IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 45.00 0.12 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 12.70 50.00 0.19 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — — — — — — — — — 55.00 0.95 0.00/0.00 0.00 -0.00 0.0007 -0.00 3.1% 2 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.45 60.00 2.37 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 0.45 65.00 — — — — — — — — — — — 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.50 70.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 4.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $39 $48 $56 $65 $73 spot $56.35 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).