IV Skew
2.1%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 2/19174d 3/19202d 6/17292d +2 more 2027-09-17 (384d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 2 0.0% 1.00 — -0.01 — 11.20/13.40 13.11 72.50 0.05 0.00/2.15 0.04 -0.08 0.0106 -0.11 82.3% 4 16 26 5 83.6% 0.85 0.0130 -0.11 0.05 13.80/16.80 17.98 75.00 0.10 0.00/0.85 0.03 -0.04 0.0110 -0.07 55.9% 8 218 29 3 71.8% 0.84 0.0159 -0.10 0.05 11.20/14.20 8.07 77.50 0.10 0.00/2.20 0.05 -0.07 0.0160 -0.14 64.2% 71 387 66 1 48.9% 0.87 0.0204 -0.06 0.04 9.80/11.00 12.65 80.00 0.21 0.00/0.65 0.04 -0.05 0.0202 -0.12 45.9% 2 291 160 4 47.1% 0.81 0.0270 -0.07 0.06 7.20/8.90 7.95 82.50 0.23 0.00/2.35 0.07 -0.11 0.0231 -0.25 64.8% 1 483 123 1 37.4% 0.77 0.0381 -0.07 0.06 4.90/6.40 6.90 85.00 0.52 0.25/0.65 0.05 -0.04 0.0417 -0.17 28.8% 1 97 317 1 38.5% 0.66 0.0451 -0.08 0.08 2.55/4.80 4.30 87.50 0.90 0.70/1.15 0.07 -0.04 0.0609 -0.29 26.5% 1 169 935 3 28.9% 0.54 0.0649 -0.07 0.08 1.85/2.60 2.60 90.00 1.90 1.45/2.20 0.08 -0.05 0.0703 -0.46 26.7% 1 220 1.8k 224 37.4% 0.42 0.0494 -0.08 0.08 0.50/2.25 1.40 92.50 3.80 2.40/4.00 0.08 -0.06 0.0588 -0.61 30.9% 2 189 672 3 26.7% 0.22 0.0532 -0.04 0.06 0.30/0.70 0.50 95.00 3.60 4.60/5.70 0.07 -0.04 0.0506 -0.75 29.8% 34 49 947 1 29.3% 0.14 0.0367 -0.04 0.05 0.00/0.45 0.21 97.50 — — — — — — — — — 2.3k 10 30.5% 0.08 0.0241 -0.03 0.03 0.00/0.25 0.10 100.00 — — — — — — — — — 327 10 54.1% 0.13 0.0187 -0.06 0.05 0.00/0.75 0.15 105.00 — — — — — — — — — 340 3 68.5% 0.13 0.0144 -0.08 0.04 0.00/1.80 0.06 110.00 — — — — — — — — — 155 1 70.3% 0.08 0.0104 -0.06 0.03 0.00/1.15 0.05 115.00 — — — — — — — — — 18 1 82.2% 0.08 0.0089 -0.07 0.03 0.00/1.35 0.25 120.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 27.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $63 $77 $90 $104 $117 spot $90.21 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).