IV Skew
6.1%
25Δ put − call
Expiry 9/1818d 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 1 102.3% 1.00 0.0005 -0.01 0.00 30.70/35.50 44.00 40.00 — — — — — — — — — — 1 52.8% 0.96 0.0099 -0.03 0.01 11.00/15.50 22.38 60.00 — — — — — — — — — 1 1 80.9% 0.77 0.0229 -0.12 0.05 8.20/12.00 15.40 65.00 — — — — — — — — — 5 1 81.8% 0.63 0.0284 -0.14 0.06 2.15/7.00 13.00 70.00 — — — — — — — — — 106 1 63.4% 0.46 0.0386 -0.12 0.06 1.75/5.00 10.00 75.00 2.00 1.00/5.70 0.06 -0.12 0.0353 -0.53 69.5% 1 2 231 7 73.9% 0.32 0.0300 -0.12 0.06 0.00/4.80 1.10 80.00 — — — — — — — — — 44 2 55.0% 0.12 0.0229 -0.05 0.03 0.15/0.55 0.65 85.00 — — — — — — — — — 3 — 122.4% 0.27 0.0166 -0.18 0.05 1.05/4.90 7.00 90.00 — — — — — — — — — 25 — 141.4% 0.20 0.0123 -0.18 0.05 0.00/4.80 5.01 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 66.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $51 $62 $73 $84 $95 spot $73.08 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).