IV Skew
-54.3%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 10 31.9% 0.44 0.0580 -0.08 0.08 1.25/2.15 2.75 95.00 — — — — — — — — — 1 — 54.3% 0.32 0.0309 -0.11 0.08 0.00/4.80 1.00 100.00 — — — — — — — — — — — — — — — — — — 105.00 14.00 5.00/9.30 — 0.01 — -1.00 0.0% — 1 — — — — — — — — — 110.00 18.50 9.50/14.00 — 0.01 — -1.00 0.0% — — — — — — — — — — — 120.00 28.80 19.50/24.10 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 15.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $65 $79 $93 $107 $121 spot $93.42 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).