IV Skew
-3.5%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 1/15139d 2/19174d 6/17292d 9/17384d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 6 1 129.6% 0.97 0.0023 -0.05 0.01 37.00/40.60 53.68 55.00 0.06 0.00/0.25 0.01 -0.02 0.0013 -0.01 106.3% 9 4.6k 47 5 125.4% 0.95 0.0037 -0.08 0.02 32.50/35.70 38.60 60.00 0.04 0.00/0.20 0.01 -0.01 0.0016 -0.01 87.7% 8 87 17 1 108.5% 0.94 0.0049 -0.08 0.03 27.60/30.70 43.80 65.00 0.04 0.00/0.05 0.00 -0.00 0.0009 -0.00 60.9% 2 1.6k 24 3 93.6% 0.92 0.0069 -0.08 0.03 23.00/25.50 29.88 70.00 0.05 0.00/0.25 0.01 -0.02 0.0035 -0.02 62.5% 5 355 58 14 76.1% 0.91 0.0098 -0.08 0.04 18.00/20.50 25.00 75.00 0.25 0.00/0.65 0.02 -0.03 0.0077 -0.05 59.7% 7 148 260 13 67.2% 0.86 0.0152 -0.09 0.05 13.60/15.70 20.20 80.00 0.65 0.40/0.80 0.04 -0.05 0.0142 -0.09 53.2% 143 341 956 21 63.3% 0.77 0.0221 -0.11 0.07 9.90/11.30 11.10 85.00 1.60 1.50/1.80 0.06 -0.08 0.0238 -0.21 55.2% 141 326 491 29 53.7% 0.65 0.0317 -0.12 0.08 6.00/7.20 7.20 90.00 3.20 3.10/3.50 0.08 -0.11 0.0310 -0.35 54.9% 103 697 367 111 58.4% 0.48 0.0312 -0.13 0.09 4.30/4.70 4.30 95.00 5.80 5.50/6.30 0.09 -0.12 0.0324 -0.52 56.2% 369 1.2k 424 251 58.4% 0.34 0.0287 -0.12 0.08 2.55/2.90 2.85 100.00 8.85 8.50/9.50 0.08 -0.10 0.0303 -0.67 54.4% 123 888 810 96 57.4% 0.22 0.0233 -0.09 0.06 1.30/1.70 1.55 105.00 12.58 11.60/13.80 0.06 -0.06 0.0239 -0.82 51.1% 1 496 798 293 59.4% 0.14 0.0170 -0.07 0.05 0.70/1.10 1.01 110.00 17.20 16.60/17.70 0.04 -0.04 0.0158 -0.90 51.8% 4 369 899 95 64.2% 0.10 0.0123 -0.06 0.04 0.50/0.80 0.57 115.00 21.94 20.80/22.50 0.04 -0.06 0.0131 -0.88 70.0% 2 590 1.3k 33 58.8% 0.04 0.0069 -0.03 0.02 0.05/0.40 0.30 120.00 25.61 25.50/27.50 0.04 -0.07 0.0107 -0.89 79.8% 1 91 811 59 61.9% 0.03 0.0047 -0.02 0.01 0.05/0.25 0.25 125.00 30.04 29.80/32.50 0.04 -0.07 0.0090 -0.90 88.8% 1 3 1.1k 19 64.6% 0.02 0.0032 -0.02 0.01 0.00/0.20 0.20 130.00 32.10 34.50/38.40 0.05 -0.13 0.0089 -0.86 117.0% 3 4
Greeks Profile 2026-09-18 · 20d · σ = 57.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $65 $79 $93 $107 $121 spot $93.40 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).