IV Skew
17.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 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 — — — — — — — — — 35.00 0.85 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — 0.0% 1.00 — -0.00 — 27.20/30.10 33.10 40.00 1.70 0.00/2.50 0.02 -0.11 0.0038 -0.06 199.8% 1 7 39 30 167.3% 0.93 0.0053 -0.11 0.02 26.00/29.90 35.30 45.00 0.50 0.00/0.75 0.01 -0.04 0.0037 -0.03 123.9% 1 58 1 — 112.2% 0.94 0.0064 -0.06 0.02 18.40/22.30 23.38 50.00 5.00 1.00/3.70 0.03 -0.15 0.0076 -0.13 170.3% 5 13 1 — 127.5% 0.86 0.0109 -0.13 0.04 14.60/18.60 15.09 55.00 0.78 0.00/0.95 0.02 -0.04 0.0092 -0.06 82.7% 1 28 8 1 58.5% 0.93 0.0149 -0.04 0.02 10.90/13.30 12.86 60.00 0.93 0.00/1.50 0.03 -0.06 0.0166 -0.11 69.8% 4 42 15 1 56.7% 0.80 0.0306 -0.08 0.04 6.80/9.00 8.87 65.00 0.45 0.10/2.70 0.05 -0.07 0.0298 -0.21 60.5% 4 6 52 30 52.0% 0.61 0.0463 -0.09 0.06 3.20/5.50 5.60 70.00 1.30 0.80/3.70 0.06 -0.11 0.0357 -0.40 68.0% 1 8 23 1 50.5% 0.37 0.0471 -0.09 0.06 0.60/3.50 3.00 75.00 3.00 2.90/5.90 0.06 -0.09 0.0411 -0.60 58.9% 1 1 53 2 63.4% 0.24 0.0311 -0.09 0.05 0.15/1.50 0.50 80.00 — — — — — — — — — 25 10 55.5% 0.10 0.0193 -0.04 0.03 0.00/0.45 0.28 85.00 10.30 11.40/14.10 0.04 -0.05 0.0213 -0.86 65.2% — 3 13 1 81.6% 0.12 0.0158 -0.08 0.03 0.00/1.75 0.51 90.00 22.79 21.70/25.80 0.06 -0.26 0.0137 -0.66 167.7% — 1 8 1 81.1% 0.07 0.0106 -0.05 0.02 0.00/0.95 0.90 95.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.89 100.00 — — — — — — — — — 6 5 107.0% 0.07 0.0079 -0.06 0.02 0.00/1.20 0.56 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 60.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $50 $61 $72 $82 $93 spot $71.69 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).