IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 25 28 89.4% 0.83 0.0125 -0.15 0.06 13.70/17.90 23.31 85.00 — — — — — — — — — 5 5 71.3% 0.79 0.0181 -0.14 0.06 8.80/13.00 19.22 90.00 0.04 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — 12 12 47.2% 0.74 0.0309 -0.10 0.07 3.80/7.70 15.63 95.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 5 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 1.66 100.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 8 — — 11 6.3% 0.00 0.0057 -0.00 0.00 0.00/0.00 0.05 105.00 — — — — — — — — —
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 $71 $86 $101 $116 $131 spot $100.77 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).