IV Skew
6.4%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 65.00 0.05 0.00/1.00 0.02 -0.05 0.0027 -0.03 115.4% 3 424 10 — 92.5% 0.97 0.0031 -0.05 0.02 30.10/34.00 55.00 70.00 0.14 0.00/2.15 0.03 -0.09 0.0046 -0.06 119.1% 1 141 — — — — — — — — — 75.00 0.50 0.00/1.30 0.03 -0.06 0.0053 -0.05 89.3% 4 2.2k 3 — 78.3% 0.93 0.0077 -0.08 0.03 20.50/24.50 16.20 80.00 0.64 0.05/1.15 0.03 -0.05 0.0072 -0.06 72.5% 1 83 12 — 73.2% 0.88 0.0118 -0.10 0.05 16.00/20.00 27.86 85.00 1.12 0.25/1.85 0.04 -0.08 0.0116 -0.11 68.2% 1 187 4 10 65.9% 0.82 0.0173 -0.12 0.06 11.90/15.30 15.60 90.00 2.03 1.50/2.60 0.06 -0.11 0.0172 -0.19 68.1% 17 578 27 1 67.0% 0.70 0.0222 -0.15 0.08 8.80/11.60 21.12 95.00 3.30 2.25/4.80 0.08 -0.14 0.0222 -0.30 67.2% 4 306 217 9 58.7% 0.58 0.0286 -0.15 0.09 5.50/7.60 8.00 100.00 5.51 5.20/5.70 0.09 -0.15 0.0259 -0.42 64.9% 4 130 139 1 60.8% 0.44 0.0280 -0.15 0.09 3.60/5.40 7.90 105.00 5.70 7.30/8.50 0.09 -0.14 0.0276 -0.56 61.8% 2 98 269 5 60.6% 0.31 0.0253 -0.14 0.08 2.00/3.70 4.10 110.00 10.50 9.60/13.70 0.08 -0.14 0.0237 -0.67 66.2% 18 186 82 32 69.0% 0.25 0.0197 -0.14 0.07 1.65/3.10 3.00 115.00 12.00 14.10/17.40 0.07 -0.12 0.0196 -0.75 69.9% 1 430 109 20 69.1% 0.17 0.0158 -0.11 0.06 0.55/2.50 1.73 120.00 18.90 17.70/21.60 0.06 -0.08 0.0157 -0.84 66.2% 5 308 68 4 72.5% 0.12 0.0122 -0.09 0.05 0.55/1.70 1.05 125.00 23.30 22.20/26.10 0.04 -0.06 0.0116 -0.90 66.9% 6 173 834 4 78.5% 0.10 0.0098 -0.09 0.04 0.45/1.50 0.78 130.00 18.50 26.90/30.80 0.03 -0.04 0.0084 -0.93 68.1% 1 136 909 1 81.5% 0.08 0.0077 -0.07 0.03 0.30/1.20 1.60 135.00 10.66 31.70/35.60 0.02 -0.02 0.0058 -0.96 69.0% 50 100 112 3 81.6% 0.05 0.0058 -0.05 0.03 0.00/1.00 1.15 140.00 22.10 36.50/40.40 0.01 -0.00 0.0032 -0.98 65.6% 50 86
Greeks Profile 2026-09-18 · 19d · σ = 61.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $71 $86 $102 $117 $132 spot $101.69 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).