IV Skew
-4.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 3/19200d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 4 85.7% 0.98 0.0035 -0.02 0.01 21.10/24.20 25.05 50.00 0.17 0.00/0.95 0.02 -0.05 0.0058 -0.05 110.8% 6 52 6 1 74.2% 0.96 0.0069 -0.03 0.01 16.20/19.30 17.28 55.00 0.25 0.00/1.25 0.02 -0.06 0.0093 -0.07 93.8% 1 84 65 3 61.6% 0.93 0.0137 -0.04 0.02 11.50/14.30 14.80 60.00 0.52 0.00/1.00 0.02 -0.05 0.0145 -0.08 66.3% 1 1.6k 105 2 61.1% 0.81 0.0273 -0.08 0.04 7.30/10.10 10.56 65.00 1.50 0.65/1.85 0.04 -0.07 0.0270 -0.19 62.6% 43 140 806 53 72.3% 0.62 0.0326 -0.13 0.06 4.70/7.40 5.40 70.00 3.50 2.15/4.00 0.06 -0.11 0.0360 -0.37 65.1% 32 1.1k 904 147 69.1% 0.45 0.0355 -0.13 0.06 3.10/3.90 3.10 75.00 4.80 4.70/7.50 0.06 -0.12 0.0347 -0.55 70.9% 1 189 999 108 80.2% 0.33 0.0279 -0.13 0.06 2.00/3.20 1.98 80.00 8.20 7.70/11.20 0.06 -0.10 0.0307 -0.71 69.5% 2 98 1.6k 32 69.3% 0.17 0.0230 -0.08 0.04 0.50/1.55 1.15 85.00 12.13 12.10/15.10 0.04 -0.08 0.0230 -0.82 71.5% 30 32 1.1k 544 79.9% 0.13 0.0166 -0.08 0.03 0.70/1.00 0.87 90.00 17.17 17.10/19.80 0.04 -0.07 0.0169 -0.86 83.1% — 7 222 259 79.4% 0.08 0.0112 -0.05 0.02 0.30/0.60 0.40 95.00 20.82 21.40/24.50 0.02 -0.04 0.0114 -0.92 80.3% 2 2 7.0k 209 91.5% 0.07 0.0092 -0.06 0.02 0.30/0.65 0.30 100.00 26.36 26.30/29.40 0.02 -0.03 0.0085 -0.94 86.8% — 2 1.5k 25 89.8% 0.04 0.0060 -0.04 0.01 0.05/0.45 0.25 105.00 — — — — — — — — — 79 5 108.8% 0.06 0.0064 -0.05 0.02 0.10/0.75 0.10 110.00 36.20 36.10/39.20 0.01 -0.01 0.0043 -0.97 92.5% 2 5
Greeks Profile 2026-09-18 · 18d · σ = 70.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $51 $62 $73 $83 $94 spot $72.52 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).