IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 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 — -0.01 — 0.00/0.00 23.10 65.00 1.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 16.17 70.00 3.60 0.00/2.15 0.03 -0.10 0.0042 -0.06 130.4% 1 1 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 30.00 75.00 7.70 0.00/0.75 0.02 -0.04 0.0040 -0.04 87.5% — 4 — 4 0.0% 1.00 — -0.01 — 0.00/0.00 27.35 80.00 15.19 17.20/20.30 0.07 -0.70 0.0037 -0.23 360.4% 4 2 — 2 0.0% 1.00 — -0.01 — 0.00/0.00 8.20 85.00 0.30 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 19.50 90.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 13.00 95.00 0.60 0.00/0.00 0.00 -0.00 0.0005 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 6.58 100.00 1.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 1 — — 1 1.6% 0.01 0.0928 -0.00 0.01 0.00/0.00 6.20 105.00 3.30 0.00/0.00 — 0.01 — -1.00 0.0% 8 — — 2 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.30 110.00 5.60 0.00/0.00 — 0.01 — -1.00 0.0% 3 — — 2 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 1.50 115.00 9.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.45 120.00 16.80 0.00/0.00 — 0.01 — -1.00 0.0% — — — — — — — — — — — 125.00 17.65 0.00/0.00 — 0.02 — -1.00 0.0% 2 —
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 $73 $88 $104 $120 $135 spot $103.96 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).