IV Skew
0.5%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 3/19199d
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 — 0.0% 1.00 — -0.00 — 23.50/27.20 23.64 30.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 35.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — 5 — 160.5% 0.91 0.0080 -0.10 0.02 18.90/22.70 22.37 40.00 0.80 0.00/3.40 0.02 -0.12 0.0081 -0.11 178.3% 1 2 — 5 0.0% 1.00 — -0.01 — 0.00/0.00 15.24 45.00 0.08 0.00/0.20 0.01 -0.01 0.0059 -0.02 66.6% 6 57 12 13 93.5% 0.84 0.0206 -0.09 0.03 8.20/10.90 11.90 50.00 0.25 0.00/0.20 0.01 -0.02 0.0157 -0.05 52.0% 2 1.5k 14 2 64.2% 0.75 0.0389 -0.08 0.04 3.50/6.10 7.05 55.00 0.17 0.15/0.30 0.02 -0.02 0.0464 -0.11 32.3% 2 686 280 133 64.7% 0.51 0.0480 -0.10 0.05 0.60/3.30 1.30 60.00 1.60 0.10/3.50 0.05 -0.09 0.0515 -0.49 60.2% 7 29 709 1 31.8% 0.11 0.0469 -0.02 0.02 0.10/0.25 0.25 65.00 4.41 5.30/6.10 0.04 -0.04 0.0491 -0.80 43.8% 1 4 16 1 73.8% 0.18 0.0275 -0.07 0.03 0.35/1.60 1.05 70.00 12.00 0.00/0.00 — 0.01 — -1.00 0.0% — — 11 1 95.4% 0.16 0.0196 -0.09 0.03 0.00/2.15 0.05 75.00 22.24 18.80/22.00 0.05 -0.25 0.0159 -0.65 181.6% — — 35 15 111.9% 0.14 0.0153 -0.09 0.03 0.00/2.15 0.25 80.00 20.70 0.00/0.00 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 62.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $42 $51 $60 $68 $77 spot $59.55 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).