IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 2/19172d 4/16228d 5/21263d 8/20354d 1/21508d
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 — -0.01 — 0.00/0.00 26.11 87.50 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 26.72 90.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 9.32 92.50 0.37 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 17.90 95.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 7 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 17.10 97.50 0.63 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 6 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 13.90 100.00 0.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 29 — — 4 0.0% 1.00 — -0.01 — 0.00/0.00 9.30 105.00 1.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 79 — — 18 0.0% 1.00 — -0.01 — 0.00/0.00 5.70 110.00 3.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 81 — — 96 3.1% 0.00 0.0016 -0.00 0.00 0.00/0.00 3.20 115.00 5.87 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 56 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.69 120.00 11.00 0.00/0.00 — 0.01 — -1.00 0.0% 4 — — 6 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.90 125.00 13.50 0.00/0.00 — 0.02 — -1.00 0.0% — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.59 130.00 17.80 0.00/0.00 — 0.02 — -1.00 0.0% 1 — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.29 135.00 22.16 0.00/0.00 — 0.02 — -1.00 0.0% 2 — — 22 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 140.00 28.00 0.00/0.00 — 0.02 — -1.00 0.0% 3 — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 145.00 32.96 0.00/0.00 — 0.02 — -1.00 0.0% — — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.08 150.00 — — — — — — — — —
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 $78 $95 $112 $129 $146 spot $112.07 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).