IV Skew
-10.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 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 2 2 145.1% 0.86 0.0086 -0.17 0.04 18.00/22.80 21.00 60.00 — — — — — — — — — — — — — — — — — — 70.00 0.35 0.00/1.85 0.04 -0.07 0.0198 -0.14 62.4% — 5 — — — — — — — — — 75.00 0.50 0.00/4.80 0.06 -0.11 0.0290 -0.28 65.4% — 1 3 1 62.6% 0.55 0.0354 -0.13 0.07 0.00/4.80 4.30 80.00 3.00 0.00/3.00 0.07 -0.08 0.0502 -0.45 44.1% 4 15 5 2 75.6% 0.41 0.0288 -0.15 0.07 0.00/3.70 0.84 85.00 3.90 2.15/7.00 0.07 -0.10 0.0363 -0.64 57.9% 10 11 — — — — — — — — — 90.00 10.00 7.10/11.90 0.06 -0.12 0.0249 -0.71 76.8% 1 3 1 2 149.9% 0.37 0.0141 -0.28 0.07 4.00/8.00 3.80 95.00 13.30 14.00/15.10 0.03 -0.04 0.0184 -0.89 57.3% 5 264 1 1 110.2% 0.22 0.0152 -0.17 0.05 0.00/4.80 5.10 100.00 19.70 17.20/22.00 0.05 -0.16 0.0152 -0.77 111.1% 2 — 26 20 123.9% 0.21 0.0129 -0.18 0.05 0.00/4.80 5.02 105.00 24.68 22.20/27.00 0.01 0.00 0.0037 -0.99 52.5% 2 25 7 4 136.5% 0.19 0.0112 -0.19 0.05 0.00/4.80 2.85 110.00 — — — — — — — — — 188 188 148.0% 0.18 0.0099 -0.19 0.05 0.00/4.80 1.80 115.00 — — — — — — — — — 2 1 158.8% 0.17 0.0089 -0.20 0.05 0.00/4.80 5.90 120.00 25.63 0.00/0.00 — 0.01 — -1.00 0.0% 1 — 10 8 97.7% 0.03 0.0037 -0.03 0.01 0.00/0.40 0.10 125.00 — — — — — — — — — — — — — — — — — — 140.00 30.00 42.60/47.50 — 0.02 — -1.00 0.0% — — — — — — — — — — — 165.00 57.50 67.60/72.50 — 0.02 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 53.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $56 $68 $80 $93 $105 spot $80.45 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).