IV Skew
-15.9%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 362 2 95.2% 0.98 0.0024 -0.04 0.01 33.50/37.70 36.38 70.00 0.10 0.00/2.15 0.03 -0.10 0.0039 -0.06 130.0% 1 372 385 1 74.4% 0.98 0.0025 -0.03 0.01 28.40/32.60 34.10 75.00 0.10 0.00/2.15 0.03 -0.10 0.0051 -0.07 112.3% 1 212 480 2 68.1% 0.97 0.0043 -0.04 0.02 23.50/27.70 26.81 80.00 0.75 0.00/2.15 0.04 -0.09 0.0067 -0.08 95.5% 10 37 125 3 57.5% 0.96 0.0066 -0.04 0.02 18.60/22.70 21.75 85.00 0.53 0.00/2.15 0.04 -0.09 0.0091 -0.10 79.3% 1 15 344 1 86.4% 0.82 0.0127 -0.15 0.06 13.70/17.80 16.35 90.00 0.20 0.05/1.80 0.05 -0.07 0.0129 -0.11 60.5% 10 13 402 1 71.7% 0.77 0.0178 -0.15 0.07 8.90/13.10 14.30 95.00 0.35 0.00/1.35 0.06 -0.08 0.0203 -0.17 52.2% 11 374 257 200 57.6% 0.68 0.0257 -0.14 0.09 5.20/8.60 8.00 100.00 1.00 0.00/1.40 0.07 -0.07 0.0361 -0.24 35.8% 2 83 663 6 48.1% 0.54 0.0343 -0.13 0.10 1.90/4.90 3.20 105.00 2.70 2.25/2.80 0.10 -0.07 0.0545 -0.45 30.3% 5 51 1.2k 22 51.7% 0.39 0.0308 -0.13 0.09 0.00/3.20 1.30 110.00 3.94 4.30/7.20 0.09 -0.10 0.0349 -0.64 44.8% 4 8 108 2 47.5% 0.23 0.0267 -0.09 0.07 0.00/1.50 0.20 115.00 9.21 7.70/11.30 0.08 -0.09 0.0263 -0.76 49.5% — 2 39 3 41.4% 0.10 0.0171 -0.05 0.04 0.00/0.45 0.40 120.00 48.28 42.30/46.30 0.09 -0.86 0.0045 -0.40 357.6% 5 — 5 3 59.6% 0.12 0.0140 -0.08 0.05 0.00/1.70 0.34 125.00 18.89 17.70/21.80 0.07 -0.13 0.0146 -0.80 80.7% — 2 — — — — — — — — — 130.00 24.90 22.50/26.60 0.06 -0.13 0.0122 -0.82 88.4% 5 5 — — — — — — — — — 135.00 32.00 27.50/31.80 0.06 -0.15 0.0105 -0.83 101.3% — 1
Greeks Profile 2026-09-18 · 19d · σ = 39.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $74 $90 $105 $121 $137 spot $105.35 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).