IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
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 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — — — — — — — — — 65.00 0.40 0.00/0.00 0.00 -0.00 0.0011 -0.00 6.3% 2 — — 6 0.0% 1.00 — -0.01 — 0.00/0.00 3.50 67.50 0.92 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 1 — — 5 3.1% 0.00 0.0006 -0.00 0.00 0.00/0.00 1.00 70.00 1.50 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.22 72.50 4.20 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0006 -0.00 0.00 0.00/0.00 0.51 75.00 — — — — — — — — — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.37 77.50 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $48 $58 $68 $78 $88 spot $68.03 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).