IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 3/19200d 6/17290d 9/17382d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 20 0.0% 1.00 — -0.01 — 0.00/0.00 42.20 70.00 — — — — — — — — — — — — — — — — — — 75.00 0.01 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 33.00 80.00 0.24 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 28.89 85.00 0.47 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 21 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 20.00 90.00 0.47 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 27 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 18.00 95.00 0.85 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 12 — — 33 0.0% 1.00 — -0.01 — 0.00/0.00 15.00 100.00 1.70 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 17 — — 11 0.0% 1.00 — -0.01 — 0.00/0.00 8.98 105.00 2.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 49 — — 20 0.0% 1.00 — -0.01 — 0.00/0.00 7.60 110.00 5.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 73 — — 15 1.6% 0.00 0.0135 -0.00 0.00 0.00/0.00 5.30 115.00 8.91 0.00/0.00 — 0.01 — -1.00 0.0% 3 — — 123 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 3.30 120.00 10.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 7 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 2.20 125.00 14.87 0.00/0.00 — 0.02 — -1.00 0.0% 52 — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.31 130.00 23.00 0.00/0.00 — 0.02 — -1.00 0.0% 3 — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.81 135.00 23.64 0.00/0.00 — 0.02 — -1.00 0.0% 2 — — 132 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.55 140.00 29.90 0.00/0.00 — 0.02 — -1.00 0.0% 2 — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.29 145.00 19.23 0.00/0.00 — 0.02 — -1.00 0.0% 1 — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.16 150.00 34.30 0.00/0.00 — 0.02 — -1.00 0.0% 3 —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $80 $97 $114 $131 $148 spot $113.58 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).