IV Skew
6.4%
25Δ put − call
Expiry 9/1818d 10/1646d 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 — 2 0.0% 1.00 — -0.01 — 0.00/0.00 42.09 45.00 0.40 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 — — 2 272.1% 0.95 0.0016 -0.20 0.03 59.50/63.70 54.76 50.00 0.70 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 12 — — — 0.0% 1.00 — -0.01 — 18.30/21.00 22.45 65.00 1.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 70.00 0.25 0.00/2.20 0.03 -0.11 0.0030 -0.05 147.1% 1 2 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.50 75.00 0.70 0.00/2.25 0.03 -0.11 0.0038 -0.06 130.1% 1 15 — 5 0.0% 1.00 — -0.01 — 0.00/0.00 7.80 80.00 0.19 0.00/1.95 0.03 -0.10 0.0047 -0.07 108.9% 15 19 13 1 115.1% 0.89 0.0068 -0.16 0.05 24.60/28.60 21.20 85.00 3.53 1.85/4.80 0.06 -0.22 0.0067 -0.15 139.2% 3 — 11 1 101.1% 0.86 0.0089 -0.16 0.06 19.60/23.80 16.40 90.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 160.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.24 0.41 0.59 0.76 0.93 $78 $95 $112 $128 $145 spot $111.63 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).