IV Skew
0.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 3/19200d 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 3 3 268.3% 0.92 0.0027 -0.21 0.03 44.30/48.10 47.30 45.00 — — — — — — — — — 4 3 240.3% 0.91 0.0034 -0.22 0.03 39.60/43.20 45.20 50.00 0.48 0.00/0.60 0.01 -0.04 0.0018 -0.02 135.5% — 1 2 1 210.5% 0.90 0.0044 -0.21 0.04 34.60/38.30 46.50 55.00 0.98 0.00/1.00 0.01 -0.05 0.0030 -0.03 128.1% 2 5 11 1 181.9% 0.88 0.0056 -0.21 0.04 29.60/33.30 32.90 60.00 1.20 0.00/0.50 0.01 -0.03 0.0031 -0.02 94.0% 1 11 — — — — — — — — — 65.00 0.18 0.00/2.40 0.03 -0.10 0.0071 -0.09 112.9% 1 16 5 1 136.2% 0.82 0.0097 -0.20 0.05 19.80/23.80 25.20 70.00 0.60 0.15/0.85 0.02 -0.05 0.0084 -0.06 72.1% 150 724 18 2 78.6% 0.85 0.0150 -0.11 0.05 13.50/16.40 18.10 75.00 0.95 0.25/2.00 0.04 -0.08 0.0150 -0.13 70.6% 3 852 42 7 67.4% 0.78 0.0226 -0.12 0.06 9.10/12.00 10.03 80.00 0.91 0.00/1.45 0.05 -0.08 0.0244 -0.19 56.7% 10 263 9 20 57.8% 0.65 0.0325 -0.12 0.07 4.80/6.60 6.30 85.00 2.65 1.40/2.70 0.07 -0.10 0.0358 -0.34 51.9% 81 79 794 57 55.1% 0.47 0.0368 -0.12 0.08 2.20/5.50 3.63 90.00 4.80 3.40/5.30 0.08 -0.11 0.0377 -0.53 53.8% 419 597 836 14 51.8% 0.29 0.0338 -0.10 0.07 0.10/3.70 2.06 95.00 15.25 6.50/8.50 0.07 -0.09 0.0336 -0.70 52.3% 1 60 397 6 50.3% 0.15 0.0239 -0.07 0.05 0.00/1.70 1.00 100.00 11.40 10.30/14.00 0.06 -0.13 0.0219 -0.73 76.2% 1 1.0k 55 12 57.6% 0.10 0.0159 -0.06 0.04 0.25/1.00 0.54 105.00 15.15 14.90/17.60 0.04 -0.07 0.0172 -0.86 66.9% 1 1.0k 169 1 69.7% 0.09 0.0122 -0.06 0.03 0.10/1.25 1.00 110.00 18.30 19.60/23.20 0.05 -0.11 0.0140 -0.83 90.5% 5 210 61 16 90.5% 0.12 0.0110 -0.10 0.04 0.05/2.15 0.60 115.00 22.30 25.10/27.80 0.04 -0.09 0.0112 -0.87 93.7% 5 17 768 101 68.2% 0.03 0.0047 -0.02 0.01 0.05/0.30 0.10 120.00 28.42 29.60/33.10 0.04 -0.12 0.0099 -0.87 110.3% 31 40 13 1 78.6% 0.03 0.0044 -0.03 0.01 0.00/0.45 0.45 125.00 35.45 0.00/0.00 — 0.02 — -1.00 0.0% 5 —
Greeks Profile 2026-09-18 · 18d · σ = 54.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $62 $75 $88 $102 $115 spot $88.44 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).