IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 2/19172d 4/16228d 5/21263d 8/20354d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 3 0.0% 1.00 — -0.01 — 0.00/0.00 20.10 80.00 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 2 — 1 — 68.8% 0.89 0.0129 -0.09 0.04 14.90/17.70 10.50 82.50 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 15.80 85.00 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 10.60 87.50 0.47 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 8 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 8.07 90.00 0.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 17 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 7.77 92.50 1.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 4 — — 6 0.0% 1.00 — -0.01 — 0.00/0.00 3.80 95.00 2.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 6 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 3.90 97.50 3.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.4% 8 — — 10 3.1% 0.00 0.0093 -0.00 0.00 0.00/0.00 1.88 100.00 3.10 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 28 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.54 105.00 7.50 0.00/0.00 — 0.01 — -1.00 0.0% 18 — — 6 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.18 110.00 10.44 0.00/0.00 — 0.01 — -1.00 0.0% — — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.07 115.00 — — — — — — — — — — 6 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.10 120.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.39 125.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $68 $83 $98 $112 $127 spot $97.80 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).