IV Skew
6.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 165.7% 0.97 0.0024 -0.06 0.01 34.30/38.00 41.10 40.00 2.33 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 — 1 — 688.5% 0.87 0.0018 -0.67 0.04 49.70/53.80 30.90 45.00 2.10 1.50/4.90 0.03 -0.21 0.0045 -0.11 244.0% — 1 1 — 368.9% 0.82 0.0041 -0.44 0.05 34.60/37.50 26.55 50.00 0.25 0.00/2.15 0.02 -0.09 0.0057 -0.08 143.8% 2 6 1 — 97.6% 0.94 0.0070 -0.06 0.02 19.40/23.10 30.70 55.00 0.13 0.00/0.65 0.02 -0.04 0.0060 -0.04 86.9% 1 25 2 1 78.0% 0.92 0.0110 -0.06 0.03 14.90/17.70 16.60 60.00 0.53 0.05/0.75 0.02 -0.04 0.0100 -0.06 70.6% 1 42 — 2 75.7% 0.84 0.0188 -0.09 0.04 10.40/13.70 28.00 65.00 0.60 0.15/1.55 0.04 -0.06 0.0190 -0.13 64.2% 1 42 12 1 60.0% 0.74 0.0310 -0.09 0.06 5.80/9.30 7.85 70.00 1.53 1.00/3.00 0.06 -0.09 0.0301 -0.26 62.7% 3 51 64 1 59.5% 0.56 0.0383 -0.11 0.07 3.10/6.00 4.91 75.00 3.00 2.65/5.70 0.07 -0.11 0.0355 -0.44 64.3% 2 54 287 1 56.7% 0.37 0.0384 -0.10 0.06 0.95/3.70 2.56 80.00 5.83 5.10/7.90 0.06 -0.09 0.0394 -0.64 55.0% 1 25 111 121 56.3% 0.21 0.0293 -0.07 0.05 0.90/1.30 1.20 85.00 9.13 8.90/11.70 0.05 -0.06 0.0295 -0.80 54.4% 1 31 176 2 56.1% 0.10 0.0184 -0.05 0.03 0.10/0.85 0.85 90.00 4.70 13.30/16.60 0.04 -0.05 0.0195 -0.87 61.4% — 6 25 3 72.4% 0.10 0.0141 -0.06 0.03 0.00/1.20 0.43 95.00 10.50 17.20/21.10 0.05 -0.12 0.0158 -0.80 101.3% 6 5 58 3 100.9% 0.14 0.0127 -0.10 0.04 0.00/2.40 1.42 100.00 13.09 22.10/26.40 0.05 -0.14 0.0132 -0.81 121.0% — 1 15 1 110.5% 0.12 0.0106 -0.10 0.04 0.00/2.25 2.35 105.00 32.50 27.00/31.00 0.04 -0.13 0.0112 -0.84 124.9% — 1 17 3 120.4% 0.11 0.0092 -0.11 0.03 0.00/2.20 0.70 110.00 29.80 32.10/36.20 0.04 -0.14 0.0100 -0.84 140.7% — — 10 1 244.8% 0.32 0.0085 -0.40 0.06 5.90/8.30 6.25 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 61.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $53 $64 $76 $87 $98 spot $75.71 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).