IV Skew
-1.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 6/17291d 9/17383d +1 more 2028-01-21 (509d)
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 — 211.6% 0.95 0.0029 -0.11 0.02 35.50/38.60 34.00 40.00 0.05 0.00/0.25 0.00 -0.02 0.0011 -0.01 133.2% — 2 1 1 130.5% 0.98 0.0025 -0.04 0.01 30.70/34.60 31.20 45.00 0.05 0.00/1.05 0.01 -0.05 0.0030 -0.04 145.2% 580 3.2k 3 — 104.7% 0.97 0.0032 -0.03 0.01 25.60/29.60 24.50 50.00 0.03 0.00/0.15 0.00 -0.01 0.0017 -0.01 85.2% 480 463 1 — 145.4% 0.89 0.0076 -0.14 0.03 23.10/25.50 31.20 55.00 0.03 0.00/0.50 0.01 -0.03 0.0046 -0.03 84.4% 3 1.1k 30 1 51.2% 0.99 0.0035 -0.01 0.01 15.70/19.10 15.50 60.00 0.03 0.00/0.05 0.00 -0.01 0.0032 -0.01 50.0% 3 1.5k 105 3 65.7% 0.89 0.0157 -0.06 0.03 11.70/13.10 13.55 65.00 0.09 0.05/0.15 0.01 -0.02 0.0099 -0.03 43.7% 23 4.5k 142 6 69.3% 0.77 0.0251 -0.10 0.05 7.00/9.40 7.04 70.00 0.32 0.25/0.40 0.03 -0.03 0.0277 -0.10 36.3% 141 4.4k 2.7k 74 41.0% 0.66 0.0509 -0.08 0.06 3.70/4.30 3.70 75.00 1.36 1.30/1.65 0.06 -0.06 0.0563 -0.33 36.5% 259 3.5k 3.8k 295 37.6% 0.37 0.0570 -0.07 0.07 1.30/1.70 1.58 80.00 3.95 3.70/4.10 0.07 -0.05 0.0623 -0.64 33.9% 124 887 3.7k 155 37.5% 0.15 0.0353 -0.04 0.04 0.45/0.55 0.51 85.00 8.27 7.20/9.10 0.06 -0.07 0.0330 -0.75 54.2% 3 149 1.4k 182 40.2% 0.06 0.0161 -0.02 0.02 0.10/0.20 0.16 90.00 13.66 12.20/14.50 0.04 -0.04 0.0218 -0.87 55.2% 2 128 776 12 53.3% 0.05 0.0116 -0.03 0.02 0.05/0.25 0.08 95.00 19.75 15.50/19.60 0.05 -0.11 0.0169 -0.80 94.9% 15 2 939 36 51.6% 0.02 0.0048 -0.01 0.01 0.00/0.15 0.08 100.00 22.60 20.60/24.40 0.04 -0.11 0.0138 -0.83 104.5% 2 1 1.8k 50 59.6% 0.02 0.0036 -0.01 0.01 0.00/0.15 0.03 105.00 27.58 25.60/29.40 0.04 -0.12 0.0117 -0.84 116.6% 2 65 223 19 63.7% 0.01 0.0023 -0.01 0.00 0.00/0.10 0.05 110.00 34.54 30.50/34.40 0.04 -0.12 0.0101 -0.85 127.7% 105 — 43 1 111.9% 0.08 0.0074 -0.08 0.03 0.00/1.55 0.05 115.00 39.73 35.90/39.40 0.04 -0.13 0.0090 -0.86 138.0% 2 5
Greeks Profile 2026-09-18 · 19d · σ = 38.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $54 $66 $77 $89 $101 spot $77.34 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).