IV Skew
22.7%
25Δ put − call
Expiry 9/1817d 12/18108d 1/15136d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 35.00 0.38 0.00/0.25 0.00 -0.02 0.0005 -0.01 182.8% 1 5 — — — — — — — — — 40.00 1.29 0.10/4.90 0.02 -0.20 0.0023 -0.06 297.8% — 4 — — 0.0% 1.00 — -0.01 — 0.00/0.00 11.90 65.00 — — — — — — — — — — — — — — — — — — 70.00 1.55 0.05/0.45 0.02 -0.03 0.0083 -0.04 57.2% 1 2 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 15.25 75.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.03 80.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 14.55 85.00 — — — — — — — — — 101 1 34.6% 0.29 0.0534 -0.07 0.06 0.90/1.20 7.70 90.00 — — — — — — — — — 217 17 43.4% 0.06 0.0149 -0.03 0.02 0.00/0.25 3.80 100.00 — — — — — — — — — 1 1 88.5% 0.12 0.0120 -0.10 0.04 0.85/1.25 3.20 110.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.20 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 28.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $60 $73 $86 $99 $112 spot $85.95 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).