IV Skew
3.1%
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 0.46 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 57.50 0.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 4 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.60 60.00 1.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 5.90 62.50 2.08 0.00/0.00 0.00 -0.00 0.0033 -0.00 6.3% 123 — — — — — — — — — — 65.00 2.70 0.00/0.00 0.00 0.00 0.0001 -0.00 0.4% 1 — — 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.00 67.50 4.59 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 5 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.28 70.00 4.64 0.00/0.00 — 0.01 — -1.00 0.0% — — — 131 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 77.50 — — — — — — — — — — — — — — — — — — 85.00 16.80 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — — — — — — — — — 90.00 21.70 0.00/0.00 — 0.01 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 1.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $46 $55 $65 $75 $85 spot $65.12 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).