IV Skew
-8.4%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 2 76.4% 0.99 0.0014 -0.03 0.01 37.70/41.30 35.80 85.00 0.33 0.00/1.35 0.02 -0.07 0.0030 -0.04 103.0% 1 305 11 1 69.7% 0.98 0.0021 -0.03 0.01 32.60/36.50 37.50 90.00 0.60 0.00/1.50 0.03 -0.07 0.0039 -0.05 92.4% 4 43 20 2 64.6% 0.97 0.0035 -0.04 0.02 27.80/31.50 32.05 95.00 0.20 0.00/1.95 0.04 -0.08 0.0054 -0.07 85.4% 2 95 46 6 56.1% 0.96 0.0051 -0.05 0.02 22.80/26.60 27.75 100.00 0.15 0.00/0.75 0.02 -0.04 0.0053 -0.04 57.6% 1 5.0k 481 2 80.8% 0.85 0.0103 -0.15 0.07 17.80/21.70 22.45 105.00 0.18 0.00/0.55 0.04 -0.05 0.0086 -0.06 51.5% 5 337 88 3 53.1% 0.86 0.0146 -0.10 0.06 14.50/16.90 19.33 110.00 0.30 0.20/0.60 0.04 -0.05 0.0132 -0.08 41.3% 10 2.8k 113 22 58.6% 0.75 0.0192 -0.15 0.09 9.90/12.40 9.70 115.00 1.00 0.40/1.00 0.07 -0.06 0.0231 -0.15 35.7% 14 106 320 50 52.8% 0.65 0.0248 -0.16 0.11 6.00/8.60 5.50 120.00 1.70 0.45/3.30 0.10 -0.12 0.0289 -0.33 44.5% 13 255 781 592 49.6% 0.51 0.0284 -0.15 0.11 3.10/5.60 3.90 125.00 4.28 2.15/5.80 0.11 -0.13 0.0306 -0.49 45.9% 5 359 1.2k 95 52.8% 0.39 0.0255 -0.16 0.11 0.90/4.00 1.65 130.00 4.40 5.50/9.40 0.11 -0.13 0.0264 -0.62 50.8% 54 67 99 11 44.4% 0.23 0.0241 -0.10 0.09 0.20/1.75 0.78 135.00 11.00 10.60/13.20 0.09 -0.12 0.0222 -0.73 52.9% — 38 574 1 40.6% 0.11 0.0167 -0.06 0.05 0.00/0.70 0.40 140.00 12.00 15.40/17.90 0.08 -0.12 0.0172 -0.78 60.9% 1 1 155 2 56.2% 0.13 0.0134 -0.09 0.06 0.00/1.15 0.42 145.00 — — — — — — — — — 61 1 58.4% 0.09 0.0100 -0.07 0.05 0.00/0.80 0.15 150.00 25.65 23.90/27.80 0.07 -0.13 0.0115 -0.83 78.7% 1 — 3 — 73.7% 0.11 0.0092 -0.11 0.05 0.00/2.50 0.85 155.00 — — — — — — — — — 1 1 79.6% 0.10 0.0078 -0.11 0.05 0.00/2.35 0.81 160.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 47.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $87 $106 $124 $143 $162 spot $124.37 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).