IV Skew
-4.9%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 3/19200d 5/21263d 8/20354d +2 more 2027-11-19 (445d) 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 80.00 2.10 0.00/1.35 0.02 -0.08 0.0031 -0.04 112.4% — 5 1 1 77.7% 0.98 0.0025 -0.04 0.01 31.80/35.70 43.60 85.00 0.15 0.05/2.15 0.03 -0.11 0.0045 -0.07 110.5% 1 8 — — — — — — — — — 90.00 0.30 0.00/1.25 0.03 -0.07 0.0051 -0.05 82.7% 3 3 2 2 57.4% 0.97 0.0051 -0.04 0.02 21.80/25.80 37.00 95.00 0.15 0.00/2.15 0.04 -0.09 0.0077 -0.09 80.4% 1 11 16 10 87.3% 0.84 0.0107 -0.17 0.06 16.90/20.90 30.90 100.00 0.20 0.00/0.55 0.04 -0.05 0.0093 -0.07 55.0% 2 18 697 687 73.4% 0.80 0.0145 -0.16 0.07 12.10/16.10 22.65 105.00 0.18 0.00/0.75 0.05 -0.06 0.0150 -0.11 46.6% 2 127 17 15 62.1% 0.73 0.0200 -0.16 0.09 7.60/11.60 15.30 110.00 0.86 0.50/2.55 0.08 -0.13 0.0214 -0.25 56.4% 126 50 1.1k 4 48.4% 0.64 0.0294 -0.14 0.10 3.90/7.10 6.10 115.00 2.20 0.95/2.35 0.10 -0.09 0.0378 -0.33 36.4% 463 249 175 1 47.9% 0.48 0.0316 -0.15 0.10 1.30/4.50 9.00 120.00 4.40 3.10/5.80 0.10 -0.13 0.0326 -0.52 46.4% 47 1.9k 490 8 41.3% 0.31 0.0323 -0.11 0.09 1.45/2.05 2.08 125.00 8.05 5.70/9.80 0.10 -0.14 0.0261 -0.64 54.4% 5 2.1k 1.6k 3 55.1% 0.25 0.0219 -0.13 0.08 0.55/2.10 0.77 130.00 10.60 9.90/14.00 0.09 -0.13 0.0210 -0.73 60.1% 2 473 1.8k 136 45.3% 0.11 0.0159 -0.06 0.05 0.00/0.65 0.30 135.00 12.30 14.60/18.60 0.08 -0.13 0.0166 -0.78 67.3% 3 57 720 1 52.4% 0.09 0.0116 -0.06 0.04 0.00/1.15 0.49 140.00 10.50 19.50/23.50 0.07 -0.14 0.0134 -0.81 76.5% 12 6 472 126 57.8% 0.07 0.0087 -0.06 0.03 0.00/0.95 0.37 145.00 16.87 24.50/28.50 0.07 -0.15 0.0112 -0.83 86.2% — 1 423 6 72.1% 0.08 0.0082 -0.08 0.04 0.00/1.50 0.35 150.00 26.30 29.50/33.10 0.06 -0.13 0.0095 -0.86 88.9% 2 — 9 7 86.6% 0.10 0.0076 -0.11 0.05 0.00/2.15 0.25 155.00 — — — — — — — — — — — — — — — — — — 165.00 34.30 44.50/48.50 0.01 0.01 0.0013 -0.99 58.6% — —
Greeks Profile 2026-09-18 · 18d · σ = 47.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $83 $101 $119 $136 $154 spot $118.54 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).