IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 52.50 1.00 0.00/0.75 0.02 -0.04 0.0143 -0.07 67.1% 1 4 — 3 0.0% 1.00 — -0.01 — 0.00/0.00 9.62 55.00 0.85 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 57.50 0.46 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — 1 — 80.7% 0.69 0.0305 -0.12 0.05 3.00/7.10 1.65 60.00 1.18 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — 1 1 67.1% 0.61 0.0398 -0.11 0.05 1.30/4.90 1.45 62.50 — — — — — — — — — — 29 1.6% 0.02 0.2486 -0.00 0.01 0.00/0.00 1.75 65.00 — — — — — — — — — — — 6.3% 0.00 0.0026 -0.00 0.00 0.00/0.00 0.95 67.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $45 $55 $64 $74 $84 spot $64.41 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).