IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 22.50 0.15 0.00/4.80 0.02 -0.19 0.0020 -0.06 417.8% — 1 — 6 0.0% 1.00 — -0.00 — 0.00/0.00 19.00 35.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 3 1 — 0.0% 1.00 — -0.00 — 10.50/15.00 13.15 40.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 70 81 — — — — — — — — — 45.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 15 176 2 0.0% 1.00 — -0.01 — 0.00/0.00 15.50 50.00 7.52 3.30/4.30 0.04 -0.19 0.0123 -0.22 171.5% 5 12 211 7 0.0% 1.00 — -0.01 — 0.00/0.00 10.42 55.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 1 60 21 0.0% 1.00 — -0.01 — 0.00/0.00 4.52 60.00 1.10 —/0.00 0.00 -0.00 0.0021 -0.00 6.3% — 15 10 2 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.52 65.00 3.20 0.00/0.00 — 0.01 — -1.00 0.0% 10 11 7 14 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.11 70.00 — — — — — — — — — — 2 25.0% 0.00 0.0007 -0.00 0.00 0.00/0.00 0.50 75.00 — — — — — — — — — 1 — 77.4% 0.09 0.0154 -0.05 0.02 0.00/0.95 0.10 80.00 — — — — — — — — — — 100 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.40 95.00 — — — — — — — — —
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 $44 $53 $63 $72 $81 spot $62.65 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).