IV Skew
-0.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
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 — 98.4% 1.00 0.0002 -0.01 0.00 51.90/55.90 53.00 60.00 — — — — — — — — — — — — — — — — — — 87.50 0.65 0.00/2.15 0.04 -0.09 0.0063 -0.08 88.2% — 3 8 1 56.1% 0.97 0.0043 -0.03 0.02 22.10/26.10 30.80 90.00 0.71 0.00/0.30 0.01 -0.02 0.0036 -0.02 52.3% 1 10 5 1 90.8% 0.87 0.0090 -0.14 0.06 19.50/23.40 28.15 92.50 0.15 0.00/1.75 0.04 -0.07 0.0082 -0.08 69.6% 4 5 2 1 84.3% 0.85 0.0105 -0.14 0.06 17.20/21.00 25.90 95.00 0.34 0.10/1.50 0.04 -0.06 0.0096 -0.08 61.3% 25 306 1 1 50.9% 0.92 0.0111 -0.06 0.04 15.60/18.40 7.69 97.50 2.77 0.00/1.95 0.05 -0.07 0.0120 -0.10 58.1% 1 — 6 2 65.5% 0.83 0.0148 -0.12 0.07 13.30/15.80 22.22 100.00 0.50 0.30/0.90 0.05 -0.06 0.0146 -0.11 49.9% 11 198 22 1 56.7% 0.76 0.0210 -0.13 0.08 9.20/11.40 17.95 105.00 1.05 0.60/1.45 0.07 -0.08 0.0237 -0.19 43.8% 2 49 35 1 51.8% 0.65 0.0277 -0.14 0.10 5.70/7.70 6.55 110.00 2.43 1.85/2.90 0.09 -0.10 0.0327 -0.33 42.8% 17 171 26 17 48.8% 0.50 0.0315 -0.14 0.10 3.10/4.80 4.00 115.00 4.53 3.50/5.60 0.10 -0.12 0.0335 -0.51 45.9% 19 67 144 3 42.9% 0.32 0.0321 -0.11 0.09 0.65/2.35 2.03 120.00 5.38 6.80/8.80 0.09 -0.11 0.0304 -0.66 46.3% 1 55 125 23 43.3% 0.19 0.0243 -0.08 0.07 0.05/1.25 0.81 125.00 10.00 10.70/13.10 0.08 -0.10 0.0230 -0.76 52.2% 1 21 52 1 54.6% 0.16 0.0174 -0.09 0.06 0.00/2.60 0.71 130.00 11.00 15.30/17.50 0.07 -0.08 0.0174 -0.83 55.8% — 5 76 14 62.7% 0.14 0.0134 -0.10 0.06 0.00/2.40 1.30 135.00 — — — — — — — — — 141 16 54.4% 0.06 0.0081 -0.04 0.03 0.00/0.40 0.70 140.00 — — — — — — — — — 1 — 88.9% 0.06 0.0051 -0.07 0.03 0.00/1.35 0.40 160.00 — — — — — — — — — 10 10 111.2% 0.07 0.0049 -0.11 0.04 0.00/2.15 0.20 170.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 47.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $80 $97 $114 $131 $148 spot $113.88 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).