IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 4 4 583.7% 0.93 0.0017 -0.28 0.02 42.30/46.60 22.66 20.00 — — — — — — — — — 5 5 524.9% 0.92 0.0021 -0.28 0.02 39.80/44.00 21.60 22.50 — — — — — — — — — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 16.60 30.00 — — — — — — — — — 1 1 334.3% 0.86 0.0049 -0.27 0.03 27.40/31.70 10.45 35.00 1.50 0.00/2.30 0.02 -0.10 0.0053 -0.07 196.8% — 5 — 5 0.0% 1.00 — -0.00 — 0.00/0.00 14.00 40.00 0.25 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 6 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 20.50 45.00 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — 19 0.0% 1.00 — -0.01 — 0.00/0.00 15.20 50.00 0.50 0.00/0.00 0.00 -0.00 0.0005 -0.00 25.0% 2 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 7.70 55.00 1.16 0.00/0.00 0.00 -0.00 0.0020 -0.00 12.5% 10 — — 11 0.8% 0.20 2.7081 -0.00 0.04 0.00/0.00 3.34 60.00 3.86 0.00/0.00 — 0.01 — -1.00 0.0% 8 — — 6 12.5% 0.00 0.0034 -0.00 0.00 0.00/0.00 1.40 65.00 6.70 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.30 70.00 6.71 0.00/0.00 — 0.01 — -1.00 0.0% 3 — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.24 75.00 11.40 0.00/0.00 — 0.01 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $42 $51 $60 $69 $78 spot $59.78 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).