IV Skew
-0.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 40.00 0.17 0.00/0.20 0.01 -0.01 0.0030 -0.01 89.8% — 2 — — — — — — — — — 45.00 0.17 0.00/0.95 0.02 -0.04 0.0093 -0.06 93.7% 2 53 13 3 72.1% 0.90 0.0169 -0.05 0.02 9.90/13.30 11.10 50.00 0.10 0.05/0.20 0.01 -0.02 0.0128 -0.05 54.5% 4 730 254 9 84.8% 0.74 0.0274 -0.11 0.05 4.50/8.30 6.50 55.00 0.36 0.10/0.55 0.03 -0.03 0.0354 -0.14 44.7% 3 836 2.2k 20 39.0% 0.60 0.0710 -0.06 0.05 2.25/2.80 2.60 60.00 1.50 1.10/1.65 0.05 -0.05 0.0756 -0.39 36.6% 49 117 181 2 37.5% 0.25 0.0611 -0.05 0.04 0.05/0.80 0.70 65.00 5.41 3.10/6.60 0.05 -0.10 0.0383 -0.61 71.7% 1 1 24 3 51.8% 0.14 0.0307 -0.04 0.03 0.05/0.55 0.20 70.00 — — — — — — — — — 10 — 84.5% 0.17 0.0213 -0.08 0.03 0.00/2.20 0.10 75.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 37.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $43 $52 $61 $70 $79 spot $61.01 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).