IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 4/16228d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 9 0.0% 1.00 — -0.01 — 0.00/0.00 27.40 45.00 — — — — — — — — — — — — — — — — — — 52.50 2.70 0.00/4.90 0.04 -0.16 0.0089 -0.14 161.0% — 1 — 4 0.0% 1.00 — -0.01 — 0.00/0.00 6.85 57.50 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 7.80 60.00 1.98 0.00/0.00 0.00 -0.00 0.0004 -0.00 25.0% 1 — 1 — 79.1% 0.81 0.0214 -0.10 0.04 8.50/13.10 3.25 62.50 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.40 65.00 2.98 0.00/0.00 0.00 -0.00 0.0002 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 3.00 70.00 2.31 0.00/0.00 0.00 -0.00 0.0004 -0.00 3.1% — — — 8 6.3% 0.00 0.0043 -0.00 0.00 0.00/0.00 2.65 75.00 4.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.12 80.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $50 $61 $72 $83 $93 spot $71.76 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).