/42.80 40.56 65.00 — — — — — — — — — — — — — — — — — — 70.00 0.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 75.00 1.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 23.17 80.00 1.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 85.00 0.20 0.00/2.15 0.04 -0.09 0.0089 -0.10 82.3% 3 11 5 — 117.8% 0.78 0.0108 -0.24 0.07 18.90/21.40 24.55 90.00 0.05 0.00/1.00 0.03 -0.05 0.0112 -0.07 53.0% 4 151 20 10 66.6% 0.79 0.0183 -0.13 0.07 10.10/12.90 12.70 95.00 0.24 0.00/0.95 0.05 -0.07 0.0198 -0.14 48.0% 1 66 44 10 37.4% 0.77 0.0345 -0.08 0.07 5.40/7.10 6.50 100.00 0.45 0.15/0.75 0.06 -0.05 0.0379 -0.17 28.9% 5 181 100 13 27.2% 0.57 0.0614 -0.08 0.09 1.75/3.00 2.30 105.00 1.54 0.20/2.85 0.09 -0.08 0.0500 -0.44 33.5% 4 84 620 7 24.4% 0.26 0.0560 -0.05 0.08 0.00/0.85 0.55 110.00 5.60 3.40/6.80 0.09 -0.10 0.0363 -0.63 44.3% 1 274 876 5 23.5% 0.06 0.0222 -0.02 0.03 0.00/0.15 0.10 115.00 10.50 7.50/11.40 0.08 -0.11 0.0255 -0.72 55.8% 1 16 1.3k 1 42.7% 0.10 0.0179 -0.05 0.04 0.00/0.50 0.05 120.00 6.80 12.90/16.30 0.07 -0.12 0.0189 -0.77 68.1% 1 — 3.0k 37 48.1% 0.07 0.0116 -0.04 0.03 0.00/0.35 0.02 125.00 16.50 0.00/0.00 — 0.02 — -1.00 0.0% — — 1.4k 2 72.3% 0.12 0.0116 -0.09 0.05 0.00/1.95 0.37 130.00 — — — — — — — — — 85 7 83.5% 0.11 0.0098 -0.11 0.04 0.00/2.15 0.08 135.00 — — — — — — — — — 16 14 79.4% 0.07 0.0070 -0.07 0.03 0.00/1.15 0.25 140.00 — — — — — — — — — 88 1 58.6% 0.01 0.0019 -0.01 0.01 0.00/0.10 0.10 145.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 30.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $74 $90 $106 $122 $137 spot $105.75 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).