IV Skew
-5.6%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 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 — — — — — — — — — 25.00 0.30 0.00/0.95 0.01 -0.05 0.0016 -0.02 238.7% 21 21 — — — — — — — — — 32.50 1.40 0.00/0.75 0.01 -0.04 0.0025 -0.03 169.9% 48 48 — — — — — — — — — 37.50 0.35 0.00/1.35 0.01 -0.06 0.0044 -0.05 158.2% 1 1 — — — — — — — — — 40.00 0.65 0.00/1.10 0.01 -0.05 0.0050 -0.05 135.3% 1 1 — — — — — — — — — 42.50 1.00 0.00/0.75 0.01 -0.04 0.0054 -0.04 110.4% 1 2 28 28 91.4% 0.96 0.0061 -0.03 0.01 17.60/20.40 18.51 45.00 1.45 0.00/0.75 0.01 -0.04 0.0068 -0.05 97.5% 1 4 2 1 135.8% 0.87 0.0109 -0.12 0.03 14.40/18.00 4.50 47.50 0.60 0.00/0.95 0.02 -0.04 0.0093 -0.06 90.1% 1 1 101 100 80.0% 0.92 0.0123 -0.05 0.02 12.80/15.70 9.15 50.00 — — — — — — — — — 4 — 59.4% 0.94 0.0147 -0.03 0.02 10.40/12.70 5.41 52.50 — — — — — — — — — 12 1 58.5% 0.88 0.0232 -0.05 0.03 8.30/10.40 7.13 55.00 — — — — — — — — — 2 3 51.0% 0.83 0.0339 -0.05 0.04 5.70/8.40 3.40 57.50 — — — — — — — — — 128 4 51.3% 0.72 0.0449 -0.07 0.05 3.90/6.60 4.80 60.00 — — — — — — — — — 4 4 70.7% 0.59 0.0380 -0.11 0.06 2.25/4.90 3.60 62.50 — — — — — — — — — 346 6 53.6% 0.47 0.0510 -0.08 0.06 2.15/2.70 2.55 65.00 — — — — — — — — — 698 2 58.8% 0.36 0.0440 -0.09 0.05 0.35/2.10 0.25 67.50 — — — — — — — — — 66 21 56.4% 0.26 0.0394 -0.07 0.05 0.00/1.30 1.05 70.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 61.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $45 $54 $64 $73 $83 spot $63.72 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).