IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.01 — 0.00/0.00 31.66 60.00 — — — — — — — — — — — — — — — — — — 65.00 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 21.50 70.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 11.97 75.00 0.38 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 12.20 80.00 1.18 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 7.00 85.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 3.33 90.00 2.40 0.00/0.00 0.00 -0.00 0.0002 -0.00 1.6% 2 — — 15 6.3% 0.00 0.0056 -0.00 0.00 0.00/0.00 1.10 95.00 7.20 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 2 12.5% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.55 100.00 — — — — — — — — — — 5 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.05 110.00 — — — — — — — — —
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 $64 $77 $91 $105 $118 spot $91.12 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).