IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 6 0.0% 1.00 — -0.01 — 0.00/0.00 9.38 70.00 0.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 2.5k 5 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.20 75.00 0.47 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 1 30 18 2 1.6% 0.03 0.2265 -0.00 0.01 0.00/0.00 1.65 80.00 1.98 0.00/0.00 — 0.01 — -1.00 0.0% 2 2.5k 6 3 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.28 85.00 5.78 0.00/0.00 — 0.01 — -1.00 0.0% 1 3 2 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 90.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $56 $67 $79 $91 $103 spot $79.29 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).