IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 15.00 1.35 0.10/4.90 0.01 -0.19 0.0013 -0.04 562.6% — 160 — — — — — — — — — 17.50 1.50 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — 1 12 503.6% 0.93 0.0020 -0.23 0.02 39.20/43.30 32.58 20.00 — — — — — — — — — 1 14 401.8% 0.92 0.0029 -0.22 0.02 34.20/37.90 28.25 25.00 — — — — — — — — — 20 14 330.7% 0.90 0.0042 -0.21 0.02 29.20/32.90 23.45 30.00 1.22 0.00/2.40 0.02 -0.11 0.0042 -0.06 237.2% — 1 — — 0.0% 1.00 — -0.00 — 0.00/0.00 4.80 35.00 4.90 5.50/9.70 0.03 -0.35 0.0045 -0.16 415.7% 10 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 21.26 40.00 7.10 1.50/6.00 0.03 -0.21 0.0082 -0.17 237.0% 8 9 — 4 0.0% 1.00 — -0.01 — 0.00/0.00 14.90 45.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — 4 0.0% 1.00 — -0.01 — 0.00/0.00 12.00 50.00 3.00 0.00/1.80 0.03 -0.06 0.0260 -0.16 71.9% 526 526 — 40 0.0% 1.00 — -0.01 — 0.00/0.00 5.00 55.00 1.19 0.00/0.00 0.00 -0.00 0.0003 -0.00 6.3% 20 — — 80 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.85 60.00 3.50 0.00/0.00 — 0.01 — -1.00 0.0% 25 — — 34 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.05 65.00 — — — — — — — — — — 11 25.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.80 70.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.75 75.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 80.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 —/0.00 0.05 90.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $41 $49 $58 $67 $75 spot $57.86 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).