IV Skew
-20.5%
25Δ put − call
Expiry 9/1817d 11/2080d 12/18108d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 10 5 133.2% 0.98 0.0020 -0.04 0.01 31.70/36.00 30.00 45.00 — — — — — — — — — — — — — — — — — — 70.00 0.95 0.00/2.50 0.04 -0.08 0.0238 -0.18 64.6% 4 4 6 — 80.7% 0.65 0.0272 -0.16 0.06 2.80/7.50 6.60 75.00 0.70 0.05/5.00 0.06 -0.11 0.0353 -0.33 60.2% 200 180 — — — — — — — — — 80.00 5.10 1.65/6.00 0.07 -0.14 0.0311 -0.50 75.5% — 1 1 — 134.7% 0.20 0.0122 -0.19 0.05 0.00/4.80 1.45 105.00 — — — — — — — — — 2 1 147.4% 0.19 0.0107 -0.20 0.05 0.00/4.80 0.90 110.00 19.00 29.50/34.00 0.02 -0.04 0.0073 -0.94 92.1% 20 — 1 — 180.3% 0.16 0.0080 -0.22 0.04 0.00/4.80 1.40 125.00 — — — — — — — — — 2 1 189.9% 0.15 0.0074 -0.23 0.04 0.00/4.80 0.85 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 78.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.00 0.26 0.53 0.79 1.06 $55 $67 $79 $90 $102 spot $78.65 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).