IV Skew
3.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 70.00 0.95 0.00/4.90 0.04 -0.18 0.0061 -0.12 150.5% 1 1 — — — — — — — — — 75.00 3.31 0.00/4.90 0.05 -0.17 0.0079 -0.14 128.3% — 1 — — — — — — — — — 80.00 4.17 0.00/3.50 0.05 -0.12 0.0108 -0.14 93.9% 1 2 — — — — — — — — — 85.00 3.00 1.70/4.50 0.06 -0.17 0.0141 -0.22 95.8% 2 127 — — — — — — — — — 90.00 7.84 3.00/7.50 0.08 -0.21 0.0160 -0.31 101.3% 15 17 — — — — — — — — — 95.00 7.70 5.00/9.80 0.08 -0.23 0.0177 -0.40 100.3% — 3 27 1 97.3% 0.51 0.0189 -0.24 0.09 5.50/10.00 7.69 100.00 9.21 7.50/12.30 0.09 -0.23 0.0187 -0.49 98.2% 23 47 4 1 102.7% 0.35 0.0166 -0.23 0.08 2.65/7.00 9.15 110.00 16.20 16.00/20.80 0.08 -0.27 0.0146 -0.61 120.6% 25 26 50 40 104.7% 0.29 0.0149 -0.22 0.07 1.55/6.00 10.12 115.00 19.20 19.50/24.30 0.08 -0.24 0.0139 -0.68 118.1% 10 10 4 2 99.8% 0.21 0.0134 -0.18 0.06 0.10/4.90 5.50 120.00 17.00 22.10/26.90 0.06 -0.16 0.0134 -0.79 98.7% — 2 — — — — — — — — — 125.00 20.40 26.60/31.40 0.05 -0.14 0.0114 -0.83 101.8% — 5 3 — 120.9% 0.18 0.0100 -0.19 0.06 0.00/4.90 6.70 130.00 23.80 31.10/36.00 0.05 -0.12 0.0096 -0.87 103.3% — 1 2 — 130.8% 0.17 0.0089 -0.20 0.06 0.00/4.90 5.90 135.00 — — — — — — — — — 6 1 140.0% 0.16 0.0081 -0.21 0.05 0.00/4.90 1.20 140.00 — — — — — — — — — 2 1 164.6% 0.14 0.0063 -0.23 0.05 0.00/4.90 3.18 155.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 97.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.07 0.31 0.55 0.79 1.03 $69 $83 $98 $113 $127 spot $97.93 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).