IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 60.00 0.05 —/0.00 0.00 -0.00 0.0000 -0.00 50.0% — 80 — — — — — — — — — 65.00 0.10 —/0.00 0.00 -0.00 0.0000 -0.00 25.0% — 100 — — — — — — — — — 70.00 0.15 —/0.00 0.00 -0.00 0.0000 -0.00 25.0% — 40 — — — — — — — — — 75.00 0.05 —/0.00 0.00 -0.00 0.0001 -0.00 25.0% — 1 1 — 71.9% 0.84 0.0172 -0.11 0.05 12.40/14.50 12.70 80.00 0.69 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 83 2 1 0.0% 1.00 — -0.01 — 0.00/0.00 11.20 85.00 0.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 20 37 7 3 0.0% 1.00 — -0.01 — 0.00/0.00 5.94 90.00 1.65 0.00/0.00 0.00 -0.00 0.0020 -0.00 3.1% 1 2.0k 23 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.09 95.00 4.59 0.00/0.00 — 0.01 — -1.00 0.0% 5 50 2.0k 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.60 100.00 — — — — — — — — — 40 8 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 105.00 — — — — — — — — — 2.0k — 12.5% 0.00 0.0000 -0.00 0.00 —/0.00 0.10 110.00 — — — — — — — — — 34 24 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 120.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $78 $92 $106 $119 spot $91.89 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).