IV Skew
-6.9%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
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 35.50 45.00 — — — — — — — — — — — 0.0% 1.00 — -0.01 — 0.00/0.00 21.76 50.00 — — — — — — — — — — — — — — — — — — 55.00 1.20 0.00/0.10 0.00 -0.01 0.0031 -0.01 56.6% — 2 10 — 72.9% 0.90 0.0155 -0.07 0.03 12.20/13.80 20.94 60.00 0.51 0.20/0.80 0.02 -0.04 0.0146 -0.08 65.4% 4 13 6 — 206.7% 0.68 0.0111 -0.34 0.06 15.50/18.00 10.60 65.00 1.34 0.90/2.30 0.05 -0.09 0.0269 -0.21 68.8% 7 41 5 2 62.7% 0.63 0.0387 -0.11 0.06 4.70/5.90 5.63 70.00 3.50 1.90/3.70 0.06 -0.10 0.0409 -0.37 59.2% 8 30 6.2k 530 66.1% 0.43 0.0381 -0.12 0.06 3.00/3.40 3.04 75.00 2.90 5.10/6.30 0.06 -0.11 0.0400 -0.58 62.7% 1 29 563 16 58.4% 0.23 0.0337 -0.08 0.05 0.90/1.70 1.55 80.00 9.90 8.60/9.70 0.05 -0.08 0.0331 -0.76 60.9% 127 132 6.6k 1.1k 53.2% 0.09 0.0197 -0.04 0.03 0.15/0.40 0.35 85.00 13.90 12.40/13.90 0.03 -0.03 0.0200 -0.90 54.2% 15 15 26 2 63.2% 0.06 0.0127 -0.04 0.02 0.00/0.65 0.55 90.00 23.02 0.00/0.00 — 0.01 — -1.00 0.0% — — 15 4 74.7% 0.05 0.0095 -0.04 0.02 0.00/0.65 0.05 95.00 — — — — — — — — — 7 1 112.1% 0.11 0.0109 -0.10 0.03 0.00/2.10 0.65 100.00 30.80 0.00/0.00 — 0.01 — -1.00 0.0% — — 3 1 163.5% 0.19 0.0107 -0.21 0.04 1.35/4.00 1.30 105.00 — — — — — — — — — 3 1 164.2% 0.16 0.0094 -0.18 0.04 0.75/3.60 0.95 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 61.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $51 $61 $72 $83 $94 spot $72.28 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).