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 — — — — — — — — — 65.00 1.56 0.00/1.35 0.02 -0.08 0.0026 -0.04 138.2% — 4 — — — — — — — — — 70.00 2.55 0.00/4.80 0.04 -0.19 0.0043 -0.10 170.0% 2 2 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 31.30 75.00 2.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 80.00 0.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 6 — — — — — — — — — — 85.00 1.22 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 14.00 90.00 0.80 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — — — — — — — — — 95.00 1.80 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 9.00 100.00 — — — — — — — — — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 6.43 105.00 — — — — — — — — — — 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.20 110.00 — — — — — — — — — — 2 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.34 115.00 — — — — — — — — — — 4 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.15 120.00 — — — — — — — — — — 3 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.20 125.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $74 $90 $106 $122 $138 spot $106.04 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).