IV Skew
-57.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 30.00 0.80 0.00/4.90 0.02 -0.20 0.0017 -0.05 370.4% 1 2 2 2 138.3% 0.99 0.0009 -0.02 0.00 36.50/41.00 42.29 40.00 — — — — — — — — — — — 135.0% 0.98 0.0020 -0.04 0.01 29.00/33.90 24.50 45.00 3.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — 5 1 0.0% 1.00 — -0.01 — 16.00/20.30 22.82 50.00 1.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 55.00 2.00 0.00/4.90 0.03 -0.17 0.0070 -0.12 170.5% 2 1 3 2 165.2% 0.83 0.0091 -0.22 0.04 20.40/24.00 15.80 60.00 2.80 0.00/4.90 0.04 -0.16 0.0096 -0.15 141.0% 6 2 138 1 106.8% 0.83 0.0140 -0.14 0.04 11.00/15.80 10.88 65.00 1.70 0.00/4.90 0.04 -0.15 0.0137 -0.18 113.0% 10 12 217 200 51.8% 0.87 0.0243 -0.06 0.04 7.00/11.80 10.70 70.00 25.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — 1 1 68.1% 0.66 0.0317 -0.13 0.06 6.50/7.10 5.10 75.00 16.60 0.00/0.00 0.00 -0.00 0.0004 -0.00 6.3% 1 — 109 3 77.0% 0.50 0.0305 -0.16 0.07 0.50/4.90 4.40 80.00 3.00 1.50/4.70 0.07 -0.10 0.0424 -0.53 55.3% — 30 2.0k 1 63.3% 0.31 0.0330 -0.11 0.06 0.00/4.40 2.55 85.00 — — — — — — — — — 5 — 67.3% 0.20 0.0245 -0.10 0.05 0.00/2.70 0.97 90.00 — — — — — — — — — — — 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 2.95 95.00 50.90 0.00/0.00 — 0.01 — -1.00 0.0% — — 2 1 118.6% 0.21 0.0144 -0.17 0.05 0.00/4.90 1.97 100.00 — — — — — — — — — 1 — 145.5% 0.18 0.0107 -0.19 0.04 0.10/4.90 8.60 110.00 — — — — — — — — — 12 12 156.0% 0.17 0.0096 -0.20 0.04 0.00/4.90 1.00 115.00 56.10 0.00/0.00 — 0.01 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 66.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $55 $67 $79 $90 $102 spot $78.65 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).