IV Skew
38.7%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 25 10 83.2% 0.95 0.0060 -0.05 0.02 20.40/24.50 22.80 65.00 — — — — — — — — — 5 — 53.6% 0.91 0.0159 -0.06 0.03 10.20/15.00 17.75 75.00 — — — — — — — — — — — — — — — — — — 80.00 1.50 0.00/4.80 0.06 -0.12 0.0245 -0.26 68.3% 10 10 — — — — — — — — — 85.00 1.90 0.10/4.90 0.07 -0.15 0.0267 -0.40 75.1% — 131 30 1 36.4% 0.37 0.0534 -0.08 0.07 0.95/1.70 1.85 90.00 — — — — — — — — — 1 1 55.1% 0.26 0.0306 -0.10 0.06 0.00/1.65 5.20 95.00 — — — — — — — — — 10 — 83.2% 0.26 0.0201 -0.15 0.06 0.00/4.80 4.20 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 55.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $61 $74 $87 $100 $113 spot $87.07 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).