IV Skew
15.9%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 120.00 2.75 0.00/4.90 0.08 -0.15 0.0103 -0.16 73.4% 1 — — — — — — — — — — 125.00 3.90 0.00/4.90 0.09 -0.13 0.0139 -0.19 60.5% 2 2 — — — — — — — — — 130.00 5.30 0.00/4.90 0.11 -0.19 0.0156 -0.29 69.2% 1 2 6 3 48.7% 0.65 0.0239 -0.16 0.12 5.50/9.00 7.00 135.00 — — — — — — — — — 9 5 47.6% 0.52 0.0263 -0.17 0.13 2.50/6.20 4.70 140.00 — — — — — — — — — 7 1 53.3% 0.41 0.0229 -0.18 0.12 0.10/4.90 1.63 145.00 — — — — — — — — — 1 — 73.3% 0.18 0.0114 -0.17 0.08 0.00/4.90 1.40 165.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 58.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $98 $119 $140 $161 $182 spot $139.67 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).