IV Skew
2.3%
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 1 — 0.0% 1.00 — -0.00 — 20.20/23.80 30.65 35.00 — — — — — — — — — 1 — 0.0% 1.00 — -0.00 — 28.30/31.00 32.36 40.00 0.44 0.00/2.60 0.02 -0.11 0.0036 -0.06 202.0% 1 31 7 5 175.0% 0.92 0.0049 -0.12 0.02 27.60/31.90 23.92 45.00 0.05 0.00/2.15 0.02 -0.09 0.0047 -0.06 160.9% 1 11 113 1 145.3% 0.91 0.0068 -0.11 0.03 22.60/26.90 20.15 50.00 0.05 0.00/2.15 0.02 -0.08 0.0065 -0.08 133.0% 2 88 38 1 124.6% 0.88 0.0098 -0.12 0.03 16.40/20.00 16.32 55.00 0.05 0.00/0.55 0.01 -0.03 0.0066 -0.04 75.5% 2 126 96 4 54.7% 0.95 0.0105 -0.03 0.02 13.10/14.00 14.05 60.00 0.10 0.00/0.35 0.01 -0.02 0.0093 -0.04 51.2% 2 700 618 100 71.6% 0.80 0.0236 -0.09 0.05 7.50/10.00 8.85 65.00 0.15 0.15/0.75 0.04 -0.05 0.0252 -0.14 51.6% 4 223 63 4 65.0% 0.66 0.0339 -0.11 0.06 2.25/6.30 5.00 70.00 0.70 0.55/0.95 0.05 -0.04 0.0578 -0.24 32.4% 2 233 1.8k 5 30.2% 0.40 0.0764 -0.05 0.06 1.20/1.40 1.31 75.00 3.50 1.60/4.00 0.07 -0.07 0.0542 -0.56 43.5% 1 28 180 5 32.7% 0.14 0.0397 -0.03 0.04 0.15/0.40 0.25 80.00 6.00 5.60/8.90 0.06 -0.10 0.0320 -0.69 66.1% 1 — 114 6 37.6% 0.05 0.0161 -0.02 0.02 0.00/0.15 0.05 85.00 18.20 15.60/18.80 0.06 -0.22 0.0166 -0.62 137.1% 1 16 88 60 53.8% 0.06 0.0125 -0.03 0.02 0.00/0.50 0.11 90.00 29.90 30.00/34.00 0.07 -0.51 0.0080 -0.48 297.5% 1 — 3 1 91.8% 0.13 0.0139 -0.09 0.04 0.00/2.15 0.39 95.00 22.21 0.00/0.00 — 0.01 — -1.00 0.0% 15 — 30 10 85.6% 0.07 0.0093 -0.05 0.02 0.00/1.00 0.25 100.00 35.18 41.70/45.90 0.07 -0.62 0.0067 -0.49 356.9% — — — — — — — — — — — 105.00 31.30 30.70/34.50 0.03 -0.07 0.0093 -0.90 109.8% — — — — — — — — — — — 110.00 36.34 35.40/39.50 0.02 -0.06 0.0077 -0.92 114.6% — — 1 — 137.2% 0.10 0.0077 -0.11 0.03 0.00/2.35 0.25 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 36.8%
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 $73.31 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).