IV Skew
-5.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 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 — 2 0.0% 1.00 — -0.01 — 0.00/0.00 67.92 65.00 0.34 0.00/1.15 0.02 -0.07 0.0023 -0.03 134.7% 1 3 — 10 0.0% 1.00 — -0.01 — 0.00/0.00 71.00 75.00 — — — — — — — — — — — — — — — — — — 80.00 0.18 0.00/1.05 0.02 -0.05 0.0047 -0.05 85.7% 3 3 1 1 917.3% 0.88 0.0009 -1.21 0.05 79.30/83.50 81.45 85.00 0.30 0.00/0.50 0.02 -0.03 0.0049 -0.03 61.2% 1 21 — — — — — — — — — 90.00 0.10 0.00/0.85 0.03 -0.04 0.0086 -0.06 55.3% 5 — — — — — — — — — — 95.00 0.29 0.00/0.90 0.05 -0.07 0.0152 -0.12 52.7% 1 6 16 1 64.5% 0.74 0.0203 -0.14 0.08 8.00/11.40 15.70 100.00 0.65 0.25/0.90 0.06 -0.06 0.0255 -0.16 37.9% 22 12 8 2 57.1% 0.63 0.0267 -0.15 0.09 5.10/7.60 5.70 105.00 1.61 1.50/2.00 0.09 -0.08 0.0413 -0.32 34.8% 4 46 27 8 47.3% 0.48 0.0340 -0.13 0.10 1.35/4.10 2.89 110.00 4.64 3.50/4.60 0.10 -0.09 0.0432 -0.54 37.2% 2 35 83 25 40.0% 0.29 0.0343 -0.09 0.08 1.20/1.70 1.21 115.00 6.40 5.60/8.20 0.08 -0.08 0.0344 -0.72 39.8% 1 33 108 1 46.7% 0.19 0.0236 -0.09 0.07 0.20/1.20 0.70 120.00 11.34 10.60/13.20 0.07 -0.09 0.0228 -0.77 53.3% 4 125 35 2 55.4% 0.15 0.0169 -0.09 0.06 0.00/1.05 0.45 125.00 13.83 14.60/18.20 0.07 -0.10 0.0170 -0.81 65.1% 5 12 62 1 53.0% 0.08 0.0112 -0.05 0.04 0.05/0.90 0.38 130.00 17.40 19.60/23.60 0.07 -0.13 0.0136 -0.81 81.6% 2 30 107 2 72.9% 0.11 0.0105 -0.09 0.05 0.00/1.95 0.23 135.00 12.30 24.60/28.60 0.06 -0.14 0.0114 -0.82 91.7% 1 — 26 1 65.4% 0.05 0.0067 -0.05 0.03 0.00/0.75 0.43 140.00 16.45 29.50/33.60 0.06 -0.15 0.0099 -0.84 101.1% 2 — 15 1 78.9% 0.07 0.0065 -0.07 0.03 0.00/1.15 0.27 145.00 28.10 34.50/38.60 0.00 0.01 0.0015 -0.99 50.0% 6 —
Greeks Profile 2026-09-18 · 19d · σ = 42.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $76 $92 $108 $125 $141 spot $108.48 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).