IV Skew
9.4%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
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 0.15 —/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — 1 — 106.3% 0.83 0.0148 -0.13 0.04 12.50/17.00 19.40 60.00 0.60 0.00/0.00 0.00 -0.00 0.0002 -0.00 25.0% — — — — 0.0% 1.00 — -0.01 — 0.00/0.00 10.50 65.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 9.26 70.00 — — — — — — — — — — 3 3.1% 0.00 0.0004 -0.00 0.00 0.00/0.00 2.27 75.00 2.79 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — — 12.5% 0.00 0.0009 -0.00 0.00 —/0.00 0.55 80.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 —/0.00 0.35 85.00 — — — — — — — — — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.18 90.00 — — — — — — — — — 1 48 79.4% 0.08 0.0116 -0.05 0.02 0.00/0.95 2.00 95.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.02 100.00 — — — — — — — — — 1 1 155.3% 0.19 0.0108 -0.19 0.04 0.00/4.80 0.75 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $51 $62 $73 $84 $95 spot $72.83 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).