IV Skew
5.9%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 2/19172d 3/19200d 6/17290d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 67.50 1.10 0.00/0.75 0.02 -0.04 0.0068 -0.05 76.4% 5 18 37 1 52.3% 0.98 0.0049 -0.02 0.01 17.60/18.50 17.35 70.00 0.35 0.00/0.50 0.02 -0.03 0.0072 -0.04 62.0% 1 294 26 2 90.6% 0.86 0.0127 -0.12 0.04 13.50/17.00 14.44 72.50 0.40 0.00/0.95 0.03 -0.05 0.0111 -0.07 63.0% 1 44 39 3 0.0% 1.00 — -0.01 — 9.90/12.00 3.80 75.00 5.10 0.00/0.50 0.03 -0.05 0.0143 -0.08 55.2% 1 46 194 1 45.1% 0.91 0.0186 -0.05 0.03 10.20/10.90 7.20 77.50 0.15 0.05/0.40 0.03 -0.04 0.0182 -0.08 43.7% 11 152 128 8 39.0% 0.88 0.0266 -0.05 0.04 7.30/8.50 8.20 80.00 0.98 0.20/0.40 0.03 -0.03 0.0257 -0.10 35.4% 1 344 521 1 33.8% 0.82 0.0396 -0.06 0.05 5.60/6.20 5.60 82.50 0.65 0.40/0.80 0.05 -0.05 0.0393 -0.18 34.7% 1 118 241 56 31.1% 0.71 0.0561 -0.06 0.07 3.70/4.20 3.74 85.00 1.20 0.15/1.30 0.07 -0.06 0.0552 -0.29 31.8% 4 70 173 5 32.2% 0.56 0.0629 -0.07 0.08 1.05/2.80 2.20 87.50 — — — — — — — — — 289 1 28.8% 0.38 0.0679 -0.06 0.07 1.10/1.45 1.10 90.00 5.00 3.10/5.60 0.08 -0.11 0.0365 -0.54 55.6% 4 4 171 1 31.0% 0.15 0.0378 -0.04 0.04 0.25/0.45 0.25 95.00 — — — — — — — — — 74 1 36.2% 0.06 0.0175 -0.03 0.02 0.05/0.20 0.15 100.00 — — — — — — — — — 13 1 54.8% 0.08 0.0145 -0.05 0.03 0.10/0.75 0.35 105.00 — — — — — — — — — — 11 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 110.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.42 115.00 — — — — — — — — — 10 — 84.7% 0.06 0.0073 -0.06 0.02 0.00/0.90 0.05 120.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 43.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $62 $75 $88 $101 $114 spot $87.95 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).