IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
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 0.49 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 6.40 65.00 0.14 0.00/0.00 0.00 -0.00 0.0012 -0.00 12.5% 8 — — 8 0.0% 1.00 — -0.01 — 0.00/0.00 1.65 70.00 1.05 0.00/0.00 0.00 -0.00 0.0004 -0.00 1.6% 5 — — 39 6.3% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.15 75.00 4.37 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 5 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 80.00 6.46 0.00/0.00 — 0.01 — -1.00 0.0% — — — — 25.0% 0.00 0.0006 -0.00 0.00 0.00/0.00 0.27 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $50 $60 $71 $81 $92 spot $70.84 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).