IV Skew
0.1%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 3/19201d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 50.00 0.10 0.00/0.95 0.02 -0.04 0.0057 -0.05 105.2% 8 27 3 — 179.2% 0.81 0.0091 -0.22 0.04 19.90/23.40 13.39 55.00 0.30 0.10/0.75 0.02 -0.04 0.0083 -0.05 80.7% 3 32 34 1 67.0% 0.91 0.0150 -0.05 0.03 11.70/14.40 17.00 60.00 0.67 0.25/0.80 0.03 -0.04 0.0145 -0.08 63.6% 2 47 31 2 63.8% 0.80 0.0268 -0.08 0.05 7.50/10.30 13.25 65.00 1.35 1.20/1.70 0.05 -0.08 0.0269 -0.20 63.2% 8 68 4.3k 37 62.1% 0.63 0.0368 -0.11 0.06 4.80/6.30 5.90 70.00 3.10 2.70/3.60 0.06 -0.10 0.0367 -0.37 62.5% 76 236 255 8 62.4% 0.44 0.0382 -0.11 0.07 2.25/4.20 3.15 75.00 5.61 4.90/5.90 0.06 -0.09 0.0420 -0.58 56.4% 21 290 390 369 57.2% 0.25 0.0335 -0.08 0.05 0.90/1.95 1.45 80.00 7.00 7.50/10.40 0.05 -0.07 0.0338 -0.76 56.2% 18 416 3.6k 4 56.7% 0.12 0.0218 -0.05 0.03 0.15/1.10 0.75 85.00 8.70 12.00/15.10 0.04 -0.06 0.0228 -0.84 65.1% 6 5 100 2 60.7% 0.07 0.0133 -0.04 0.02 0.05/0.65 0.25 90.00 15.40 17.20/19.60 0.03 -0.06 0.0163 -0.88 75.6% 1 1 46 254 51.6% 0.01 0.0039 -0.01 0.01 0.00/0.10 0.10 95.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 62.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $51 $62 $72 $83 $94 spot $72.42 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).