IV Skew
0.0%
25Δ put − call
Expiry 9/1820d 10/1648d 12/18111d 1/15139d 3/19202d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 42.00 0.05 0.00/0.95 0.02 -0.03 0.0262 -0.11 62.9% 2 235 — — — — — — — — — 43.00 0.08 0.00/0.15 0.01 -0.01 0.0250 -0.06 40.9% 1 252 9 9 68.2% 0.80 0.0354 -0.06 0.03 5.10/6.60 5.60 44.00 0.05 0.00/0.75 0.03 -0.04 0.0371 -0.17 59.4% 1 610 38 5 54.9% 0.80 0.0442 -0.05 0.03 4.30/5.40 4.40 45.00 0.03 0.00/0.45 0.03 -0.03 0.0469 -0.15 42.8% 12 2.2k 2 1 70.4% 0.71 0.0420 -0.07 0.04 3.20/5.30 5.03 46.00 0.05 0.00/0.95 0.04 -0.04 0.0529 -0.24 50.5% 11 819 51 2 37.4% 0.75 0.0731 -0.04 0.04 2.10/3.30 1.89 47.00 0.08 0.05/0.20 0.02 -0.01 0.0848 -0.13 21.6% 38 12k 325 1 30.8% 0.70 0.0978 -0.04 0.04 1.65/2.35 2.05 48.00 0.20 0.05/0.25 0.03 -0.01 0.1364 -0.19 17.1% 4 782 3.2k 3 16.7% 0.65 0.1921 -0.02 0.04 0.95/1.10 1.00 49.00 0.40 0.25/0.45 0.04 -0.01 0.2137 -0.34 14.7% 2 2.1k 2.5k 12 16.8% 0.44 0.2027 -0.02 0.05 0.40/0.60 0.49 50.00 0.81 0.60/1.00 0.05 -0.01 0.2129 -0.56 16.0% 1 1.6k 3.8k 2 17.2% 0.26 0.1637 -0.02 0.04 0.05/0.30 0.13 51.00 1.45 1.45/1.70 0.04 -0.01 0.1697 -0.75 16.2% 58 455 7.9k 1 21.6% 0.19 0.1084 -0.02 0.03 0.05/0.25 0.05 52.00 2.90 1.95/2.65 0.03 -0.01 0.1094 -0.83 20.3% 66 31 139 1 24.9% 0.14 0.0771 -0.02 0.03 0.00/0.20 0.03 53.00 3.90 2.70/3.70 0.03 -0.01 0.0779 -0.84 27.1% 66 44 7.3k 4 27.2% 0.10 0.0560 -0.01 0.02 0.00/0.15 0.04 54.00 4.79 5.10/7.50 0.04 -0.07 0.0430 -0.65 74.0% 4 1 669 50 28.5% 0.07 0.0397 -0.01 0.02 0.00/0.10 0.05 55.00 5.40 3.90/6.50 0.04 -0.05 0.0460 -0.74 60.8% 10 10 3.3k 2 44.4% 0.14 0.0423 -0.03 0.03 0.00/0.35 0.05 56.00 — — — — — — — — — 71 6 53.4% 0.15 0.0376 -0.04 0.03 0.00/0.95 0.05 57.00 — — — — — — — — — — — — — — — — — — 60.00 9.56 10.60/14.70 0.04 -0.11 0.0253 -0.71 116.2% — —
Greeks Profile 2026-09-18 · 20d · σ = 16.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $42 $50 $57 $64 spot $49.56 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).