IV Skew
18.4%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 50.00 0.15 0.00/0.95 0.02 -0.05 0.0070 -0.06 102.9% 15 15 — — — — — — — — — 55.00 0.35 0.00/1.15 0.02 -0.05 0.0115 -0.08 83.3% 10 10 — — — — — — — — — 60.00 0.35 0.00/2.20 0.04 -0.07 0.0204 -0.15 74.6% 1 11 — — — — — — — — — 65.00 1.15 0.00/1.80 0.05 -0.08 0.0344 -0.27 61.5% 1 13 2 1 60.1% 0.53 0.0426 -0.11 0.06 0.95/3.80 2.92 70.00 2.20 0.85/3.80 0.06 -0.10 0.0432 -0.47 59.3% 20 74 84 1 43.1% 0.26 0.0480 -0.06 0.05 0.00/1.00 1.00 75.00 6.84 3.60/7.70 0.06 -0.11 0.0336 -0.63 72.2% 13 42 42 2 59.2% 0.17 0.0279 -0.07 0.04 0.00/1.70 0.50 80.00 10.84 8.70/12.10 0.05 -0.11 0.0253 -0.73 84.2% 3 15 55 1 57.2% 0.07 0.0156 -0.03 0.02 0.05/0.55 0.09 85.00 6.70 13.30/16.80 0.05 -0.11 0.0194 -0.79 96.6% — — 8 1 77.1% 0.08 0.0130 -0.05 0.02 0.00/0.95 0.50 90.00 — — — — — — — — — 2 1 93.0% 0.09 0.0108 -0.06 0.02 0.00/1.15 1.30 95.00 — — — — — — — — — 1 1 118.5% 0.11 0.0103 -0.10 0.03 0.00/1.95 0.10 100.00 — — — — — — — — — 2 1 127.0% 0.10 0.0088 -0.10 0.03 0.00/1.80 0.70 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 59.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $49 $59 $70 $80 $91 spot $69.95 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).