IV Skew
4.9%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 22.50 0.20 0.00/0.25 0.00 -0.02 0.0011 -0.01 192.2% 6 106 — — — — — — — — — 25.00 0.15 0.00/2.00 0.01 -0.09 0.0030 -0.05 262.8% 14 112 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 13.00 30.00 0.25 0.00/1.15 0.01 -0.06 0.0039 -0.04 183.6% 1 8 9 2 0.0% 1.00 — -0.00 — 11.00/14.60 12.42 35.00 0.20 0.00/0.75 0.01 -0.04 0.0052 -0.04 131.1% 2 4 66 20 63.3% 0.99 0.0025 -0.01 0.00 13.80/17.90 13.55 40.00 0.50 0.00/1.00 0.02 -0.04 0.0093 -0.06 106.8% 5 16 53 50 50.4% 0.98 0.0086 -0.01 0.01 8.90/12.90 10.80 45.00 5.50 5.10/8.70 0.04 -0.27 0.0103 -0.25 248.9% — 2 86 4 60.4% 0.82 0.0354 -0.06 0.03 5.40/8.10 6.46 50.00 1.40 0.10/1.60 0.03 -0.05 0.0358 -0.18 58.2% 2 6 769 2 86.7% 0.57 0.0365 -0.12 0.05 1.00/4.90 2.60 55.00 2.45 1.55/4.00 0.05 -0.08 0.0515 -0.42 61.3% 2 10 1.4k 1 56.3% 0.31 0.0505 -0.07 0.04 0.00/1.40 1.17 60.00 5.40 3.30/6.30 0.05 -0.09 0.0422 -0.64 71.4% 8 4 17 2 55.9% 0.13 0.0298 -0.04 0.03 0.00/0.95 0.51 65.00 9.60 7.20/11.20 0.04 -0.10 0.0280 -0.72 96.4% 8 4 57 5 99.5% 0.18 0.0215 -0.09 0.03 0.00/2.55 0.70 70.00 — — — — — — — — — 9 1 107.6% 0.08 0.0116 -0.06 0.02 0.00/1.15 0.35 80.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 74.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $39 $47 $56 $64 $73 spot $55.82 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).