IV Skew
14.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 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 — — — — — — — — — 55.00 0.30 0.00/0.55 0.01 -0.03 0.0053 -0.03 82.6% 1 6 — — — — — — — — — 60.00 0.33 0.00/0.75 0.02 -0.03 0.0093 -0.05 68.7% 3 8 — — — — — — — — — 65.00 0.25 0.00/0.60 0.03 -0.04 0.0176 -0.10 56.9% 2 35 5 5 62.3% 0.75 0.0296 -0.10 0.06 6.00/8.00 5.04 70.00 0.80 0.00/2.70 0.05 -0.07 0.0330 -0.22 51.4% 1 45 707 1 41.0% 0.59 0.0548 -0.08 0.07 2.35/3.50 3.35 75.00 2.28 0.80/2.45 0.07 -0.07 0.0553 -0.41 40.6% 1 37 126 5 36.8% 0.30 0.0541 -0.06 0.06 0.05/1.20 1.10 80.00 — — — — — — — — — 4 — 46.6% 0.16 0.0307 -0.05 0.04 0.00/0.75 0.95 85.00 — — — — — — — — — 20 — 86.5% 0.06 0.0083 -0.05 0.02 0.00/0.95 0.05 105.00 — — — — — — — — — 20 — 115.7% 0.10 0.0090 -0.10 0.03 0.00/2.15 0.05 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 40.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $53 $65 $76 $87 $99 spot $76.02 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).