IV Skew
-5.5%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 35.00 0.91 0.00/0.75 0.01 -0.05 0.0013 -0.02 204.1% — 4 — — — — — — — — — 40.00 1.15 0.00/0.75 0.01 -0.05 0.0017 -0.02 174.4% 4 29 — — — — — — — — — 50.00 0.06 0.00/0.75 0.01 -0.04 0.0032 -0.03 124.4% — 1 — — — — — — — — — 55.00 5.60 0.00/0.95 0.02 -0.05 0.0050 -0.04 108.1% 1 1 1 — 63.9% 0.98 0.0037 -0.02 0.01 18.70/20.80 23.70 60.00 0.75 0.00/0.95 0.02 -0.05 0.0073 -0.05 87.1% 2 3 — — — — — — — — — 65.00 3.69 0.00/1.55 0.03 -0.06 0.0126 -0.09 77.1% — — — — — — — — — — — 70.00 0.95 0.55/3.20 0.05 -0.11 0.0204 -0.20 79.2% 1 29 3 2 64.0% 0.70 0.0317 -0.12 0.06 5.60/8.80 13.78 75.00 1.95 1.15/3.80 0.06 -0.11 0.0322 -0.30 62.8% 1 1 50 — 67.1% 0.52 0.0345 -0.14 0.07 3.40/6.00 6.00 80.00 4.75 4.10/5.50 0.07 -0.12 0.0364 -0.48 63.7% 9 5 5 2 68.3% 0.36 0.0319 -0.13 0.06 1.85/3.90 4.38 85.00 5.00 7.10/9.50 0.06 -0.12 0.0315 -0.64 69.4% 7 8 9 5 73.9% 0.25 0.0250 -0.12 0.05 0.60/3.30 3.50 90.00 8.90 10.70/13.30 0.05 -0.10 0.0258 -0.77 68.7% 1 14 4 6 78.8% 0.17 0.0190 -0.10 0.04 0.00/2.70 2.10 95.00 11.58 14.70/17.30 0.03 -0.05 0.0176 -0.89 62.6% 6 5 1 2 72.7% 0.09 0.0127 -0.06 0.03 0.00/1.15 1.41 100.00 14.00 19.60/22.00 0.02 -0.04 0.0118 -0.93 68.5% 1 121 2 — 76.1% 0.06 0.0086 -0.04 0.02 0.00/0.75 2.10 105.00 — — — — — — — — — 2 1 85.6% 0.05 0.0070 -0.05 0.02 0.00/0.75 0.85 110.00 — — — — — — — — — 2 — 94.6% 0.05 0.0059 -0.05 0.02 0.00/0.75 1.10 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 65.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $56 $68 $80 $92 $104 spot $79.65 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).