IV Skew
-8.8%
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 25 60 219.9% 0.97 0.0027 -0.05 0.01 26.50/29.90 28.50 22.50 0.05 0.00/2.15 0.01 -0.10 0.0035 -0.06 283.5% 12 49 128 260 194.5% 0.97 0.0034 -0.05 0.01 24.00/27.40 26.00 25.00 0.05 0.00/2.15 0.01 -0.10 0.0044 -0.06 252.0% 16 126 212 300 247.2% 0.89 0.0069 -0.15 0.02 17.90/22.40 21.00 30.00 0.10 0.00/0.25 0.01 -0.02 0.0035 -0.02 120.7% 10 958 37 20 108.8% 0.95 0.0087 -0.04 0.01 13.90/17.40 16.00 35.00 0.18 0.00/0.60 0.01 -0.03 0.0084 -0.05 106.4% 5 49 159 1 78.5% 0.92 0.0167 -0.04 0.02 8.90/12.50 9.30 40.00 0.35 0.00/0.60 0.01 -0.03 0.0158 -0.07 73.8% 7 13 142 2 66.9% 0.80 0.0375 -0.06 0.03 4.60/8.00 3.85 45.00 0.55 0.00/2.75 0.03 -0.07 0.0346 -0.23 78.4% 1 42 341 2 62.7% 0.55 0.0564 -0.08 0.04 1.15/4.90 2.22 50.00 4.68 0.95/4.00 0.04 -0.07 0.0614 -0.45 57.7% 1 157 96 1 66.5% 0.30 0.0471 -0.07 0.04 0.00/2.75 1.56 55.00 12.66 5.20/8.10 0.04 -0.09 0.0409 -0.65 80.9% 4 34 16 24 54.9% 0.09 0.0256 -0.03 0.02 0.10/0.40 0.15 60.00 12.00 8.10/12.10 0.02 -0.03 0.0285 -0.88 63.0% 2 72 79 1 110.9% 0.18 0.0213 -0.09 0.03 0.00/2.35 1.25 65.00 21.67 14.30/17.70 0.03 -0.09 0.0213 -0.81 115.6% 2 187 1 — 136.9% 0.18 0.0170 -0.11 0.03 0.00/2.75 11.10 70.00 21.60 17.80/21.40 0.03 -0.12 0.0170 -0.80 147.8% 2 7 5.0k 1 118.0% 0.08 0.0116 -0.06 0.02 0.00/1.00 0.26 75.00 31.29 24.30/27.80 0.03 -0.11 0.0142 -0.84 154.2% 2 — 14 3 154.5% 0.12 0.0116 -0.10 0.02 0.00/1.95 2.95 80.00 36.44 29.30/32.70 0.03 -0.11 0.0122 -0.85 168.0% 2 — — — — — — — — — — 85.00 37.40 42.90/46.60 0.04 -0.49 0.0088 -0.55 403.1% 2 — — — — — — — — — — 90.00 41.36 47.90/51.60 0.04 -0.50 0.0084 -0.56 419.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 60.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $35 $43 $50 $58 $65 spot $50.32 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).