IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 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 — — 0.0% 1.00 — -0.01 — 0.00/0.00 46.18 85.00 — — — — — — — — — — — — — — — — — — 105.00 5.00 0.00/2.20 0.04 -0.10 0.0056 -0.08 86.1% — 1 9 9 89.2% 0.82 0.0097 -0.20 0.08 21.60/24.80 13.94 115.00 — — — — — — — — — — — 0.0% 1.00 — -0.01 — 0.00/0.00 14.35 120.00 4.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 8.88 125.00 2.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — 1 0.0% 1.00 — -0.02 — 0.00/0.00 9.20 130.00 — — — — — — — — — — 50 0.0% 1.00 — -0.02 — 0.00/0.00 3.50 135.00 3.83 0.00/0.00 0.00 0.00 0.0000 -0.00 0.2% — — — 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.20 140.00 — — — — — — — — — — 4 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.35 150.00 27.50 0.00/0.00 — 0.02 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 0.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $95 $115 $135 $155 $176 spot $135.12 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).