IV Skew
-9.6%
25Δ put − call
Expiry 9/1816d 10/1644d 1/15135d 4/16226d
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 1.20 0.00/2.20 0.03 -0.10 0.0077 -0.09 99.9% — 2 — — — — — — — — — 80.00 0.46 0.00/2.30 0.04 -0.10 0.0110 -0.11 82.4% 1 5 — — — — — — — — — 85.00 0.35 0.00/1.65 0.04 -0.07 0.0162 -0.11 57.1% 1 12 2 — 54.4% 0.78 0.0266 -0.11 0.06 7.30/9.20 10.00 90.00 0.92 0.05/1.40 0.06 -0.09 0.0278 -0.20 49.4% 2 5 4 1 43.8% 0.64 0.0420 -0.11 0.08 3.70/5.10 4.40 95.00 2.08 1.30/2.90 0.08 -0.11 0.0393 -0.37 47.1% 2 26 5 1 56.8% 0.44 0.0341 -0.15 0.08 1.20/3.80 2.60 100.00 6.64 3.70/5.90 0.08 -0.12 0.0373 -0.57 51.7% 2 3 11 4 66.1% 0.32 0.0267 -0.16 0.07 0.00/2.90 1.20 105.00 — — — — — — — — — 17 10 57.2% 0.18 0.0221 -0.10 0.05 0.00/1.20 0.41 110.00 12.45 13.50/15.80 0.06 -0.13 0.0211 -0.76 71.7% 1 1 3 1 68.4% 0.14 0.0161 -0.10 0.05 0.00/2.25 0.85 115.00 — — — — — — — — — 11 1 88.9% 0.11 0.0103 -0.11 0.04 0.00/2.15 0.30 125.00 — — — — — — — — — 1 1 98.4% 0.10 0.0087 -0.11 0.04 0.00/2.15 0.45 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 16d · σ = 45.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $68 $83 $97 $112 $127 spot $97.47 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).