IV Skew
1.2%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 40.00 0.40 0.00/2.15 0.02 -0.10 0.0025 -0.05 218.9% — 1 — — — — — — — — — 45.00 0.08 0.00/2.15 0.02 -0.10 0.0034 -0.05 187.2% 1 12 — — — — — — — — — 50.00 0.50 0.00/1.30 0.02 -0.07 0.0040 -0.05 139.6% 4 57 23 22 67.6% 1.00 0.0012 -0.01 0.00 22.60/26.20 24.50 55.00 0.30 0.00/1.30 0.02 -0.06 0.0056 -0.05 115.7% 2 1.4k 28 23 90.7% 0.94 0.0079 -0.06 0.02 17.90/22.00 20.09 60.00 0.40 0.00/1.35 0.02 -0.06 0.0082 -0.07 94.4% 2 371 9 2 91.0% 0.87 0.0136 -0.10 0.04 14.10/17.30 15.35 65.00 0.70 0.25/3.10 0.04 -0.11 0.0135 -0.15 99.1% 3 130 65 1 76.2% 0.80 0.0211 -0.11 0.05 9.40/12.90 11.01 70.00 2.07 1.05/2.80 0.05 -0.11 0.0208 -0.20 79.0% 337 126 1.1k 3 85.0% 0.66 0.0252 -0.16 0.06 6.70/10.10 7.40 75.00 3.40 2.20/5.40 0.06 -0.15 0.0261 -0.34 81.6% 3 322 208 2 81.6% 0.52 0.0285 -0.17 0.07 3.70/7.50 5.40 80.00 6.50 4.60/8.00 0.07 -0.16 0.0282 -0.48 82.6% 3 330 248 37 80.3% 0.38 0.0277 -0.16 0.07 2.80/4.40 3.32 85.00 9.10 8.40/10.50 0.07 -0.15 0.0268 -0.61 83.5% 1 90 225 12 79.7% 0.26 0.0239 -0.13 0.06 1.65/2.80 2.00 90.00 9.50 11.90/14.50 0.06 -0.14 0.0231 -0.72 85.4% 1 13 72 1 82.9% 0.18 0.0187 -0.11 0.05 0.40/2.60 1.30 95.00 26.15 15.30/18.70 0.04 -0.09 0.0187 -0.83 80.3% 1 10 236 16 87.3% 0.13 0.0142 -0.09 0.04 0.65/1.50 0.78 100.00 38.00 20.40/23.00 0.04 -0.08 0.0142 -0.87 87.2% — — 65 1 85.4% 0.08 0.0100 -0.06 0.03 0.10/1.10 0.47 105.00 — — — — — — — — — 28 6 81.4% 0.04 0.0061 -0.04 0.01 0.05/0.50 0.35 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 82.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.05 $56 $67 $79 $91 $103 spot $79.37 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).