IV Skew
18.3%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 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 6 — 345.1% 0.86 0.0030 -0.45 0.05 45.70/49.80 44.71 55.00 0.70 0.05/1.90 0.02 -0.10 0.0029 -0.05 168.9% 4 4 9 16 307.9% 0.84 0.0037 -0.43 0.05 40.80/44.80 39.80 60.00 — — — — — — — — — 1 2 273.6% 0.82 0.0045 -0.42 0.05 35.80/39.90 34.55 65.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 18 10 63.9% 0.99 0.0025 -0.02 0.01 23.20/26.70 23.41 70.00 0.75 0.00/2.15 0.03 -0.10 0.0066 -0.08 108.9% 20 23 11 10 95.9% 0.89 0.0094 -0.11 0.04 18.50/21.20 18.46 75.00 0.35 0.00/0.95 0.02 -0.05 0.0078 -0.06 72.1% 10 20 27 13 78.7% 0.86 0.0135 -0.11 0.05 13.60/16.30 14.47 80.00 0.45 0.00/2.35 0.04 -0.09 0.0135 -0.13 73.5% 10 30 14 2 0.0% 1.00 — -0.01 — 7.10/9.80 18.15 85.00 0.84 0.00/2.65 0.05 -0.08 0.0211 -0.17 57.5% 10 25 21 2 56.8% 0.69 0.0294 -0.12 0.07 5.10/7.60 5.45 90.00 1.95 0.20/3.30 0.08 -0.13 0.0266 -0.32 64.1% 23 37 45 4 48.2% 0.52 0.0392 -0.12 0.08 2.00/4.10 3.00 95.00 3.20 2.35/3.20 0.08 -0.08 0.0521 -0.48 36.3% 85 10 55 1 45.8% 0.33 0.0374 -0.10 0.08 0.00/2.00 1.00 100.00 8.20 5.10/7.40 0.08 -0.10 0.0354 -0.66 49.2% 4 11 85 6 39.8% 0.14 0.0266 -0.05 0.05 0.20/0.60 0.53 105.00 5.30 9.50/11.70 0.06 -0.09 0.0257 -0.77 56.3% — 1 25 5 63.8% 0.17 0.0188 -0.10 0.05 0.00/2.40 0.20 110.00 19.93 0.00/0.00 — 0.01 — -1.00 0.0% 12 — 15 1 68.9% 0.12 0.0139 -0.08 0.04 0.00/1.75 4.50 115.00 22.80 12.30/16.00 — 0.01 — -1.00 0.0% — 1 7 1 84.4% 0.13 0.0116 -0.10 0.04 0.00/2.20 3.80 120.00 32.62 0.00/0.00 — 0.01 — -1.00 0.0% 2 — 7 1 93.6% 0.11 0.0097 -0.11 0.04 0.00/2.15 2.40 125.00 — — — — — — — — — 15 1 102.8% 0.10 0.0084 -0.11 0.04 0.00/2.15 1.64 130.00 — — — — — — — — — — — — — — — — — — 135.00 36.09 30.20/34.40 — 0.02 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 42.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $66 $81 $95 $109 $123 spot $94.87 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).