IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 3/19200d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.01 — 0.00/0.00 57.49 50.00 — — — — — — — — — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 40.56 65.00 — — — — — — — — — — — — — — — — — — 70.00 0.90 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 75.00 1.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 23.17 80.00 1.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 85.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — 5 — 117.8% 0.78 0.0108 -0.24 0.07 18.90/21.40 24.55 90.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 4 — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 12.70 95.00 0.24 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 1 — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 6.50 100.00 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 5 — — 13 0.0% 1.00 — -0.01 — 0.00/0.00 2.30 105.00 1.54 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 4 — — 7 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.55 110.00 5.60 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 5 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 115.00 10.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 120.00 6.80 12.90/16.30 0.07 -0.12 0.0189 -0.77 68.1% 1 — — 37 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 125.00 16.50 0.00/0.00 — 0.02 — -1.00 0.0% — — 1.4k 2 72.3% 0.12 0.0116 -0.09 0.05 0.00/1.95 0.37 130.00 — — — — — — — — — — 7 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.08 135.00 — — — — — — — — — 16 14 79.4% 0.07 0.0070 -0.07 0.03 0.00/1.15 0.25 140.00 — — — — — — — — — 88 1 58.6% 0.01 0.0019 -0.01 0.01 0.00/0.10 0.10 145.00 — — — — — — — — —
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 $74 $90 $106 $122 $137 spot $105.75 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).