IV Skew
-3.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
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 0.40 0.00/1.40 0.02 -0.07 0.0029 -0.04 150.9% 8 16 42 22 148.8% 0.93 0.0045 -0.11 0.03 30.30/33.70 42.76 55.00 0.05 0.00/1.45 0.02 -0.07 0.0040 -0.05 129.5% 20 578 7 7 88.5% 0.97 0.0039 -0.04 0.01 24.20/27.90 34.96 60.00 0.14 0.00/0.30 0.01 -0.02 0.0029 -0.02 78.5% 2 69 10 7 76.5% 0.95 0.0064 -0.05 0.02 19.20/23.10 26.26 65.00 0.20 0.00/0.40 0.01 -0.02 0.0049 -0.03 66.6% 3 417 17 1 63.2% 0.93 0.0105 -0.05 0.03 14.60/17.90 31.14 70.00 0.57 0.30/0.70 0.03 -0.04 0.0106 -0.07 63.5% 5 636 10 2 61.9% 0.85 0.0192 -0.08 0.05 10.90/13.00 12.15 75.00 1.15 1.10/1.30 0.05 -0.07 0.0192 -0.15 62.2% 308 689 38 2 63.1% 0.72 0.0274 -0.12 0.07 6.80/10.00 8.20 80.00 2.51 2.10/2.55 0.07 -0.10 0.0290 -0.27 58.7% 49 1.6k 60 16 64.5% 0.56 0.0313 -0.14 0.08 5.30/6.00 5.65 85.00 4.75 4.20/4.80 0.08 -0.12 0.0338 -0.44 59.7% 85 552 780 29 62.5% 0.40 0.0316 -0.13 0.08 3.00/3.80 3.60 90.00 7.60 6.60/8.40 0.08 -0.11 0.0324 -0.60 60.7% 4 196 253 22 59.3% 0.25 0.0274 -0.10 0.06 1.20/2.35 2.00 95.00 11.00 10.40/12.30 0.06 -0.10 0.0264 -0.73 64.3% 3 774 528 24 64.8% 0.17 0.0201 -0.09 0.05 0.80/1.65 1.05 100.00 15.20 13.80/16.40 0.04 -0.05 0.0197 -0.86 57.7% 5 149 339 8 65.6% 0.10 0.0140 -0.06 0.04 0.35/1.05 0.75 105.00 19.80 18.80/21.10 0.04 -0.05 0.0141 -0.90 65.9% 4 153 431 6 75.3% 0.09 0.0109 -0.06 0.03 0.25/1.10 0.45 110.00 20.40 22.50/26.30 0.01 -0.01 0.0063 -0.97 55.9% 2 86 1.7k 14 72.5% 0.05 0.0069 -0.04 0.02 0.15/0.50 0.18 115.00 24.05 27.50/31.10 0.01 0.01 0.0029 -0.99 55.1% 2 33 321 17 83.9% 0.05 0.0063 -0.04 0.02 0.10/0.70 0.10 120.00 30.34 32.40/36.20 0.01 0.01 0.0024 -0.99 61.7% 1 28 177 3 79.3% 0.02 0.0036 -0.02 0.01 0.00/0.35 0.30 125.00 32.55 36.10/39.90 0.03 -0.05 0.0065 -0.93 101.6% — 3
Greeks Profile 2026-09-18 · 19d · σ = 62.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $60 $73 $86 $99 $111 spot $85.76 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).