IV Skew
7.4%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 128.1% 0.99 0.0015 -0.03 0.01 33.70/37.90 38.80 45.00 — — — — — — — — — — — — — — — — — — 60.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 115 — — — — — — — — — — 65.00 0.20 0.00/0.20 0.01 -0.01 0.0060 -0.02 50.6% 1 700 — — 0.0% 1.00 — -0.01 — 0.00/0.00 14.15 70.00 — — — — — — — — — — 20 70.2% 0.78 0.0235 -0.11 0.05 7.50/10.00 11.53 72.50 1.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 1 — — — — — — — — — — 75.00 0.18 0.15/0.40 0.04 -0.03 0.0381 -0.12 30.1% 5 194 1 10 59.0% 0.65 0.0351 -0.11 0.07 2.50/6.00 6.53 77.50 0.33 0.00/0.95 0.06 -0.05 0.0593 -0.25 30.2% 15 48 41 2 44.7% 0.56 0.0493 -0.09 0.07 0.40/3.60 2.08 80.00 0.97 0.05/2.10 0.07 -0.06 0.0665 -0.43 33.0% 1 91 75 7 22.4% 0.35 0.0922 -0.04 0.07 0.50/0.90 0.82 82.50 1.85 1.05/3.80 0.07 -0.07 0.0583 -0.58 37.4% 2 173 557 1 22.8% 0.17 0.0611 -0.03 0.04 0.10/0.35 0.21 85.00 3.55 3.00/5.80 0.06 -0.07 0.0470 -0.69 41.9% 1 37 1.4k 1 29.2% 0.12 0.0376 -0.03 0.04 0.05/0.30 0.06 87.50 3.50 4.10/8.20 0.06 -0.07 0.0358 -0.74 50.3% — 2 64 2 39.1% 0.12 0.0279 -0.04 0.03 0.00/0.40 0.11 90.00 — — — — — — — — — 37 6 38.8% 0.06 0.0180 -0.02 0.02 0.00/0.20 0.05 92.50 — — — — — — — — — 211 1 44.5% 0.06 0.0143 -0.03 0.02 0.05/0.20 0.06 95.00 — — — — — — — — — 14 15 82.8% 0.14 0.0152 -0.09 0.04 0.00/2.15 0.15 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 38.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $56 $69 $81 $93 $105 spot $80.65 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).