IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 85.00 0.06 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 46 — — — — — — — — — 90.00 0.51 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 47 12 1 0.0% 1.00 — -0.01 — 0.00/0.00 4.55 95.00 0.85 0.00/0.00 0.00 -0.00 0.0001 -0.00 3.1% 1 48 539 73 3.1% 0.00 0.0046 -0.00 0.00 0.00/0.00 0.60 100.00 2.25 0.00/0.00 — 0.01 — -1.00 0.0% 1 4 67 64 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.36 105.00 — — — — — — — — — 2 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 110.00 — — — — — — — — — 1 — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $68 $83 $98 $112 $127 spot $97.64 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).