IV Skew
-0.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d 1/21508d 12/15837d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 248 1 114.7% 0.95 0.0067 -0.05 0.01 18.40/21.80 22.30 42.50 0.10 0.00/0.10 0.00 -0.01 0.0023 -0.01 75.0% 2 83 372 5 110.4% 0.93 0.0092 -0.06 0.02 16.50/19.10 18.25 45.00 0.07 0.00/0.15 0.01 -0.01 0.0038 -0.01 69.1% 3 394 102 1 93.8% 0.92 0.0115 -0.06 0.02 14.40/16.10 14.30 47.50 0.08 0.00/0.15 0.01 -0.01 0.0051 -0.02 59.0% 3 358 298 1 67.4% 0.94 0.0131 -0.04 0.02 11.60/13.30 13.20 50.00 0.10 0.05/0.30 0.01 -0.02 0.0105 -0.04 57.9% 37 159 727 1 73.1% 0.87 0.0209 -0.06 0.03 9.40/11.50 11.50 52.50 0.15 0.15/0.25 0.02 -0.02 0.0169 -0.06 51.3% 8 196 355 4 56.3% 0.85 0.0295 -0.05 0.03 7.30/8.40 10.28 55.00 0.25 0.20/0.55 0.03 -0.04 0.0293 -0.12 50.7% 20 266 1.0k 1 59.1% 0.75 0.0391 -0.08 0.04 5.10/6.10 6.20 57.50 0.68 0.60/0.75 0.04 -0.04 0.0459 -0.19 42.6% 16 818 1.3k 16 55.0% 0.64 0.0493 -0.08 0.05 3.30/4.30 3.87 60.00 1.21 1.20/1.50 0.05 -0.06 0.0621 -0.33 42.3% 16 295 457 29 41.1% 0.50 0.0704 -0.07 0.06 1.95/2.20 2.05 62.50 2.40 2.30/2.55 0.06 -0.06 0.0716 -0.50 40.4% 41 88 1.2k 53 42.8% 0.34 0.0622 -0.06 0.05 1.05/1.35 1.20 65.00 3.70 3.50/5.30 0.05 -0.09 0.0453 -0.60 62.0% 22 75 2.9k 69 41.9% 0.20 0.0492 -0.05 0.04 0.55/0.70 0.59 67.50 — — — — — — — — — 972 8 43.6% 0.12 0.0337 -0.03 0.03 0.30/0.40 0.38 70.00 8.30 6.80/8.60 0.04 -0.04 0.0351 -0.83 52.5% 10 10 64 3 48.1% 0.05 0.0144 -0.02 0.01 0.10/0.15 0.30 75.00 32.25 39.90/42.00 0.05 -0.77 0.0045 -0.31 575.1% — — 276 1 53.9% 0.02 0.0068 -0.01 0.01 0.00/0.15 0.05 80.00 — — — — — — — — — 91 2 60.9% 0.01 0.0039 -0.01 0.00 0.00/0.10 0.10 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 40.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $43 $53 $62 $71 $81 spot $62.11 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).