IV Skew
-2.3%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
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 2.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 75.00 2.58 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 17.20 80.00 0.86 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 85.00 1.30 0.35/1.25 0.03 -0.08 0.0040 -0.05 102.6% 1 3 — 1 72.3% 0.97 0.0037 -0.05 0.02 26.00/29.20 11.54 90.00 0.85 0.00/2.25 0.04 -0.10 0.0056 -0.07 96.8% 3 — 56 1 77.7% 0.92 0.0072 -0.09 0.04 23.10/26.50 29.79 95.00 3.40 0.80/2.10 0.05 -0.12 0.0077 -0.10 88.7% — 1 9 1 52.1% 0.95 0.0081 -0.05 0.03 17.90/20.70 20.31 100.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 16.39 105.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.17 110.00 0.90 0.05/1.20 0.07 -0.08 0.0243 -0.17 40.7% 1 46 57 15 51.1% 0.65 0.0283 -0.15 0.10 5.80/7.60 13.20 115.00 1.49 1.15/1.65 0.09 -0.07 0.0435 -0.28 30.3% 1 380 651 201 33.4% 0.47 0.0464 -0.11 0.10 1.65/3.10 2.85 120.00 2.80 3.00/4.20 0.10 -0.09 0.0467 -0.53 33.2% 375 382 6 4 32.6% 0.26 0.0387 -0.08 0.08 0.20/1.35 1.25 125.00 3.82 5.90/7.90 0.09 -0.08 0.0357 -0.71 37.3% 5 8 1.4k 1 42.3% 0.18 0.0243 -0.09 0.07 0.00/1.15 0.30 130.00 7.10 9.70/12.50 0.07 -0.08 0.0240 -0.80 45.4% — 1 10 1 51.8% 0.14 0.0171 -0.09 0.06 0.00/2.15 1.30 135.00 — — — — — — — — — 32 18 61.3% 0.12 0.0130 -0.10 0.05 0.00/2.15 1.00 140.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 33.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $83 $101 $119 $137 $155 spot $118.88 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).