IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 6/17290d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.01 — 0.00/0.00 25.10 45.00 — — — — — — — — — — — — — — — — — — 50.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — — — — — — — — — 55.00 0.84 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 31 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 13.85 60.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 6 0.0% 1.00 — -0.01 — 0.00/0.00 18.40 65.00 1.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 2 0.8% 0.07 1.1657 -0.00 0.02 0.00/0.00 4.75 70.00 4.00 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.21 75.00 5.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.43 80.00 15.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.73 85.00 6.30 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.55 90.00 9.98 0.00/0.00 — 0.01 — -1.00 0.0% — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.43 95.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.38 100.00 30.30 0.00/0.00 — 0.01 — -1.00 0.0% — — 1 1 125.0% 0.07 0.0067 -0.07 0.02 0.00/1.15 1.75 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $49 $59 $70 $80 $91 spot $69.67 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).