IV Skew
4.4%
25Δ put − call
Expiry 9/1820d 10/1648d 12/18111d 1/15139d 3/19202d 6/17292d 9/17384d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 2 84.8% 0.99 0.0013 -0.02 0.01 34.60/37.40 20.50 65.00 0.27 0.00/2.15 0.03 -0.10 0.0037 -0.06 136.0% 31 40 23 25 81.1% 0.98 0.0026 -0.03 0.01 29.80/32.40 19.61 70.00 0.10 0.00/1.15 0.02 -0.06 0.0041 -0.05 100.8% 4 104 1 1 83.8% 0.95 0.0054 -0.06 0.03 24.70/28.20 14.60 75.00 0.12 0.00/0.95 0.02 -0.05 0.0052 -0.05 81.4% 1 202 22 25 60.0% 0.96 0.0062 -0.04 0.02 19.80/22.60 10.60 80.00 0.10 0.00/0.20 0.02 -0.02 0.0053 -0.03 55.8% 20 166 54 2 62.9% 0.90 0.0122 -0.08 0.04 14.30/16.80 16.00 85.00 0.13 0.05/0.30 0.03 -0.03 0.0095 -0.05 47.4% 2 110 205 3 54.2% 0.84 0.0192 -0.09 0.06 10.00/12.20 10.89 90.00 0.15 0.00/0.95 0.05 -0.06 0.0193 -0.14 48.5% 6 109 1.0k 1 42.3% 0.75 0.0316 -0.09 0.07 5.70/7.60 6.60 95.00 0.55 0.05/0.80 0.06 -0.04 0.0365 -0.18 30.2% 2 85 348 1 39.8% 0.57 0.0418 -0.10 0.09 1.20/4.30 3.74 100.00 1.75 1.00/2.85 0.09 -0.07 0.0486 -0.43 34.2% 6 21 428 16 25.8% 0.28 0.0552 -0.05 0.08 0.70/1.00 1.25 105.00 18.10 0.00/0.00 — 0.01 — -1.00 0.0% 1 — 369 1 29.4% 0.12 0.0286 -0.04 0.05 0.10/0.40 0.25 110.00 9.75 8.10/11.10 0.08 -0.09 0.0263 -0.73 53.3% 1 1 92 51 39.7% 0.09 0.0175 -0.04 0.04 0.00/0.40 0.40 115.00 — — — — — — — — — 31 2 59.9% 0.13 0.0146 -0.07 0.05 0.00/1.75 0.20 120.00 22.80 16.90/21.00 0.07 -0.11 0.0152 -0.80 77.2% — — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.65 125.00 — — — — — — — — — 18 2 79.9% 0.11 0.0097 -0.09 0.04 0.00/1.90 0.15 130.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 135.00 — — — — — — — — — 2 1 80.6% 0.05 0.0056 -0.05 0.03 0.10/0.75 0.50 140.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 37.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $71 $86 $101 $116 $131 spot $100.91 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).