IV Skew
-6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 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 — — — — — — — — — 47.50 0.20 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% — — — — 6.3% 0.00 0.0053 -0.00 0.00 —/0.00 1.35 72.50 — — — — — — — — — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.50 75.00 2.80 0.00/0.00 — 0.01 — -1.00 0.0% — — — — — — — — — — — 77.50 4.20 0.00/0.00 — 0.01 — -1.00 0.0% — — — — — — — — — — — 80.00 5.70 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.75 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $49 $59 $69 $80 $90 spot $69.43 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).