IV Skew
-9.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d
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 1 180.1% 0.99 0.0006 -0.02 0.00 42.00/46.90 46.62 30.00 — — — — — — — — — — — — — — — — — — 35.00 1.05 0.00/4.90 0.02 -0.18 0.0027 -0.07 298.3% — 1 — — — — — — — — — 40.00 3.04 0.00/4.90 0.03 -0.18 0.0036 -0.08 255.0% 2 2 — — — — — — — — — 45.00 1.20 0.00/4.90 0.03 -0.17 0.0049 -0.10 216.9% — 1 — — — — — — — — — 50.00 0.60 0.00/4.90 0.03 -0.16 0.0065 -0.12 182.6% 1 1 — 1 211.1% 0.81 0.0078 -0.27 0.04 22.30/26.70 20.07 55.00 0.77 0.30/4.90 0.04 -0.16 0.0090 -0.15 154.6% 13 35 1 1 108.1% 0.85 0.0133 -0.12 0.04 13.90/18.50 18.80 60.00 0.95 0.00/4.90 0.04 -0.14 0.0128 -0.17 121.2% 2 127 22 7 100.1% 0.77 0.0186 -0.15 0.05 9.90/14.50 15.08 65.00 2.35 0.90/4.90 0.05 -0.14 0.0185 -0.24 100.8% 6 111 465 65 109.8% 0.65 0.0205 -0.19 0.06 8.50/11.00 8.60 70.00 5.00 2.00/5.40 0.06 -0.14 0.0264 -0.33 83.3% 1 113 125 34 88.7% 0.53 0.0272 -0.17 0.07 3.60/8.10 5.70 75.00 6.30 4.10/6.60 0.07 -0.13 0.0336 -0.48 72.0% 115 96 628 54 92.5% 0.40 0.0254 -0.17 0.06 2.50/5.90 3.80 80.00 6.60 6.50/10.50 0.06 -0.12 0.0314 -0.64 72.1% 13 55 220 74 76.2% 0.24 0.0249 -0.11 0.05 0.70/3.00 2.15 85.00 — — — — — — — — — 9 3 85.4% 0.18 0.0188 -0.11 0.04 0.00/2.95 1.65 90.00 — — — — — — — — — 10 1 120.5% 0.22 0.0149 -0.16 0.05 0.00/5.00 1.15 95.00 — — — — — — — — — 53 4 133.4% 0.20 0.0127 -0.17 0.05 0.00/4.90 2.00 100.00 — — — — — — — — — 18 5 103.9% 0.09 0.0091 -0.07 0.03 0.00/1.50 0.45 105.00 — — — — — — — — — 1 — 157.8% 0.17 0.0099 -0.19 0.04 0.00/4.90 0.40 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 80.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.05 $52 $63 $74 $85 $97 spot $74.34 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).