IV Skew
5.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 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 — — — — — — — — — 25.00 0.30 0.00/2.15 0.01 -0.10 0.0023 -0.04 295.4% 1 1 — — — — — — — — — 30.00 1.00 0.00/2.15 0.02 -0.10 0.0033 -0.05 243.3% 1 4 — — — — — — — — — 35.00 0.94 0.00/2.15 0.02 -0.10 0.0048 -0.07 199.2% 200 202 — — — — — — — — — 40.00 0.25 0.00/2.15 0.02 -0.09 0.0070 -0.08 160.9% 5 4 26 2 99.3% 0.94 0.0091 -0.05 0.02 15.20/18.60 15.20 45.00 0.40 0.00/0.95 0.02 -0.05 0.0092 -0.06 100.1% 2 6 2 2 67.6% 0.93 0.0148 -0.04 0.02 10.40/13.20 11.29 50.00 0.77 0.00/2.35 0.03 -0.08 0.0169 -0.14 97.5% 1 3 3 1 52.2% 0.85 0.0329 -0.05 0.03 5.70/8.50 10.00 55.00 2.50 0.00/2.70 0.04 -0.08 0.0302 -0.21 70.3% 1 17 11 1 52.0% 0.61 0.0540 -0.08 0.05 2.50/4.80 2.60 60.00 1.62 0.70/2.45 0.05 -0.08 0.0500 -0.39 56.4% 1 14 48 1 50.7% 0.34 0.0527 -0.07 0.05 1.00/1.95 1.48 65.00 7.20 3.90/6.20 0.05 -0.06 0.0524 -0.66 51.0% 1 2 20 1 73.0% 0.24 0.0311 -0.09 0.04 0.00/2.70 0.55 70.00 10.70 7.60/10.20 0.04 -0.09 0.0300 -0.74 79.5% — 12 57 10 57.5% 0.07 0.0170 -0.03 0.02 0.00/0.50 0.30 75.00 — — — — — — — — — 21 8 66.4% 0.04 0.0104 -0.02 0.01 0.00/0.35 0.25 80.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 54.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $43 $52 $61 $71 $80 spot $61.44 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).