IV Skew
5.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 6/17291d +4 more 2027-09-17 (383d) 2028-01-21 (509d) 2028-06-16 (656d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 103 1 55.3% 0.99 0.0028 -0.02 0.01 19.90/23.90 23.05 70.00 0.12 0.00/0.20 0.01 -0.01 0.0032 -0.02 57.2% 1 407 95 2 72.9% 0.94 0.0083 -0.06 0.03 18.40/21.40 15.08 72.50 0.20 0.05/0.90 0.02 -0.04 0.0078 -0.06 69.3% 2 448 432 1 68.9% 0.92 0.0107 -0.07 0.03 16.10/19.00 19.13 75.00 0.10 0.05/0.30 0.02 -0.03 0.0083 -0.05 55.2% 4 775 78 1 64.0% 0.89 0.0136 -0.07 0.04 13.90/16.50 15.95 77.50 0.15 0.05/0.90 0.03 -0.04 0.0121 -0.07 53.6% 1 60 245 2 66.8% 0.84 0.0174 -0.10 0.05 11.30/13.30 15.10 80.00 0.25 0.15/0.55 0.03 -0.04 0.0163 -0.09 47.9% 1 499 8 1 58.7% 0.81 0.0220 -0.10 0.06 9.10/10.90 12.06 82.50 0.50 0.15/0.75 0.04 -0.05 0.0226 -0.13 44.1% 8 320 308 4 50.2% 0.77 0.0286 -0.09 0.06 7.20/8.50 8.40 85.00 0.75 0.60/1.10 0.06 -0.06 0.0310 -0.19 41.5% 6 785 6.2k 3 38.1% 0.62 0.0478 -0.09 0.08 3.40/4.30 4.10 90.00 2.10 1.85/2.50 0.08 -0.08 0.0475 -0.38 38.3% 53 666 4.6k 20 35.7% 0.36 0.0502 -0.08 0.08 1.45/1.85 1.60 95.00 4.80 4.60/5.30 0.08 -0.07 0.0465 -0.62 39.0% 9 469 1.1k 3 40.1% 0.19 0.0328 -0.06 0.06 0.50/0.95 0.73 100.00 10.20 7.70/9.30 0.06 -0.06 0.0323 -0.79 42.8% 2 5 1.1k 1 43.9% 0.10 0.0195 -0.04 0.04 0.10/0.50 0.40 105.00 31.36 0.00/0.00 — 0.01 — -1.00 0.0% 1 — 114 3 51.7% 0.07 0.0128 -0.04 0.03 0.05/0.40 0.15 110.00 30.40 27.30/28.00 0.08 -0.37 0.0104 -0.59 178.3% 1 1 21 1 50.3% 0.03 0.0064 -0.02 0.01 0.00/0.30 0.05 115.00 — — — — — — — — — 27 1 56.3% 0.02 0.0046 -0.02 0.01 0.00/0.25 0.05 120.00 — — — — — — — — — 20 1 78.4% 0.05 0.0065 -0.05 0.02 0.00/0.85 0.75 125.00 — — — — — — — — — 4 1 83.9% 0.04 0.0053 -0.04 0.02 0.00/0.75 0.15 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 38.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $78 $92 $106 $119 spot $91.82 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).