IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 60.00 0.40 0.00/2.15 0.03 -0.10 0.0047 -0.07 139.4% — 2 — — — — — — — — — 65.00 1.10 0.00/2.15 0.03 -0.10 0.0063 -0.08 117.7% 2 3 — — — — — — — — — 70.00 2.70 0.00/2.20 0.03 -0.09 0.0087 -0.10 97.9% — 1 — — 0.0% 1.00 — -0.01 — 0.00/0.00 3.90 75.00 0.92 0.00/0.00 0.00 -0.00 0.0002 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 10.60 80.00 1.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 7.28 85.00 1.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 2 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 2.87 90.00 6.73 0.00/0.00 0.00 -0.00 0.0002 -0.00 0.8% 3 — — 1 6.3% 0.00 0.0012 -0.00 0.00 0.00/0.00 1.05 95.00 5.90 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 8 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.26 100.00 9.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 16 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.72 105.00 — — — — — — — — —
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 $63 $77 $90 $104 $118 spot $90.49 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).