IV Skew
-1.7%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 12/17474d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3.7k 1 71.6% 0.92 0.0095 -0.07 0.03 18.20/20.90 22.59 80.00 0.60 0.45/1.20 0.03 -0.06 0.0095 -0.08 72.0% 25 269 41 11 63.7% 0.91 0.0116 -0.07 0.04 15.80/18.30 21.05 82.50 0.62 0.05/1.65 0.04 -0.06 0.0116 -0.10 64.6% 5 123 291 4 68.2% 0.85 0.0149 -0.10 0.05 14.00/16.40 15.50 85.00 1.01 0.85/1.35 0.05 -0.07 0.0148 -0.12 61.7% 55 190 220 4 70.8% 0.80 0.0175 -0.13 0.06 11.90/15.00 14.20 87.50 1.38 1.15/2.00 0.06 -0.09 0.0184 -0.17 61.3% 79 887 607 105 63.8% 0.77 0.0213 -0.12 0.07 10.10/12.20 12.05 90.00 2.50 1.40/2.75 0.07 -0.10 0.0222 -0.22 59.3% 1.1k 1.8k 55 4 65.3% 0.70 0.0236 -0.14 0.08 8.20/11.00 12.10 92.50 2.58 1.90/4.40 0.08 -0.12 0.0243 -0.29 62.8% 4 118 335 14 62.5% 0.64 0.0266 -0.15 0.08 6.60/9.10 8.40 95.00 4.00 2.90/4.90 0.08 -0.13 0.0275 -0.36 60.2% 9 117 326 2 63.0% 0.57 0.0277 -0.15 0.09 5.20/7.90 8.80 97.50 4.10 3.80/6.50 0.09 -0.14 0.0284 -0.43 61.3% 4 55 2.3k 50 62.7% 0.50 0.0282 -0.15 0.09 4.10/6.60 4.70 100.00 5.80 5.00/7.80 0.09 -0.14 0.0293 -0.50 60.5% 274 21 2.6k 66 61.8% 0.36 0.0270 -0.14 0.08 2.20/4.60 3.70 105.00 7.30 8.30/10.90 0.08 -0.13 0.0272 -0.64 61.2% 13 10 315 33 63.4% 0.26 0.0225 -0.12 0.07 2.00/2.45 2.45 110.00 10.42 12.00/14.90 0.07 -0.11 0.0226 -0.75 63.0% 1 7 1.8k 46 62.7% 0.16 0.0175 -0.09 0.06 0.60/2.00 1.60 115.00 — — — — — — — — — 1.5k 4 65.9% 0.11 0.0130 -0.08 0.04 0.20/1.60 0.88 120.00 — — — — — — — — — 92 9 71.8% 0.09 0.0100 -0.07 0.04 0.05/1.45 1.25 125.00 — — — — — — — — — 919 2 70.8% 0.05 0.0069 -0.05 0.02 0.00/0.85 0.45 130.00 — — — — — — — — — 14 1 79.0% 0.05 0.0059 -0.05 0.02 0.00/0.90 1.15 135.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 62.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $69 $84 $99 $114 $128 spot $98.74 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).