IV Skew
-7.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 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 2 1 116.1% 0.97 0.0033 -0.05 0.01 28.80/32.90 36.75 55.00 0.50 0.00/1.25 0.02 -0.06 0.0038 -0.04 127.3% 5 14 1 1 96.7% 0.96 0.0046 -0.05 0.02 23.80/27.90 44.00 60.00 0.07 0.00/0.30 0.01 -0.02 0.0029 -0.02 79.7% 42 50 2 — 108.7% 0.90 0.0087 -0.11 0.03 18.80/21.80 36.25 65.00 0.30 0.00/0.50 0.01 -0.03 0.0055 -0.03 70.5% 1 39 10 12 73.5% 0.91 0.0120 -0.07 0.03 14.80/17.70 17.44 70.00 0.18 0.10/0.65 0.02 -0.04 0.0100 -0.06 59.8% 5 130 31 15 64.8% 0.84 0.0198 -0.09 0.05 11.00/12.50 29.36 75.00 1.00 0.60/1.20 0.04 -0.06 0.0199 -0.13 56.4% 14 177 29 6 63.6% 0.71 0.0284 -0.12 0.06 7.10/9.10 11.60 80.00 2.24 1.85/2.55 0.06 -0.10 0.0308 -0.27 57.0% 17 2.4k 105 41 62.0% 0.55 0.0337 -0.13 0.08 4.70/5.60 5.10 85.00 4.36 3.80/4.70 0.08 -0.11 0.0372 -0.45 56.2% 13 174 160 8 64.1% 0.39 0.0316 -0.13 0.07 2.65/3.90 3.15 90.00 7.24 6.30/8.00 0.07 -0.10 0.0360 -0.64 55.1% 5 844 335 9 61.7% 0.25 0.0269 -0.10 0.06 1.50/2.00 1.75 95.00 9.40 10.10/11.90 0.06 -0.08 0.0277 -0.78 56.7% 3 151 241 9 62.1% 0.15 0.0194 -0.08 0.04 0.75/1.15 0.98 100.00 14.97 13.70/16.10 0.05 -0.09 0.0196 -0.81 73.3% 2 119 233 16 68.2% 0.10 0.0138 -0.06 0.03 0.40/1.00 0.57 105.00 19.65 18.60/20.70 0.04 -0.08 0.0149 -0.86 78.5% 1 390 1.2k 5 66.2% 0.05 0.0084 -0.04 0.02 0.10/0.55 0.65 110.00 19.62 23.10/25.50 0.04 -0.07 0.0116 -0.89 85.2% 1 42 1.1k 82 78.3% 0.05 0.0074 -0.05 0.02 0.15/0.65 0.31 115.00 20.80 27.50/31.30 0.04 -0.13 0.0107 -0.85 113.7% 10 3 81 4 70.9% 0.02 0.0035 -0.02 0.01 0.00/0.25 0.20 120.00 28.70 32.30/36.60 0.04 -0.15 0.0096 -0.85 130.2% 6 30 222 10 105.4% 0.07 0.0065 -0.07 0.02 0.00/1.35 0.38 125.00 39.37 37.40/41.40 0.04 -0.14 0.0084 -0.87 135.8% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 59.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $60 $73 $85 $98 $111 spot $85.44 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).