IV Skew
-5.1%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 6 2 147.9% 0.95 0.0029 -0.09 0.02 37.90/40.70 35.30 60.00 0.05 0.00/0.95 0.02 -0.06 0.0024 -0.03 131.2% 1 53 6 2 124.7% 0.95 0.0035 -0.08 0.02 33.10/35.60 17.12 65.00 0.14 0.00/0.80 0.02 -0.05 0.0029 -0.03 109.6% 1 43 36 2 122.5% 0.92 0.0052 -0.11 0.03 28.60/31.10 29.68 70.00 0.55 0.00/0.35 0.01 -0.02 0.0027 -0.02 80.1% 1 28 12 1 77.3% 0.96 0.0051 -0.05 0.02 23.60/26.90 20.36 75.00 0.38 0.20/0.45 0.02 -0.04 0.0048 -0.04 74.9% 31 86 39 2 66.4% 0.94 0.0079 -0.06 0.03 18.60/22.10 21.75 80.00 0.85 0.70/1.15 0.04 -0.08 0.0091 -0.09 79.0% 1 371 53 8 66.8% 0.87 0.0135 -0.09 0.05 14.70/17.30 16.77 85.00 1.58 0.60/2.05 0.05 -0.09 0.0136 -0.14 70.6% 353 379 280 3 66.7% 0.78 0.0194 -0.13 0.07 11.20/13.00 12.27 90.00 2.85 1.40/3.10 0.07 -0.12 0.0194 -0.22 66.9% 8 449 221 13 77.0% 0.65 0.0211 -0.18 0.08 8.30/11.10 9.12 95.00 4.40 4.00/5.10 0.08 -0.16 0.0219 -0.35 73.8% 1 24 1.1k 995 62.9% 0.53 0.0278 -0.16 0.09 4.50/7.10 7.41 100.00 6.52 6.30/8.10 0.09 -0.18 0.0228 -0.46 76.6% 3 10 5.5k 21 78.9% 0.43 0.0218 -0.19 0.09 4.30/6.20 4.70 105.00 9.40 7.90/11.00 0.09 -0.15 0.0248 -0.59 68.8% 5 3 4.7k 23 71.3% 0.31 0.0217 -0.15 0.08 2.80/3.30 2.80 110.00 22.15 12.40/14.60 0.08 -0.15 0.0209 -0.68 75.2% — 1 50 6 69.0% 0.21 0.0184 -0.12 0.07 0.80/2.85 2.22 115.00 — — — — — — — — — 436 13 68.5% 0.14 0.0142 -0.09 0.05 0.55/1.65 1.54 120.00 — — — — — — — — — 8 1 73.2% 0.11 0.0110 -0.08 0.04 0.30/1.40 1.05 125.00 — — — — — — — — — 32 1 88.3% 0.12 0.0097 -0.10 0.04 0.20/2.05 0.10 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 69.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $70 $85 $100 $115 $130 spot $99.87 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).