IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 1 — 0.0% 1.00 — -0.00 — 23.50/27.20 23.64 30.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 35.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — 5 — 155.4% 0.91 0.0079 -0.10 0.02 18.90/22.70 22.37 40.00 0.80 0.00/3.40 0.03 -0.13 0.0081 -0.11 178.9% 1 2 — 5 0.0% 1.00 — -0.01 — 0.00/0.00 15.24 45.00 0.08 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 6 57 12 13 0.0% 1.00 — -0.01 — 0.00/0.00 11.90 50.00 0.25 0.00/0.00 0.00 -0.00 0.0006 -0.00 25.0% 2 1.5k 14 2 0.0% 1.00 — -0.01 — 0.00/0.00 7.05 55.00 0.30 0.00/0.00 0.00 -0.00 0.0024 -0.00 12.5% 1 686 280 133 0.8% 0.04 0.9015 -0.00 0.01 0.00/0.00 1.30 60.00 1.60 0.00/0.00 — 0.01 — -1.00 0.0% 7 29 709 1 12.5% 0.00 0.0029 -0.00 0.00 0.00/0.00 0.25 65.00 4.41 0.00/0.00 — 0.01 — -1.00 0.0% 1 4 16 1 73.1% 0.19 0.0278 -0.07 0.04 0.35/1.60 1.05 70.00 12.00 0.00/0.00 — 0.01 — -1.00 0.0% — — 11 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 75.00 22.24 18.80/22.00 0.05 -0.25 0.0154 -0.64 183.3% — — 35 15 111.2% 0.15 0.0155 -0.09 0.03 0.00/2.15 0.25 80.00 20.70 0.00/0.00 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $42 $51 $60 $69 $78 spot $59.69 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).