IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
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 38.80 45.00 — — — — — — — — — — — — — — — — — — 60.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 115 — — — — — — — — — — 65.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 14.15 70.00 — — — — — — — — — — 20 0.0% 1.00 — -0.01 — 0.00/0.00 11.53 72.50 1.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 1 — — — — — — — — — — 75.00 0.18 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 5 — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 6.53 77.50 0.33 0.00/0.00 0.00 -0.00 0.0035 -0.00 6.3% 15 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 2.08 80.00 0.97 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 1 — — 7 3.1% 0.00 0.0094 -0.00 0.00 0.00/0.00 0.82 82.50 1.85 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 1 6.3% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.21 85.00 3.55 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 87.50 3.50 4.10/8.20 0.06 -0.07 0.0358 -0.74 50.3% — 2 — 2 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.11 90.00 — — — — — — — — — — 6 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 92.50 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 95.00 — — — — — — — — — 14 15 82.8% 0.14 0.0152 -0.09 0.04 0.00/2.15 0.15 100.00 — — — — — — — — —
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 $56 $69 $81 $93 $105 spot $80.65 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).