IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 6/17290d 9/17382d 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 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 25.60 23.00 — — — — — — — — — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 17.90 30.00 — — — — — — — — — 7 5 181.3% 0.85 0.0128 -0.12 0.02 13.00/16.60 11.10 33.00 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1.1k — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 15.86 35.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 8 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 10.40 38.00 0.60 0.00/0.05 0.01 -0.01 0.0121 -0.02 44.1% 1 16 — 10 0.0% 1.00 — -0.00 — 0.00/0.00 7.97 40.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 41.00 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 60 — 51 27 123.4% 0.68 0.0284 -0.13 0.04 6.00/8.20 6.00 42.00 0.20 0.00/0.00 0.00 -0.00 0.0015 -0.00 12.5% 10 — — — — — — — — — — 44.00 0.25 0.00/0.00 0.00 -0.00 0.0040 -0.00 6.3% 6 — — 6 0.0% 1.00 — -0.01 — 0.00/0.00 1.33 45.00 0.40 0.00/0.00 0.00 -0.00 0.0099 -0.00 3.1% 2 — — 10 0.4% 0.33 9.0300 -0.00 0.04 0.00/0.00 1.02 46.00 0.70 0.00/0.00 — 0.01 — -1.00 0.0% 10 — — 29 3.1% 0.00 0.0087 -0.00 0.00 0.00/0.00 0.35 47.00 1.35 0.00/0.00 — 0.01 — -1.00 0.0% 4 — — 5 6.3% 0.00 0.0053 -0.00 0.00 0.00/0.00 0.35 48.00 1.43 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.09 49.00 1.40 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 12.5% 0.00 0.0034 -0.00 0.00 0.00/0.00 0.05 50.00 2.00 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 5 25.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.03 55.00 — — — — — — — — — 90 1 115.3% 0.18 0.0224 -0.09 0.03 0.00/2.20 0.09 60.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 65.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $32 $39 $46 $53 $60 spot $45.88 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).