IV Skew
-9.1%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 3/19202d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 1 116.8% 0.97 0.0019 -0.06 0.02 42.70/46.90 63.00 70.00 — — — — — — — — — — — — — — — — — — 75.00 0.10 0.00/1.00 0.02 -0.05 0.0027 -0.03 107.3% 1 1 10 4 95.3% 0.96 0.0035 -0.07 0.02 33.00/36.90 48.16 80.00 2.31 0.00/0.75 0.02 -0.04 0.0031 -0.03 88.1% 1 15 7 1 90.8% 0.94 0.0052 -0.09 0.03 28.30/32.20 31.67 85.00 0.10 0.00/0.75 0.02 -0.04 0.0040 -0.04 75.5% 2 48 13 10 403.0% 0.77 0.0028 -0.83 0.08 49.20/53.20 57.30 90.00 0.45 0.00/0.60 0.02 -0.03 0.0050 -0.04 60.4% 3 453 16 1 73.9% 0.88 0.0101 -0.11 0.05 18.90/22.70 39.52 95.00 0.65 0.25/1.00 0.04 -0.05 0.0090 -0.07 58.4% 100 30 39 50 71.3% 0.82 0.0139 -0.14 0.07 14.90/18.40 25.50 100.00 1.34 0.30/2.80 0.06 -0.10 0.0143 -0.15 61.5% 1 170 6 1 67.0% 0.74 0.0181 -0.15 0.09 11.00/14.40 12.91 105.00 2.60 1.75/3.90 0.08 -0.13 0.0191 -0.25 61.7% 1 23 57 1 59.8% 0.64 0.0233 -0.16 0.10 8.50/9.20 9.00 110.00 4.00 2.65/4.40 0.10 -0.12 0.0270 -0.34 50.8% 2 53 18 20 55.6% 0.52 0.0268 -0.15 0.11 5.00/6.60 6.50 115.00 5.00 4.50/7.50 0.11 -0.13 0.0287 -0.48 51.9% 2 179 263 1 59.9% 0.40 0.0241 -0.16 0.10 2.95/5.60 4.55 120.00 7.13 8.10/10.60 0.10 -0.13 0.0260 -0.61 54.9% 2 52 108 2 58.7% 0.29 0.0217 -0.14 0.09 2.30/3.10 5.70 125.00 14.85 11.70/14.30 0.09 -0.11 0.0225 -0.73 55.4% 2 185 6.9k 12 62.2% 0.22 0.0176 -0.12 0.08 1.50/2.45 1.90 130.00 11.90 15.70/18.90 0.07 -0.10 0.0178 -0.80 58.7% 1 487 1.1k 21 63.0% 0.15 0.0139 -0.10 0.06 1.00/1.60 1.32 135.00 20.80 19.30/23.30 0.05 -0.05 0.0128 -0.90 52.7% 1 14 208 1 63.4% 0.10 0.0105 -0.08 0.05 0.45/1.20 1.45 140.00 24.59 23.90/27.90 0.03 -0.02 0.0078 -0.95 50.4% 1 26 114 7 64.7% 0.07 0.0078 -0.06 0.04 0.30/0.80 0.50 145.00 15.10 28.60/31.70 0.05 -0.08 0.0093 -0.89 76.7% 6 82 2.7k 76 72.9% 0.07 0.0068 -0.07 0.04 0.00/1.20 0.82 150.00 31.19 33.50/37.50 0.06 -0.13 0.0087 -0.85 98.1% 1 44
Greeks Profile 2026-09-18 · 20d · σ = 53.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $80 $97 $114 $132 $149 spot $114.40 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).