IV Skew
19.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 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 1 — 675.6% 0.82 0.0016 -1.25 0.07 66.60/70.50 66.30 90.00 0.30 0.00/2.15 0.04 -0.09 0.0079 -0.09 82.7% — — 1 — 625.7% 0.79 0.0018 -1.24 0.07 61.70/65.70 61.00 95.00 1.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — 3 1 0.0% 1.00 — -0.01 — 0.00/0.00 56.16 100.00 0.35 0.00/0.75 0.05 -0.06 0.0160 -0.11 47.0% 1 16 — — — — — — — — — 105.00 1.55 0.05/3.50 0.09 -0.16 0.0201 -0.29 67.4% 1 4 2 1 49.4% 0.62 0.0308 -0.14 0.10 3.60/6.50 6.10 110.00 2.28 0.05/3.70 0.10 -0.12 0.0311 -0.38 48.9% 1 3 8 2 52.6% 0.46 0.0302 -0.15 0.10 1.10/4.40 4.90 115.00 3.13 2.20/5.90 0.10 -0.12 0.0349 -0.55 45.3% 1 35 7 5 47.9% 0.30 0.0292 -0.12 0.09 0.00/2.25 0.90 120.00 8.18 5.70/9.80 0.09 -0.12 0.0278 -0.68 51.2% 1 4 11 1 47.9% 0.19 0.0223 -0.09 0.07 0.00/1.20 0.75 125.00 5.16 11.00/13.70 0.07 -0.09 0.0220 -0.80 51.4% 2 6 11 10 56.7% 0.15 0.0162 -0.09 0.06 0.00/2.15 0.36 130.00 5.70 15.90/19.00 0.07 -0.11 0.0163 -0.81 67.0% 1 — 4 4 56.3% 0.09 0.0112 -0.06 0.04 0.00/1.15 2.15 135.00 22.80 20.10/24.00 0.06 -0.12 0.0131 -0.83 77.5% 1 — 3 — 61.7% 0.07 0.0084 -0.06 0.03 0.00/0.95 1.00 140.00 1.90 0.00/0.00 — 0.02 — -1.00 0.0% 1 1 11 10 83.8% 0.11 0.0087 -0.11 0.05 0.00/2.15 0.45 145.00 2.50 0.00/0.00 — 0.02 — -1.00 0.0% — 1 14 10 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 12.72 150.00 3.70 0.00/0.00 — 0.02 — -1.00 0.0% 1 2
Greeks Profile 2026-09-18 · 18d · σ = 48.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $79 $96 $113 $130 $147 spot $112.75 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).