IV Skew
0.0%
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 — — — — — — — — — 125.00 0.58 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — — — — — — — — — 140.00 2.58 0.00/0.00 — 0.02 — -1.00 0.0% — — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.55 145.00 — — — — — — — — — — — 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 3.75 150.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.92 160.00 — — — — — — — — —
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 $95 $115 $136 $156 $177 spot $135.78 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).