IV Skew
-1.9%
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 1 — 179.9% 0.97 0.0019 -0.06 0.01 38.70/42.80 27.50 40.00 — — — — — — — — — 13 — 84.0% 0.95 0.0066 -0.05 0.02 18.90/22.50 11.20 60.00 — — — — — — — — — — — — — — — — — — 65.00 3.90 0.00/2.40 0.04 -0.09 0.0125 -0.12 91.0% 1 1 — — — — — — — — — 70.00 0.64 0.00/0.95 0.03 -0.04 0.0188 -0.09 50.0% 9 16 207 3 53.1% 0.75 0.0339 -0.09 0.06 6.00/7.00 5.27 75.00 1.07 0.60/2.20 0.06 -0.10 0.0305 -0.28 61.7% 1 8 355 4 59.4% 0.55 0.0374 -0.12 0.07 1.30/4.50 2.80 80.00 3.20 1.30/4.00 0.07 -0.11 0.0389 -0.45 57.1% 10 11 363 5 63.6% 0.38 0.0335 -0.12 0.07 0.00/2.80 1.09 85.00 — — — — — — — — — 108 3 57.7% 0.21 0.0280 -0.08 0.05 0.00/1.20 0.85 90.00 10.11 9.00/11.10 0.05 -0.08 0.0274 -0.77 61.9% 1 1 — — — — — — — — — 95.00 12.74 13.90/16.00 0.05 -0.09 0.0197 -0.82 75.8% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 58.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $56 $68 $80 $92 $104 spot $80.33 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).