IV Skew
48.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 75.00 0.16 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — — — — — — — — — 85.00 0.80 0.00/2.20 0.04 -0.09 0.0084 -0.10 85.1% — 1 — — — — — — — — — 90.00 0.37 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 18.80 95.00 0.64 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 16.05 100.00 3.87 0.05/2.25 0.08 -0.11 0.0265 -0.26 51.8% — 1 — 4 0.0% 1.00 — -0.01 — 0.00/0.00 3.45 105.00 1.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 4 — — 1 3.1% 0.00 0.0001 -0.00 0.00 0.00/0.00 2.58 110.00 4.65 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 5 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.53 115.00 4.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 5 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.26 120.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.58 125.00 — — — — — — — — — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.05 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $75 $91 $107 $123 $139 spot $106.65 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).