IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 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 — — 0.0% 1.00 — -0.01 — 0.00/0.00 43.93 50.00 — — — — — — — — — — — — — — — — — — 55.00 0.01 0.00/0.05 0.00 -0.01 0.0005 -0.00 91.4% 250 252 — — — — — — — — — 60.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 5 0.0% 1.00 — -0.01 — 0.00/0.00 28.50 65.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 10 — — — — — — — — — — 70.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — 20 0.0% 1.00 — -0.01 — 0.00/0.00 18.40 75.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 63 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 13.50 80.00 10.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.70 85.00 0.05 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 7 — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 3.70 90.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 31 — — 2 1.6% 0.00 0.0017 -0.00 0.00 0.00/0.00 0.20 95.00 1.30 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 30 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 100.00 7.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.85 105.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.95 120.00 — — — — — — — — —
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 $66 $80 $94 $108 $122 spot $93.60 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).