IV Skew
-40.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 13 29 131.6% 0.99 0.0012 -0.03 0.01 37.50/42.50 38.40 45.00 0.05 0.00/0.15 0.00 -0.01 0.0008 -0.01 118.0% 20 51 66 54 175.9% 0.94 0.0037 -0.12 0.02 31.90/36.20 33.96 50.00 0.06 0.00/0.20 0.00 -0.01 0.0012 -0.01 104.3% 989 1.0k 20 5 93.9% 0.98 0.0022 -0.03 0.01 27.50/30.00 29.19 55.00 0.01 0.00/0.05 0.00 -0.00 0.0007 -0.00 72.7% 1 2.4k 4 2 0.0% 1.00 — -0.01 — 0.00/3.40 1.80 60.00 0.05 0.00/0.05 0.00 -0.00 0.0011 -0.00 59.4% 10 684 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 1.00 65.00 0.05 0.00/0.05 0.00 -0.01 0.0025 -0.01 51.4% 3 89 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 0.80 70.00 0.05 0.00/0.40 0.02 -0.03 0.0108 -0.06 57.7% 16 41 10 10 36.8% 0.94 0.0172 -0.03 0.02 7.50/10.10 11.40 75.00 0.05 0.00/0.05 0.01 -0.01 0.0083 -0.02 26.4% 1 135 712 153 21.2% 0.90 0.0425 -0.03 0.03 4.90/5.10 4.95 80.00 0.05 0.00/0.05 0.01 -0.00 0.0241 -0.03 14.3% 5 1.4k 1.5k 32 1.4% 0.56 1.4899 -0.01 0.08 0.00/0.05 0.05 85.00 0.30 0.00/0.25 0.08 0.00 1.0620 -0.46 1.9% 1 23 10 10 54.7% 0.35 0.0349 -0.11 0.07 0.00/4.90 2.46 90.00 6.16 3.10/7.00 0.07 -0.08 0.0395 -0.68 46.5% 10 — 2 — 33.0% 0.02 0.0067 -0.01 0.01 0.00/0.05 0.12 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $59 $72 $85 $98 $110 spot $84.84 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).