IV Skew
1.7%
25Δ put − call
Expiry 9/1818d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 60.00 0.90 0.00/0.05 0.00 -0.01 0.0002 -0.00 119.5% 1 1 — — — — — — — — — 65.00 1.15 0.00/0.10 0.00 -0.01 0.0003 -0.00 115.6% 1 1 — — — — — — — — — 70.00 1.50 0.00/0.05 0.00 -0.01 0.0003 -0.00 96.1% 1 1 — 3 82.7% 0.97 0.0028 -0.05 0.02 33.50/37.80 17.70 90.00 — — — — — — — — — — 10 71.2% 0.97 0.0037 -0.05 0.02 28.50/32.80 14.20 95.00 — — — — — — — — — — 1 60.2% 0.96 0.0049 -0.05 0.02 23.50/27.80 25.75 100.00 — — — — — — — — — 7 16 89.2% 0.84 0.0097 -0.18 0.07 18.50/22.80 8.90 105.00 0.05 0.00/0.05 0.01 -0.01 0.0029 -0.01 35.7% — 7 17 1 73.7% 0.81 0.0131 -0.16 0.07 13.50/17.80 15.00 110.00 0.10 0.00/0.10 0.02 -0.01 0.0065 -0.02 30.7% — 7 2 1 58.1% 0.77 0.0187 -0.15 0.08 8.50/12.80 10.50 115.00 0.05 0.00/0.05 0.01 -0.01 0.0084 -0.02 19.2% — 79 30 30 38.7% 0.72 0.0314 -0.11 0.09 3.60/7.50 5.30 120.00 0.05 0.00/0.10 0.03 -0.01 0.0293 -0.05 12.6% 5 225 — — — — — — — — — 125.00 0.36 0.00/0.65 0.11 -0.01 0.1931 -0.38 7.1% 4 16 19 18 10.9% 0.08 0.0490 -0.01 0.04 0.00/0.10 0.05 130.00 8.90 2.55/6.70 0.10 -0.08 0.0388 -0.66 33.9% 4 — — — — — — — — — — 135.00 13.20 7.50/11.70 0.09 -0.11 0.0248 -0.74 47.2% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 9.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $88 $107 $125 $144 $163 spot $125.33 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).