IV Skew
-9.3%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 67.4% 0.96 0.0054 -0.05 0.02 22.50/26.00 21.26 85.00 — — — — — — — — — 10 10 57.7% 0.94 0.0084 -0.06 0.03 18.60/20.10 19.50 90.00 1.90 0.00/1.15 0.03 -0.05 0.0088 -0.07 60.4% 1 6 — — — — — — — — — 95.00 0.15 0.00/0.95 0.05 -0.07 0.0147 -0.11 54.6% 1 7 14 3 48.1% 0.81 0.0235 -0.10 0.07 8.00/10.40 5.33 100.00 0.50 0.20/0.50 0.04 -0.04 0.0232 -0.10 32.0% 4 22 6 1 38.7% 0.69 0.0378 -0.10 0.09 3.90/6.10 5.10 105.00 1.50 0.30/2.05 0.08 -0.08 0.0394 -0.30 36.7% 2 20 831 1 41.5% 0.48 0.0397 -0.12 0.10 0.80/3.70 2.38 110.00 — — — — — — — — — 12 12 46.0% 0.32 0.0322 -0.11 0.09 0.00/2.35 0.85 115.00 14.15 5.30/8.00 0.08 -0.08 0.0351 -0.70 40.7% — 20 1 1 40.4% 0.15 0.0244 -0.07 0.06 0.00/0.85 0.40 120.00 21.90 9.90/12.70 0.07 -0.09 0.0239 -0.78 50.7% — 10
Greeks Profile 2026-09-18 · 18d · σ = 39.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $76 $93 $109 $125 $142 spot $108.87 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).